Actuarial Functions and Utilities
Overview
Provides actuarial modeling tools for Monte Carlo loss simulations, loss reserving, and reinsurance layer loss calculations. It enables users to generate stochastic loss datasets with customisable frequency and severity distributions, fit development patterns to claim triangles, and calculate reinsurance losses for occurrence and aggregate layers with user-defined retentions, limits, and reinstatements. For development pattern selection, the package includes a machine learning approach that evaluates multiple reserving models using holdout validation to identify the best-fitting pattern based on predictive accuracy, this is based on the algorithm described in Richman, R and Balona, C (2020)https://www.ssrn.com/abstract=3697256.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-03-10
Documentation
- Help pages
- 8
- Examples that run
- 17%1 run in a plain check · 5 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 25%
Downloads
Repository
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Issues over time
6 development-tooling and community-health practices detected across 5 families in the upstream repository
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- Claude Codefirst seen 2026-02-27Commits: at least 2 crediting it in the message
- Claude Sonnet 4.62 commits · Feb 2026
Dependencies
Installing actuary adds 58 packages (29 with compiled code, 46 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.2Latest2026-03-04 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-04
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 873 KB / 2 files
- Download size
- 919 KB
Cite
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