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cascsim  

Casualty Actuarial Society Individual Claim Simulator
View on CRAN: Click here


Download and install cascsim package within the R console
Install from CRAN:
install.packages("cascsim")

Install from Github:
library("remotes")
install_github("cran/cascsim")

Install by package version:
library("remotes")
install_version("cascsim", "0.4")



Attach the package and use:
library("cascsim")
Maintained by
Kailan Shang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-06-04
Latest Update: 2020-01-13
Description:
It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) .
How to cite:
Kailan Shang (2019). cascsim: Casualty Actuarial Society Individual Claim Simulator. R package version 0.4, https://cran.r-project.org/web/packages/cascsim. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.3 (2019-06-04 13:40)
Other packages that cited cascsim R package
View cascsim citation profile
Other R packages that cascsim depends, imports, suggests or enhances
Complete documentation for cascsim
Functions, R codes and Examples using the cascsim R package
Some associated functions: CDFPlot-methods . ChiSqrTest-methods . ClaimType-class . CopulaObj-class . Density-methods . DevFac-class . Distribution-class . FitDist-class . Index-class . KSTest-methods . PDFPlot-methods . PPPlot-methods . Probability-methods . QQPlot-methods . Quantile-methods . Simulation-class . TEKurt-methods . TMean-methods . TSD-methods . TSkewness-methods . Triangle-class . claimFitting-methods . claimSample-methods . claimSimulation-methods . claimdata . copulaDataPlot-methods . copulaFit-methods . copulaFitPlot-methods . copulaPlot-methods . copulaSample-methods . doPlot-methods . doSample-methods . empirical . expectZeros . fitPlot-methods . getCopula-methods . getIndex-methods . getObservation-methods . getTrend-methods . loglik . observationPlot-methods . pareto . plotText . rreopen . sampleKurtosis-methods . sampleMean-methods . sampleSd-methods . sampleSkew-methods . setAnnualizedRate-methods . setCopulaParam-methods . setCopulaType-methods . setDevFac-methods . setDf-methods . setDimension-methods . setDispstr-methods . setEmpirical-methods . setFacModel-methods . setFitdata-methods . setFittedDist-methods . setFun-methods . setID-methods . setIndex-methods . setMarginal-methods . setMeanList-methods . setMin-methods . setMonthlyIndex-methods . setObservation-methods . setParams-methods . setParas-methods . setRange-methods . setRectangle-methods . setSeasonality-methods . setStartDate-methods . setTabulate-methods . setTrend-methods . setTrialDist-methods . setTrialDistErr-methods . setTruncated-methods . setUpperKeep-methods . setUpperTriangle-methods . setVolList-methods . setXname-methods . setYearlyIndex-methods . setfitmethod-methods . setfreq-methods . setidate-methods . setifreq-methods . setprobs-methods . shiftIndex-methods . simP0 . simReport-methods . simSummary-methods . simTriangle-methods . tbeta . tempirical . texp . tgamma . tgeom . tlnorm . tnbinom . tnorm . toDate . tpareto . tpois . truncate . tweibull . ultiDevFac . 
Some associated R codes: A.R . CIndex.R . CTriangle.R . Common.R . Copula.R . DevFac.R . Distribution.R . FitDist.R . Sim.R . Type.R . data.R .  Full cascsim package functions and examples
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