Description
Application of reinsurance treaties to claims portfolios. The package creates a class Claims whose objective is to store claims and premiums, on which different treaties can be applied. A statistical analysis can then be applied to measure the impact of reinsurance, producing a table or graphical output. This package can be used for estimating the impact of reinsurance on several portfolios or for pricing treaties through statistical analysis. Documentation for the implemented methods can be found in "Reinsurance: Actuarial and Statistical Aspects" by Hansjöerg Albrecher, Jan Beirlant, Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and "REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance" by Munich Re (2010) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.
Downloads
246
Last 30 days
18161st
763
Last 90 days
3.2K
Last year
Trend: -0.8% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| 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 |
Check details (5 non-OK)
CRAN incoming feasibility
Maintainer: ‘Arnaud Buzzi <arnaud.buzzi@sia-partners.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Arnaud",
family = "Buzzi",
role = c("aut", "cre"),
email = "arnaud.buzzi@sia-partners.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Arnaud Buzzi <arnaud.buzzi@sia-partners.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Arnaud",
family = "Buzzi",
role = c("aut", "cre"),
email = "arnaud.buzzi@sia-partners.com")
as necessary.
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Arnaud Buzzi <arnaud.buzzi@sia-partners.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Arnaud",
family = "Buzzi",
role = c("aut", "cre"),
email = "arnaud.buzzi@sia-partners.com")
as necessary.
CRAN incoming feasibility
Maintainer: ‘Arnaud Buzzi <arnaud.buzzi@sia-partners.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Arnaud",
family = "Buzzi",
role = c("aut", "cre"),
email = "arnaud.buzzi@sia-partners.com")
as necessary.
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory