Simulate claim counts from a frequency model

Draws independent realizations of the claim frequency random variable N using the RNG registered for its distribution. A draw represents the number of claims on one exposure or observation unit, not the portfolio total unless the model itself is specified at portfolio level.

Usage

simulate_frequency(x, n_sim = 1000L, seed = NULL)

Arguments

x

A [frequency_spec()] or [empirical_frequency()] specification.

n_sim

Positive integer number of simulations.

seed

Optional nonnegative integer seed. When supplied, the caller's random-number state is restored after the call.

Value

A tibble with `simulation` and `claim_count` columns.

Details

A missing RNG provider is an error, not a reason to silently approximate the model. For an empirical frequency, the draws follow the observed mass function exactly.

Examples

simulate_frequency(frequency_spec("poisson", lambda = 3), n_sim = 5, seed = 10)
#> # A tibble: 5 × 2
#>   simulation claim_count
#>        <int>       <dbl>
#> 1          1           3
#> 2          2           2
#> 3          3           3
#> 4          4           4
#> 5          5           1