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:
imaginator_1.0.0.tar.gz
imaginator_1.0.0.zip(r-4.5)imaginator_1.0.0.zip(r-4.4)imaginator_1.0.0.zip(r-4.3)
imaginator_1.0.0.tgz(r-4.4-any)imaginator_1.0.0.tgz(r-4.3-any)
imaginator_1.0.0.tar.gz(r-4.5-noble)imaginator_1.0.0.tar.gz(r-4.4-noble)
imaginator_1.0.0.tgz(r-4.4-emscripten)imaginator_1.0.0.tgz(r-4.3-emscripten)
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')) |
Bug tracker:https://github.com/casact/imaginator/issues
Last updated 3 years agofrom:cc84bf3618. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 13 2024 |
R-4.5-win | OK | Oct 13 2024 |
R-4.5-linux | OK | Oct 13 2024 |
R-4.4-win | OK | Oct 13 2024 |
R-4.4-mac | OK | Oct 13 2024 |
R-4.3-win | OK | Oct 13 2024 |
R-4.3-mac | OK | Oct 13 2024 |
Exports:claims_by_first_reportclaims_by_link_ratioclaims_by_wait_timepolicies_growpolicies_renewpolicies_simulatepolicy_year_incrementpolicy_year_new
Dependencies:assertthatbackportscheckmateclicolorspacecpp11distributions3dplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclelubridatemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalesstringitibbletidyselecttimechangeutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Claims by first report | claims_by_first_report |
Claims by link ratio | claims_by_link_ratio |
claims_by_wait_time | claims_by_wait_time |
imaginator | imaginator |
Simulate policy growth | policies_grow |
Simulate policy renewal | policies_renew |
Simulate a data frame of policies | policies_simulate |
Incremental a policy year | policy_year_increment |
Simulate a new policy year | policy_year_new |