actuary
Actuarial Functions and Utilities
Description
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>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Changelog
Full NEWS →v0.1.2
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
whether package can be installed
Installation failed. See ‘/home/hornik/tmp/R.check/r-devel-gcc/Work/PKGS/actuary.Rcheck/00install.out’ for details.
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Mar 4, 2026. Releases before tracking aren’t shown.