Analytic Insurance Rating Techniques
Objects exported from other packages
Refitting Generalized Linear Models
Add predictions to a data frame
Automatically create a ggplot for objects obtained from bootstrap_rmse...
Automatically create a ggplot for objects obtained from check_residual...
Automatically create a ggplot for objects obtained from construct_tari...
Automatically create a ggplot for objects obtained from fit_gam()
Automatically create a ggplot for objects obtained from restrict_coef(...
Automatically create a ggplot for objects obtained from rating_factors...
Automatically create a ggplot for objects obtained from smooth_coef()
Automatically create a summary for objects obtained from reduce()
Automatically create a ggplot for objects obtained from fit_truncated_...
Automatically create a ggplot for objects obtained from univariate()
Set reference group to the group with largest exposure
Bootstrapped RMSE
Check overdispersion of Poisson GLM
Check model residuals
Construct model points from Generalized Linear Model
Construct insurance tariff classes
Fisher's natural breaks classification
Generalized additive model
Fit a distribution to truncated severity (loss) data
Create a histogram with outlier bins
Get model data
Performance of fitted GLMs
Split period to months
Include reference group in regression output
Reduce portfolio by merging redundant date ranges
Restrict coefficients in the model
Generate data from truncated gamma distribution
Generate data from truncated lognormal distribution
Root Mean Squared Error
Find active rows per date
Smooth coefficients in the model
Univariate analysis for discrete risk factors
Create new offset-term and new formula
Refitting Generalized Linear Models
Methods for insurance rating. It helps actuaries to implement GLMs within all relevant steps needed to construct a risk premium from raw data. It provides a data driven strategy for the construction of insurance tariff classes. This strategy is based on the work by Antonio and Valdez (2012) <doi:10.1007/s10182-011-0152-7>. It also provides recipes on how to easily perform one-way, or univariate, analyses on an insurance portfolio. In addition it adds functionality to include reference categories in the levels of the coefficients in the output of a generalized linear regression analysis.
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