Define \(EX_{t}\) as exposure % at development time t
Assume \(EX_{0} = 1\) and \(EX_{t} + GF_{t} = 1\)
Growth function is a solution to ODEs:
Assume \(EX_{0} = \text{Premiums} = P\)
Define \(PD_{t}\) as cumulative paid claims at time t
Allow a multiple of exposure, \(ULR\), to become paid
fml <-
loss_train ~ premiums * (
(1 - delta) * (RLR*ker/(ker - kp) * (exp(-kp*dev) - exp(-ker*dev))) +
delta * (RLR*RRF/(ker - kp) * (ker *(1 - exp(-kp*dev)) - kp*(1 - exp(-ker*dev))))
)
b1 <- brm(bf(fml,
ker ~ 1, kp ~ 1,
RLR ~ 1 + (1 | accident_year),
RRF ~ 1 + (1 | accident_year),
sigma ~ 0 + deltaf,
nl = TRUE),
data = lossData0[cal <= max(accident_year)],
family = brmsfamily("gaussian", link_sigma = "log"),
prior = c(prior(gamma(4, 5), nlpar = "RLR", lb=0),
prior(gamma(4, 5), nlpar = "RRF", lb=0),
prior(gamma(3, 2), nlpar = "ker", lb=0),
prior(gamma(3, 4), nlpar = "kp", lb=0)),
control = list(adapt_delta = 0.999, max_treedepth=15),
seed = 1234, iter = 1000)
Is a Normal observation model appropriate?
How sensitive is the model to alternative priors?
Are \(RLR_{i}\) and \(RRF_{i}\) likely to be independent?
How might we increase model flexibility?