Using this package, you can fit a random effects model using either the hierarchical credibility model, a combination of the hierarchical credibility model with a generalized linear model or a Tweedie generalized linear mixed model. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.

It computes two frequently applied actuarial measures, the expected shortfall and the value at risk. Seven well-known classical distributions in connection to the Bell generalized family are used as follows: Bell-exponential distribution, Bell-extended exponential distribution, Bell-Weibull distribution, Bell-extended Weibull distribution, Bell-Lomax distribution, Bell-Burr-12 distribution, and Bell-Burr-X distribution. Related works include:
     a) Fayomi, A., Tahir, M. H., Algarni, A., Imran, M., & Jamal, F. (2022). "A new useful exponential model with applications to quality control and 
        actuarial data". Computational Intelligence and Neuroscience, 2022. <doi:10.1155/2022/2489998>.
     b) Alsadat, N., Imran, M., Tahir, M. H., Jamal, F., Ahmad, H., & Elgarhy, M. (2023). "Compounded Bell-G class of statistical models with applications to COVID-19 and actuarial data". Open Physics, 21(1), 20220242. <doi:10.1515/phys-2022-0242>.

Actuarial reports are prepared for the last day of a specific 
    period, such as a month, a quarter or a year. Actuarial models assume that 
    certain events happen at the beginning or end of periods. The package 
    contains functions to easily refer to the first or last (working) day 
    within a specific period relative to a base date to facilitate actuarial 
    reporting and to compare results.

Experience studies are used by actuaries to explore historical
    experience across blocks of business and to inform assumption setting
    activities. This package provides functions for preparing data, creating 
    studies, visualizing results, and beginning assumption development. 
    Experience study methods, including exposure calculations, are described in:
    Atkinson & McGarry (2016) "Experience Study Calculations" 
    <https://www.soa.org/49378a/globalassets/assets/files/research/experience-study-calculations.pdf>.
    The limited fluctuation credibility method used by the 'exp_stats()'
    function is described in: Herzog (1999, ISBN:1-56698-374-6) 
    "Introduction to Credibility Theory".