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Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. The distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" <doi:10.48550/arXiv.2008.05693>.
| Version: | 1.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | stats, ggplot2, magrittr, rlang, methods, dplyr |
| Suggests: | knitr, rmarkdown, RColorBrewer, actuar |
| Published: | 2024-01-27 |
| Author: | Benjamin Avanzi [aut], William Ho [aut], Greg Taylor [aut], Melantha Wang [aut, cre], Bernard Wong [aut] |
| Maintainer: | Melantha Wang <wang.melantha at gmail.com> |
| BugReports: | https://github.com/agi-lab/SynthETIC/issues |
| License: | GPL-3 |
| URL: | https://github.com/agi-lab/SynthETIC |
| NeedsCompilation: | no |
| Citation: | SynthETIC citation info |
| Materials: | NEWS |
| In views: | ActuarialScience |
| CRAN checks: | SynthETIC results |
| Reference manual: | SynthETIC.pdf |
| Vignettes: |
The Inclusion of Claim Covariates in the Generation of SynthETIC Claims Use of SynthETIC to Generate Individual Claims of Realistic Features |
| Package source: | SynthETIC_1.1.0.tar.gz |
| Windows binaries: | r-devel: SynthETIC_1.1.0.zip, r-release: SynthETIC_1.1.0.zip, r-oldrel: SynthETIC_1.1.0.zip |
| macOS binaries: | r-release (arm64): SynthETIC_1.1.0.tgz, r-oldrel (arm64): SynthETIC_1.1.0.tgz, r-release (x86_64): SynthETIC_1.1.0.tgz, r-oldrel (x86_64): SynthETIC_1.1.0.tgz |
| Old sources: | SynthETIC archive |
| Reverse depends: | SPLICE |
| Reverse suggests: | ADLP |
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