Create Actuarial Experience Studies: Prepare Data, Summarize Results, and Create Reports
Add transactions to an experience study
actxps: Create Actuarial Experience Studies: Prepare Data, Summarize R...
Add predictions to a data frame
Termination summary helper functions
Transaction summary helper functions
Plot experience study results
Tabular experience study summary
Interactively explore experience data
Summarize experience study records
Split calendar exposures by policy year
Create exposure records from census records
Exposed data frame helper functions
Additional plotting functions for transaction studies
Additional plotting functions for termination studies
Calculate policy duration
Objects exported from other packages
Simulated annuity data
Create exposure records in a recipes step
Summarize experience study records
Summarize transactions and utilization rates
Experience studies are used by actuaries to explore historical experience across blocks of business and to inform assumption setting activities. This package provides functions for preparing data, creating studies, visualizing results, and beginning assumption development. Experience study methods, including exposure calculations, are described in: Atkinson & McGarry (2016) "Experience Study Calculations" <https://www.soa.org/49378a/globalassets/assets/files/research/experience-study-calculations.pdf>. The limited fluctuation credibility method used by the 'exp_stats()' function is described in: Herzog (1999, ISBN:1-56698-374-6) "Introduction to Credibility Theory".
Useful links