Actuarial Tools for Insurance Pricing Models
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Documentation for package ‘insurancerating’ version 0.8.2
Help Pages
| active_rows_by_date | Match event dates to active portfolio periods |
| add_portfolio_experience | Add portfolio experience to a rating table |
| add_portfolio_experience.rating_table | Add portfolio experience to a rating table |
| add_prediction | Add model predictions to a pricing data set |
| add_rebasing | Rebase categorical tariff relativities to a reference level |
| add_relativities | Add sublevel relativities to a refinement workflow |
| add_restriction | Add coefficient restrictions to a refinement workflow |
| add_shrinkage | Shrink categorical tariff relativities towards a common level |
| add_smoothing | Smooth grouped tariff relativities in a refinement workflow |
| add_tariff_segments | Add derived tariff segments to portfolio data |
| assess_excess_threshold | Assess possible excess-loss thresholds |
| as_gt | Convert an object to a gt table |
| as_gt.bootstrap_coefficients | Convert an object to a gt table |
| as_gt.premium_change | Interpret the premium effect of a smoothing curve |
| as_gt.rating_table | Convert an object to a gt table |
| as_gt.threshold_assessment | Convert an object to a gt table |
| audit_refinement | Audit the effect of a fitted model refinement |
| autoplot.bootstrap_performance | Plot the resampled performance distribution |
| autoplot.check_residuals | Inspect simulation-based residual uniformity |
| autoplot.factor_analysis | Plot observed portfolio experience by risk factor |
| autoplot.rating_refinement | Inspect a model refinement step |
| autoplot.rating_table | Compare fitted risk-factor effects graphically |
| autoplot.riskfactor_gam | Inspect smooth risk-factor effects and tariff-segment boundaries |
| autoplot.tariff_effect | Inspect smooth risk-factor effects and tariff-segment boundaries |
| autoplot.tariff_segments | Inspect smooth risk-factor effects and tariff-segment boundaries |
| autoplot.truncated_dist | Plot a fitted truncated severity distribution |
| autoplot.truncated_severity | Plot a fitted truncated severity distribution |
| bootstrap_coefficients | Assess GLM coefficient stability by portfolio-row bootstrap |
| bootstrap_performance | Assess performance stability under repeated resampling |
| calibrate_model | Calibrate the overall level of a refined pricing model |
| check_overdispersion | Check overdispersion of a Poisson claim frequency model |
| check_residuals | Check simulation-based model residuals |
| derive_tariff_segments | Derive candidate tariff segments from a smooth risk-factor effect |
| edit_smoothing | Edit a smoothing curve in a refinement workflow |
| extract_model_data | Recover the portfolio data used by a fitted model |
| factor_analysis | Summarise observed portfolio experience by risk factor |
| fisher_classify | Fisher's natural breaks classification |
| fit_truncated_severity | Fit severity distributions to truncated claim data |
| merge_date_ranges | Reduce portfolio periods by merging adjacent date ranges |
| merge_date_ranges_db | Merge connected portfolio periods in DuckDB |
| model_performance | Compare fitted GLMs using common performance measures |
| MTPL | Motor Third Party Liability (MTPL) portfolio |
| MTPL2 | Motor Third Party Liability (MTPL) portfolio (3,000 policyholders) |
| outlier_histogram | Portfolio histogram with tail bins |
| plot_severity_distribution | Exploratory severity diagnostics by category |
| premium_change | Interpret the premium effect of a smoothing curve |
| prepare_refinement | Prepare a model refinement workflow |
| rating_grid | Construct observed rating-grid points |
| rating_grid_db | Reduce a database portfolio to observed rating-grid points |
| rating_table | Present fitted pricing-model effects as a rating table |
| redistribute_excess_loss | Redistribute large losses for severity or risk-premium modelling |
| refit | Fit a prepared refinement specification |
| relativities | Define sublevel relativity specifications |
| relativity_specification | Define sublevel relativity specifications |
| rgammat | Simulate severities from a truncated gamma distribution |
| risk_factor_gam | Estimate a smooth effect for a continuous risk factor |
| rlnormt | Simulate severities from a truncated lognormal distribution |
| rmse | Calculate response-scale prediction error |
| set_reference_level | Set the reference level of a factor |
| split_level | Define sublevel relativity specifications |
| split_periods_to_months | Split portfolio periods into calendar months |