NetSimR
0.1.6Actuarial Functions for Non-Life Insurance Modelling
Overview
Assists actuaries and other insurance modellers in pricing, reserving and capital modelling for non-life insurance and reinsurance modelling. Provides functions that help model excess levels, capping and pure Incurred but not reported claims (pure IBNR). Includes capped mean, exposure curves and increased limit factor curves (ILFs) for LogNormal, Gamma, Pareto, Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes mean, probability density function (pdf), cumulative probability function (cdf) and inverse cumulative probability function for Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes calculating pure IBNR exposure with LogNormal and Gamma distribution for reporting delay. Includes three shiny tools, one to simulate insurance claims applying reinsurance structures, fit generalised linear models and fit claims frequency or severity distributions. Methods used in the package refer to Free for All by Yiannis Parizas (2023) https://www.theactuary.com/2023/03/02/free-all; Escaping the triangle by Yiannis Parizas (2019) https://www.theactuary.com/features/2019/06/2019/06/05/escaping-triangle; Take to excess by Yiannis Parizas (2019) https://www.theactuary.com/features/2019/03/2019/03/06/taken-excess.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-0914 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 1 earlier snapshots
- ERROR2026-03-1013 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
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- Return-value docs
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- References docs
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Code & Tests
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.1.6Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.52023-12-02 · diff ↗
- 0.1.42023-10-25 · diff ↗
- 0.1.32023-09-28 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.1.22023-01-18 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.1.12021-04-22 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.1.02019-08-20
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-08-20
- Total releases
- 7 / 7 yrs
- License
- GPL-3 OSI
- Download size
- 87 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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