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Methods for insurance rating. It helps actuaries to implement GLMs within all relevant steps needed to construct a risk premium from raw data. It provides a data driven strategy for the construction of insurance tariff classes. This strategy is based on the work by Antonio and Valdez (2012) <doi:10.1007/s10182-011-0152-7>. It also provides recipes on how to easily perform one-way, or univariate, analyses on an insurance portfolio. In addition it adds functionality to include reference categories in the levels of the coefficients in the output of a generalized linear regression analysis.
Version: | 0.7.4 |
Depends: | R (≥ 3.3) |
Imports: | ciTools, classInt, colorspace, data.table, DHARMa, dplyr, evtree, fitdistrplus, ggplot2, insight, lubridate, mgcv, patchwork, scales, stringr |
Suggests: | spelling, knitr, rmarkdown, testthat |
Published: | 2024-05-20 |
DOI: | 10.32614/CRAN.package.insurancerating |
Author: | Martin Haringa [aut, cre] |
Maintainer: | Martin Haringa <mtharinga at gmail.com> |
BugReports: | https://github.com/mharinga/insurancerating/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/mharinga/insurancerating, https://mharinga.github.io/insurancerating/ |
NeedsCompilation: | no |
Language: | en-US |
Materials: | NEWS |
In views: | ActuarialScience |
CRAN checks: | insurancerating results |
Reference manual: | insurancerating.pdf |
Package source: | insurancerating_0.7.4.tar.gz |
Windows binaries: | r-devel: insurancerating_0.7.4.zip, r-release: insurancerating_0.7.4.zip, r-oldrel: insurancerating_0.7.4.zip |
macOS binaries: | r-release (arm64): insurancerating_0.7.4.tgz, r-oldrel (arm64): insurancerating_0.7.4.tgz, r-release (x86_64): insurancerating_0.7.4.tgz, r-oldrel (x86_64): insurancerating_0.7.4.tgz |
Old sources: | insurancerating archive |
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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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