Actuarial 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: a claims simulator with reinsurance structures, a generalised linear model fitting tool, and a claims frequency and severity distribution fitting tool. 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; Taken to excess by Yiannis Parizas (2019) https://www.theactuary.com/features/2019/03/2019/03/06/taken-excess.
- The test of the settings files asked for a double to come back from its text form bit for bit. A platform built without long double reads such text up to a bit out, whatever the number of digits written, so the test failed on CRAN's noLD check; it now allows that difference where the platform cannot do better and still asks for an exact value everywhere else. Settings files themselves are unchanged.
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Documentation
- Help pages
- 48 (14 internal)includes a package overview page
- Examples that run
- 100%34 run in a plain check (3 of them under a condition)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
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- Help pages citing references
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Downloads
Repository
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Dependencies
Installing NetSimR adds 34 packages (20 with compiled code, 26 MB of source tarballs). Heaviest: bslib 5.6 MB, promises 3.1 MB, sass 2.9 MB.
Code & Tests
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- 0.3.2Latest
- 0.3.12026-09-22 · diff ↗
- 0.3.02026-09-15 · diff ↗
- 0.2.0
- 0.1.62026-07-12 · diff ↗
- 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 ↗
- 0.1.4
- 0.1.3
- RR 4.3.0 released · 2023-04-21
- 0.1.22023-01-18 · diff ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 31 exports
ExposureCurveGamma, ExposureCurveLNorm, ExposureCurvePareto, ExposureCurveSlicedGammaPareto, ExposureCurveSlicedLNormPareto, GammaCappedMean, IGamma, ILFGamma, ILFLNorm, ILFPareto, ILFSlicedGammaPareto, ILFSlicedLNormPareto, LNormCappedMean, ParetoCappedMean, ParetoCappedMeanCalc, PureIBNRGamma, PureIBNRLNorm, SlicedGammaParetoCappedMean, SlicedGammaParetoMean, SlicedLNormParetoCappedMean, SlicedLNormParetoMean, apply_deductible_limit, dSlicedGammaPareto, dSlicedLNormPareto, erf, pSlicedGammaPareto, pSlicedLNormPareto, qSlicedGammaPareto, qSlicedLNormPareto, run_shiny_simulator and 1 more - RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.1.12021-04-22 · diff ↗
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- 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
- 11 / 7 yrs
- License
- GPL-3 OSI
- Download size
- 355 KB
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