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actuaRE: Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models

Fits random effects models for multi-level/high-cardinality factors using credibility theory (Buhlmann-Straub for single-level, Jewell for hierarchical structures), GLM extensions following Ohlsson (2008) <doi:10.1080/03461230701878612>, or Tweedie generalized linear mixed models. Provides functions for model fitting, visualization, and prediction. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.

Version: 1.0.0
Depends: R (≥ 3.5.0), stats, methods, cplm
Imports: statmod, nlme, lme4, magrittr, data.table, ggplot2, reformulas
Suggests: plyr, knitr, bookdown, insuranceData, actuar, utils, lattice, minqa, rmarkdown, dplyr
Published: 2026-02-27
DOI: 10.32614/CRAN.package.actuaRE
Author: Campo Bavo D.C. [aut, cre]
Maintainer: Campo Bavo D.C. <bavo.decock at kuleuven.be>
License: GPL (≥ 3)
URL: https://bavodc.github.io/websiteactuaRE/
NeedsCompilation: no
Citation: actuaRE citation info
Materials: README
In views: ActuarialScience
CRAN checks: actuaRE results

Documentation:

Reference manual: actuaRE.html , actuaRE.pdf
Vignettes: actuaRE (source, R code)

Downloads:

Package source: actuaRE_1.0.0.tar.gz
Windows binaries: r-devel: actuaRE_1.0.0.zip, r-release: actuaRE_0.1.7.zip, r-oldrel: actuaRE_0.1.7.zip
macOS binaries: r-release (arm64): actuaRE_0.1.7.tgz, r-oldrel (arm64): actuaRE_1.0.0.tgz, r-release (x86_64): actuaRE_0.1.7.tgz, r-oldrel (x86_64): actuaRE_0.1.7.tgz
Old sources: actuaRE archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=actuaRE to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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