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NetSimR
View on CRAN: Click
here
Download and install NetSimR package within the R console
Install from CRAN:
install.packages("NetSimR")
Install from Github:
library("remotes")
install_github("cran/NetSimR")
Install by package version:
library("remotes")
install_version("NetSimR", "0.1.5")
Attach the package and use:
library("NetSimR")
Maintained by
Yiannis Parizas
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-08-20
Latest Update: 2023-01-17
Description:
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) ;
Escaping the triangle by Yiannis Parizas (2019) ;
Take to excess by Yiannis Parizas (2019) .
How to cite:
Yiannis Parizas (2019). NetSimR: Actuarial Functions for Non-Life Insurance Modelling. R package version 0.1.5, https://cran.r-project.org/web/packages/NetSimR. Accessed 03 Dec. 2024.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for NetSimR
Functions, R codes and Examples using
the NetSimR R package
Some associated functions: ExposureCurveGamma . ExposureCurveLNorm . ExposureCurvePareto . ExposureCurveSlicedGammaPareto . ExposureCurveSlicedLNormPareto . GammaCappedMean . IGamma . ILFGamma . ILFLNorm . ILFPareto . ILFSlicedGammaPareto . ILFSlicedLNormPareto . LNormCappedMean . NetSimR . ParetoCappedMean . ParetoCappedMeanCalc . PureIBNRGamma . PureIBNRLNorm . SlicedGammaParetoCappedMean . SlicedGammaParetoMean . SlicedLNormParetoCappedMean . SlicedLNormParetoMean . apply_deductible_limit . apply_severity_cap . dSlicedGammaPareto . dSlicedLNormPareto . distributionClass-class . erf . freq_dist_options . freq_dist_parameter_placeholders . max_number_of_pareto_slices . pSlicedGammaPareto . pSlicedLNormPareto . qSlicedGammaPareto . qSlicedLNormPareto . reinsurance_structures_options . rpareto . run_shiny_simulator . sev_dist_options . sev_dist_parameter_placeholders . shiny_simulator_server . shiny_simulator_ui . simulate_function .
Some associated R codes: Gamma.R . LogNormal.R . NetSimR.R . Pareto.R . ShinySimulatorGlobal.R . ShinySimulatorServer.R . ShinySimulatorUI.R . SlicecdGammaPareto.R . SlicecdLogNormalPareto.R . Full NetSimR package functions and examples
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