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Individual claims history simulation machine

Home Page: https://blog.kasa.ai/posts/simulation-machine/

License: Other

R 100.00%

actuarial-science neural-networks simulation reserving rstats

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th3walkingdud3 achenxu ml-lab redleafwww fychf miriumm

simulationmachine's Issues

Consider relabeling cc and injured_part levels

so that we have consecutive integers instead of skipping randomly

Add data quality audits in tests

Output should be in tidy format

Will need to figure out what that is (and the decision will affect the conjuror interface in general). We'll likely gather() the original output so we have development periods and a column each for paid and status.

Number of records generated is way off

Something funky going on in the initial stages of simulation, suspecting incorrect weights lookup but will need to investigate.

Re-enable parallel processing

Turned this off for the time being while we resolve bugs

API review

Confirm that we don't need to support re-labeling of LOBs between feature generation and cash flow simulation

Consider renaming `cc` to be more informative

Would occupation work?

Understand usage of *missing.txt

i.e. claims.code.missing.txt, injured.part.missing.txt, and line.of.business.missing.txt

Input checking

Investigate warning

During simulation we see

#> Warning in matrix(value, n, p): data length [101260] is not a sub-multiple
#> or multiple of the number of rows [24963]