insurancerating0.7.5 package

Analytic Insurance Rating Techniques

autoplot.univariate

Automatically create a ggplot for objects obtained from univariate()

biggest_reference

Set reference group to the group with largest exposure

rows_per_date

Find active rows per date

smooth_coef

Smooth coefficients in the model

summary.reduce

Automatically create a summary for objects obtained from reduce()

univariate

Univariate analysis for discrete risk factors

update_formula_add

Create new offset-term and new formula

update_glm

Refitting Generalized Linear Models

add_prediction

Add predictions to a data frame

autoplot.bootstrap_rmse

Automatically create a ggplot for objects obtained from bootstrap_rmse...

autoplot.check_residuals

Automatically create a ggplot for objects obtained from check_residual...

autoplot.constructtariffclasses

Automatically create a ggplot for objects obtained from construct_tari...

fit_gam

Generalized additive model

fit_truncated_dist

Fit a distribution to truncated severity (loss) data

histbin

Create a histogram with outlier bins

model_data

Get model data

model_performance

Performance of fitted GLMs

period_to_months

Split period to months

rmse

Root Mean Squared Error

autoplot.fitgam

Automatically create a ggplot for objects obtained from fit_gam()

autoplot.restricted

Automatically create a ggplot for objects obtained from restrict_coef(...

autoplot.riskfactor

Automatically create a ggplot for objects obtained from rating_factors...

autoplot.smooth

Automatically create a ggplot for objects obtained from smooth_coef()

autoplot.truncated_dist

Automatically create a ggplot for objects obtained from fit_truncated_...

bootstrap_rmse

Bootstrapped RMSE

check_overdispersion

Check overdispersion of Poisson GLM

check_residuals

Check model residuals

construct_model_points

Construct model points from Generalized Linear Model

construct_tariff_classes

Construct insurance tariff classes

fisher

Fisher's natural breaks classification

rating_factors

Include reference group in regression output

reduce

Reduce portfolio by merging redundant date ranges

reexports

Objects exported from other packages

refit_glm

Refitting Generalized Linear Models

restrict_coef

Restrict coefficients in the model

rgammat

Generate data from truncated gamma distribution

rlnormt

Generate data from truncated lognormal distribution

Functions to build, evaluate, and visualize insurance rating models. It simplifies the process of modeling premiums, and allows to analyze insurance risk factors effectively. The package employs a data-driven strategy for constructing insurance tariff classes, drawing on the work of Antonio and Valdez (2012) <doi:10.1007/s10182-011-0152-7>.

  • Maintainer: Martin Haringa
  • License: GPL (>= 2)
  • Last published: 2024-10-09