reinsureR0.1.0 package

Reinsurance Treaties Application

apply_treaty

Claims: apply a treaty

Claims-class

Claims

claims

Claims: User constructor function

draw-methods

Claims: Plot function

get_claims-methods

Get claims

get_commissions-methods

Get commissions

get_premiums-methods

Get premiums

get_reinstatements-methods

Get reinstatements

get_treaties-methods

Get treaties

QS-class

Quota Share Treaty

qs

Quota Share Treaty: User constructor function

SL-class

Stop Loss Treaty

sl

Stop Loss Treaty: User constructor function

summy-methods

Claims: Summary function

XL-class

Excess of Loss Treaty

xl

Excess of Loss Treaty: User constructor function

Download source packageRead PDF manual

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>.

  • Maintainer: Arnaud Buzzi
  • License: GPL (>= 2)
  • Last published: 2018-02-20