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catmodeling  

Catastrophe Model Simulation and Adjustment
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("catmodeling", "0.0.2")



Attach the package and use:
library("catmodeling")
Maintained by
Stephen Jewson
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-07-23
Latest Update: 2026-07-23
Description:
Manipulation of catastrophe model outputs, including tasks such as simulating year loss tables (YLTs) from event loss tables (ELTs), adjusting the frequencies of events in YLTs to create new YLTs, applying catastrophe exceedance of loss contracts (catXL), applying hours clauses, and calculating diagnostics from ELTs and YLTs, such as average annual loss and exceedance probability curves. Frequency adjustment routines are based on the paper "A new simulation algorithm for more precise estimates of change in catastrophe risk models, with application to hurricanes and climate change", Jewson, S. (2023); <doi:10.1007/s00477-023-02409-0>. Uses the compiled language 'Rust' in places and so requires a Rust compiler to be installed, or a binary installation.
How to cite:
Stephen Jewson (2026). catmodeling: Catastrophe Model Simulation and Adjustment. R package version 0.0.2, https://cran.r-project.org/web/packages/catmodeling. Accessed 04 Oct. 2026.
Previous versions and publish date:
(2026-08-01 11:10), 0.0.1 (2026-07-23 14:00)
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Functions, R codes and Examples using the catmodeling R package
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