raw - R Actuarial Workshops
In order to facilitate R instruction for actuaries, we have organized several sets of publicly available data of interest to non-life actuaries. In addition, we suggest a set of packages, which most practicing actuaries will use routinely. Finally, there is an R markdown skeleton for basic reserve analysis.
Last updated 2 years ago
actuarialactuarial-dataactuaries
6.35 score 12 stars 47 scripts 509 downloadsimaginator - 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.
Last updated 3 years ago
5.51 score 14 stars 23 scripts 463 downloads