reinsureR
0.1.0Reinsurance Treaties Application
Overview
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.
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- NOTE2026-03-109 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 58%
- References docs
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People & History
1 release. R releases are shown for context.
- archivedRemoved from CRAN2026-05-04email to the maintainer is undeliverable
- RR 4.6.0 released · 2026-04-24
- 0.1.02026-03-10
- RR 4.5.0 released · 2025-04-11
Package metadata
- Total releases
- 1
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.2
- Download size
- 15 KB
- Installed size
- not tracked yet
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