CCDM Procedure
Functional Summary
Table 1 summarizes the statements and options available in the CCDM procedure.
Table 1: PROC CCDM Functional Summary
| Description | Statement | Option |
|---|---|---|
| Statements | ||
| Specifies the names of severity distribution models | SEVERITYMODEL | |
| Specifies externally simulated count data | EXTERNALCOUNTS | |
| Specifies a count distribution that has fixed parameter values | COUNTMODEL | |
| Specifies simulated symbols and their probability distributions | SIMULATEDSYMBOL | |
| 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 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 left-truncation threshold for truncating a severity distribution | PROC CCDM | LEFTTRUNCATION= |
| 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 how the perturbed samples are generated | PROC CCDM | PERTURBMODE= |
| Specifies the right-truncation limit for truncating a severity distribution | PROC CCDM | RIGHTTRUNCATION= |
| Specifies a seed for the internal pseudorandom number generator | PROC CCDM | SEED= |
| Specifies the type of aggregate loss you want to simulate | PROC CCDM | SIMULATIONMODE= |
| Output Preparation Options | ||
| Specifies the variables for the aggregate adjusted loss samples | OUTPUT | ADJSAMPLEVAR= |
| Specifies that a backward compatible output style be used for the case of a single adjusted severity symbol | PROC CCDM | ONEADJSEVCOMPAT |
| 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 graphical output to create | PROC CCDM | PLOTS= |
| Specifies which displayed output to produce | PROC CCDM | PRINT= |
Last updated: November 24, 2025