The CCDM Procedure

Functional Summary

Table 5.1 summarizes the statements and options available in the CCDM procedure.

Table 5.1: PROC CCDM Functional Summary

Description

Statement

Option

Statements

  

Specifies the names of severity distribution models

SEVERITYMODEL

 

Specifies externally simulated count data

EXTERNALCOUNTS

 

Specifies where and how the full simulated samples are written

OUTPUT

 

Specifies where and how the summary statistics of simulated samples are written

OUTSUM

 

Specifies the ODS tables to display (an alternative to the PRINT= option)

DISPLAY

 

Specifies the ODS tables to save as CAS output tables

DISPLAYOUT

 

Specifies programming statements that define an objective function

Programming statements

Data Table Options

  

Specifies the input data table

PROC CCDM

DATA=

Specifies the output data table for the individual severity draws

PROC CCDM

OUTDRAW=

Specifies the output data table for the full simulated samples

OUTPUT

OUT=

Specifies the output data table for the summary statistics

OUTSUM

OUT=

Model Input Options

  

Specifies the variable that contains externally simulated counts

EXTERNALCOUNTS

COUNT=

Specifies the item store that contains the frequency (count) model

PROC CCDM

COUNTSTORE=

Specifies the replicate identifier variable for external counts

EXTERNALCOUNTS

ID=

Specifies the input data table for parameter estimates of the severity models

PROC CCDM

SEVERITYEST=

Specifies the item store for parameter estimates of the severity models

PROC CCDM

SEVERITYSTORE=

Simulation Options

  

Specifies the adjusted severity symbols in the programming statements

PROC CCDM

ADJUSTEDSEVERITY=

Specifies that the covariance estimates be ignored for perturbation analysis

PROC CCDM

IGNORECOV

Specifies the upper limit on the count for each sample point

PROC CCDM

MAXCOUNTDRAW=

Specifies the number of parameter-perturbed samples to be simulated

PROC CCDM

NPERTURBEDSAMPLES=

Specifies a number that controls the size of the simulated sample

PROC CCDM

NREPLICATES=

Specifies a seed for the internal pseudorandom number generator

PROC CCDM

SEED=

Output Preparation Options

  

Specifies the variables for the aggregate adjusted loss samples

OUTPUT

ADJSAMPLEVAR=

Specifies the names of the variables for percentiles

OUTSUM

PCTLNAME=

Specifies the decimal precision to form default percentile variable names

OUTSUM

PCTLNDEC=

Specifies percentiles to compute and report

OUTSUM

PCTLPTS=

Specifies the method to compute the percentiles

PROC CCDM

PCTLDEF=

Specifies that all perturbed samples be written to the OUT= data table

OUTPUT

PERTURBOUT

Specifies the variable for the aggregate loss sample

OUTPUT

SAMPLEVAR=

Specifies that zero-valued aggregate losses be removed from the aggregate loss sample

PROC CCDM

TRUNCATEZEROS

Specifies the denominator for computing second- and higher-order moments

PROC CCDM

VARDEF=

Displayed Output Options

  

Suppresses all displayed output

PROC CCDM

NOPRINT

Specifies which displayed output to produce

PROC CCDM

PRINT=


Last updated: June 14, 2018