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insurancerating
View on CRAN: Click
here
Download and install insurancerating package within the R console
Install from CRAN:
install.packages("insurancerating")
Install from Github:
library("remotes")
install_github("cran/insurancerating") Install by package version:
library("remotes")
install_version("insurancerating", "0.7.5") Attach the package and use:
library("insurancerating")
Maintained by
Martin Haringa
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-02-07
Latest Update: 2024-10-09
Description:
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) . 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.
How to cite:
Martin Haringa (2019). insurancerating: Analytic Insurance Rating Techniques. R package version 0.7.5, https://cran.r-project.org/web/packages/insurancerating. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.4.0 (2019-02-07 00:11), 0.4.1 (2019-04-10 16:12), 0.4.2 (2019-05-31 22:00), 0.4.3 (2019-11-01 17:40), 0.5.0 (2020-03-12 11:50), 0.5.1 (2020-03-29 23:00), 0.5.2 (2020-03-31 00:30), 0.6.0 (2020-04-11 01:20), 0.6.1 (2020-04-29 18:50), 0.6.2 (2020-06-08 12:30), 0.6.3 (2020-10-28 15:30), 0.6.4 (2021-01-12 15:30), 0.6.5 (2021-03-22 21:00), 0.6.6 (2021-05-19 15:30), 0.6.7 (2021-07-28 15:30), 0.6.8 (2021-11-10 16:40), 0.6.9 (2021-12-11 20:30), 0.7.0 (2022-07-08 11:20), 0.7.1 (2022-09-06 13:40), 0.7.2 (2022-12-20 16:30), 0.7.3 (2024-05-09 17:30), 0.7.4 (2024-05-20 13:30), 0.7.5 (2024-10-09 19:20)
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imports, suggests or enhances
Complete documentation for insurancerating
Functions, R codes and Examples using
the insurancerating R package
Some associated functions: MTPL . MTPL2 . add_prediction . autoplot.bootstrap_rmse . autoplot.check_residuals . autoplot.constructtariffclasses . autoplot.fitgam . autoplot.restricted . autoplot.riskfactor . autoplot.smooth . autoplot.truncated_dist . autoplot.univariate . biggest_reference . bootstrap_rmse . check_overdispersion . check_residuals . construct_model_points . construct_tariff_classes . fisher . fit_gam . fit_truncated_dist . histbin . model_data . model_performance . period_to_months . rating_factors . rating_factors1 . reduce . reexports . refit_glm . restrict_coef . rgammat . rlnormt . rmse . rows_per_date . smooth_coef . summary.reduce . univariate . update_formula_add . update_glm .
Some associated R codes: construct_tariff_classes.R . data_MTPL.R . deprecated.R . gam_construct_tariff_classes.R . gam_fit.R . histbin.R . model_add_prediction.R . model_get_data.R . model_performance.R . model_performance_bootstrap_rmse.R . model_performance_overdispersion.R . model_performance_residuals.R . model_rating_factors.R . model_refinement.R . time_period_to_months.R . time_reduce.R . time_rows_per_date.R . truncated_severity.R . univariate.R . utils.R . utils_refinement.R . zzz.R . Full insurancerating package functions and examples
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