Casualty Actuarial Society Individual Claim Simulator
Overview
It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- NOTE12 OK, 1 NOTE2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 107
- Examples that run
- 96%86 run in a plain check · 4 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 99%
- Return-value docs
- 0%
- Help pages citing references
- 0%
- cascsim HTML
Downloads
Dependencies
Installing cascsim adds 14 packages (7 with compiled code, 11 MB of source tarballs). Heaviest: copula 3.5 MB, fitdistrplus 2.4 MB, colorspace 2.0 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.4Latest
- 0.32019-06-04
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-06-04
- Total releases
- 2 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.4.0
- Bundled data
- 77 KB / 1 file
- Download size
- 168 KB
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