Truncate claims data subject to reporting delay

Usage

truncate_claims(data, accident, delay, time, .report_col = "report")

Arguments

data: Full claims data including IBNR
accident: Accident times. May be an unquoted column name from data.
delay: Reporting delays. May be an unquoted column name from data.
time: Observation time (scalar number or one per claim). Claims with accident + delay > time will be truncated. Set time = Inf to only compute reporting times and perform no truncation.
.report_col: NULL or a column name to store the reporting time report = accident + delay.

Value

Truncated data. The reporting time is stored in a colnumn named by .report_col unless .report_col is NULL. If both .report_col is NULL and time contains only Infs, a warning will be issued since data will be returned unchanged and no work will be done.

Examples

claims_full <- data.frame(
  acc = runif(100),
  repdel = rexp(100)
)
tau <- 2.0
truncate_claims(claims_full, acc, repdel, tau)
#>              acc      repdel     report
#> 1   1.341272e-01 0.028235584 0.16236281
#> 2   7.952195e-02 0.008358716 0.08788066
#> 3   3.443970e-02 0.140290387 0.17473009
#> 4   7.098971e-01 1.152279972 1.86217711
#> 5   2.960615e-01 1.574453000 1.87051447
#> 6   7.289446e-01 0.088894959 0.81783959
#> 7   1.101838e-01 1.216726908 1.32691067
#> 8   5.654015e-01 1.387287179 1.95268864
#> 9   7.189693e-01 0.069208830 0.78817813
#> 10  8.909014e-01 0.152164621 1.04306601
#> 11  4.515028e-01 0.206191922 0.65769476
#> 13  1.224872e-01 0.514714528 0.63720168
#> 14  1.555099e-05 0.319640385 0.31965594
#> 15  6.111351e-01 0.932906239 1.54404130
#> 17  3.713955e-02 0.471633688 0.50877323
#> 18  7.302117e-01 0.470371407 1.20058307
#> 19  4.125354e-01 0.825975930 1.23851137
#> 21  5.602826e-01 0.078439292 0.63872193
#> 23  5.899033e-01 0.356895571 0.94679888
#> 24  5.889085e-01 0.886226820 1.47513534
#> 25  1.670153e-01 0.177537690 0.34455295
#> 26  6.828304e-01 0.163108702 0.84593913
#> 27  3.082466e-01 0.319356196 0.62760279
#> 28  7.793431e-01 0.952858891 1.73220199
#> 29  3.284492e-01 1.587426414 1.91587561
#> 30  4.171246e-02 1.250061904 1.29177437
#> 31  1.383127e-01 1.177008377 1.31532110
#> 32  2.560620e-01 0.055133459 0.31119549
#> 33  4.429471e-01 0.267354952 0.71030207
#> 34  2.050347e-01 0.464885217 0.66991992
#> 35  7.792969e-01 0.157671728 0.93696860
#> 37  7.766178e-01 1.075450784 1.85206859
#> 39  1.776113e-01 1.112906751 1.29051807
#> 42  5.313195e-01 0.137196474 0.66851598
#> 43  4.677886e-01 0.664616256 1.13240482
#> 44  1.206373e-01 0.297930363 0.41856766
#> 45  6.348620e-01 1.141797280 1.77665926
#> 46  8.912517e-01 0.680814184 1.57206585
#> 47  8.781296e-01 0.540906635 1.41903623
#> 48  2.148099e-02 0.518280302 0.53976129
#> 50  5.886034e-01 0.705613201 1.29421661
#> 51  1.850858e-01 0.508072750 0.69315858
#> 52  5.010168e-01 0.352654210 0.85367102
#> 54  9.485277e-01 0.332760828 1.28128852
#> 55  1.860526e-01 0.110473518 0.29652609
#> 56  9.358294e-01 0.568551742 1.50438114
#> 57  7.175151e-01 0.091612742 0.80912781
#> 58  3.182253e-01 0.436845455 0.75507071
#> 59  5.823165e-01 0.114667189 0.69698367
#> 61  6.969247e-01 0.476378988 1.17330367
#> 62  7.630700e-01 0.010118335 0.77318837
#> 63  1.971220e-01 1.478337746 1.67545979
#> 64  1.982628e-01 1.151255731 1.34951853
#> 65  3.902595e-01 1.343615915 1.73387538
#> 66  6.074760e-01 0.774707003 1.38218298
#> 67  5.993708e-01 0.646028800 1.24539964
#> 68  7.847457e-01 0.986775468 1.77152118
#> 69  5.605707e-01 0.550733615 1.11130433
#> 70  4.787836e-01 0.947700852 1.42648449
#> 71  9.189584e-01 0.396267166 1.31522557
#> 72  1.237870e-02 0.390503512 0.40288222
#> 74  5.759545e-01 0.819434726 1.39538924
#> 75  3.667410e-01 0.043780853 0.41052181
#> 76  1.393693e-01 0.232285622 0.37165496
#> 78  8.949839e-01 0.206483914 1.10146782
#> 79  2.749953e-01 0.453207363 0.72820271
#> 80  2.195253e-01 0.777957749 0.99748306
#> 81  7.483612e-02 0.264012017 0.33884814
#> 82  2.389014e-01 0.022741144 0.26164256
#> 84  2.821164e-01 0.205027999 0.48714435
#> 86  2.685969e-01 0.517190858 0.78578778
#> 87  3.688022e-01 0.114156616 0.48295881
#> 90  1.491891e-01 1.768341100 1.91753016
#> 91  2.765223e-01 0.306067371 0.58258966
#> 92  7.019701e-01 0.056862872 0.75883296
#> 94  6.576286e-01 1.223552487 1.88118109
#> 95  4.837228e-01 0.368050174 0.85177300
#> 97  6.680541e-01 0.381928012 1.04998212
#> 98  1.240903e-01 0.434685851 0.55877612
#> 99  4.515315e-01 0.622061988 1.07359347
#> 100 3.454657e-01 0.470663017 0.81612874