Actuarial Functions for Non-Life Insurance Modelling
The probability density function (pdf) of a Sliced LogNormal Pareto se...
Error function
Exposure Curve from a Gamma severity distribution
Exposure Curve from LogNormal a severity distribution
Exposure Curve from a Pareto severity distribution
Exposure Curve from a Sliced Gamma Pareto severity distribution
Exposure Curve from a Sliced LogNormal Pareto severity distribution
A vector with the frequency distribution objects
A data frame with the frequency distribution parameter placeholders
Gamma capped mean
Server function for the GLM Fitting tool application
UI file for the Shiny glm fitting tool
Lower incomplete gamma function
Increased Limit Factor Curve from a Gamma severity distribution
Increased Limit Factor Curve from a LogNormal severity distribution
Increased Limit Factor Curve from a Pareto severity distribution
Increased Limit Factor Curve from a Sliced Gamma Pareto severity distr...
Increased Limit Factor Curve from a Sliced LogNormal Pareto severity d...
Lognormal capped mean
Parameter to set the maximum number of pareto slices
NetSimR: A non-life insurance package for computating various statisti...
Pareto capped mean
Pareto capped mean intermediary calculation
The cumulative density function (cdf) of a Sliced Gamma-Pareto severit...
The cumulative density function (cdf) of a Sliced LogNormal Pareto sev...
Pure IBNR exposure from a Gamma reporting delay distribution
Pure IBNR exposure from a LogNormal reporting delay distribution
The inverse cumulative density function of a Sliced Gamma Pareto sever...
The inverse cumulative density function of a Sliced LogNormal Pareto s...
A vector with the reinsurance structure options
Random Pareto generator
A function to run the glm fitting tool application
A function to run the glm fitting tool application
A function to run the shiny simulator application
A vector with the severity distribution objects
A data frame with the severity distribution parameter placeholders
Server function for the Shiny Simulator application
UI file for the Shiny GLM Fitting Tool
A function to simulate frequency - severity of insurance claims. The f...
Sliced Gamma Pareto capped mean
Sliced Gamma Pareto mean
Sliced LogNormal Pareto capped mean
Sliced LogNormal Pareto mean
Apply a deductible and limit to claims
Apply severity cap function
Server function for the Distribution Fitting tool application
UI file for the Shiny glm fitting tool
The class of the distribution objects
The probability density function (pdf) of a Sliced Gamma Pareto severi...
Assists actuaries and other insurance modellers in pricing, reserving and capital modelling for non-life insurance and reinsurance modelling. Provides functions that help model excess levels, capping and pure Incurred but not reported claims (pure IBNR). Includes capped mean, exposure curves and increased limit factor curves (ILFs) for LogNormal, Gamma, Pareto, Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes mean, probability density function (pdf), cumulative probability function (cdf) and inverse cumulative probability function for Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes calculating pure IBNR exposure with LogNormal and Gamma distribution for reporting delay. Includes three shiny tools, one to simulate insurance claims applying reinsurance structures, fit generalised linear models and fit claims frequency or severity distributions. Methods used in the package refer to Free for All by Yiannis Parizas (2023) <https://www.theactuary.com/2023/03/02/free-all>; Escaping the triangle by Yiannis Parizas (2019) <https://www.theactuary.com/features/2019/06/2019/06/05/escaping-triangle>; Take to excess by Yiannis Parizas (2019) <https://www.theactuary.com/features/2019/03/2019/03/06/taken-excess>.