Package: imaginator 1.0.0

Brian Fannin

imaginator: Simulate General Insurance Policies and Losses

Simulate general insurance policies, losses and loss emergence. The package contemplates deterministic and stochastic policy retention and growth scenarios. Retention and growth rates are percentages relative to the expiring portfolio. Claims are simulated for each policy. This is accomplished either be assuming a frequency distribution per development lag or by generating random wait times until claim emergence and settlement. Loss simulation uses standard loss distributions for claim amounts.

Authors:Brian Fannin [aut, cre]

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imaginator.pdf |imaginator.html
imaginator/json (API)

# Install 'imaginator' in R:
install.packages('imaginator', repos = c('https://casact.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/casact/imaginator/issues

On CRAN:

5.48 score 13 stars 23 scripts 410 downloads 8 exports 39 dependencies

Last updated 3 years agofrom:cc84bf3618. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 13 2024
R-4.5-winOKOct 13 2024
R-4.5-linuxOKOct 13 2024
R-4.4-winOKOct 13 2024
R-4.4-macOKOct 13 2024
R-4.3-winOKOct 13 2024
R-4.3-macOKOct 13 2024

Exports:claims_by_first_reportclaims_by_link_ratioclaims_by_wait_timepolicies_growpolicies_renewpolicies_simulatepolicy_year_incrementpolicy_year_new

Dependencies:assertthatbackportscheckmateclicolorspacecpp11distributions3dplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclelubridatemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalesstringitibbletidyselecttimechangeutf8vctrsviridisLitewithr

Simulate Claims

Rendered fromSimulateClaims.Rmdusingknitr::rmarkdownon Oct 13 2024.

Last update: 2019-10-04
Started: 2016-06-29

Simulate Policies

Rendered fromSimulatePolicies.Rmdusingknitr::rmarkdownon Oct 13 2024.

Last update: 2019-10-04
Started: 2016-06-27

Readme and manuals

Help Manual

Help pageTopics
Claims by first reportclaims_by_first_report
Claims by link ratioclaims_by_link_ratio
claims_by_wait_timeclaims_by_wait_time
imaginatorimaginator
Simulate policy growthpolicies_grow
Simulate policy renewalpolicies_renew
Simulate a data frame of policiespolicies_simulate
Incremental a policy yearpolicy_year_increment
Simulate a new policy yearpolicy_year_new