Actuarial Tools for Insurance Pricing Models

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Documentation for package ‘insurancerating’ version 0.8.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

active_rows_by_date	Find active portfolio rows for event dates
add_observed_experience	Add observed portfolio experience to a rating table
add_prediction	Add Model Predictions to a Data Frame
add_relativities	Add expert-based relativities to a refinement workflow
add_restriction	Add coefficient restrictions to a refinement workflow
add_smoothing	Add smoothing to a refinement workflow
add_tariff_segments	Add derived tariff segments to portfolio data
allocate_excess_loss	Allocate excess loss to a pricing portfolio
apply_excess_loading	Apply excess loading to a pricing portfolio
assess_excess_threshold	Assess possible excess-loss thresholds
autoplot.bootstrap_performance	Autoplot for bootstrap_performance objects
autoplot.check_residuals	Autoplot for check_residuals objects
autoplot.excess_loss_allocation	Plot an excess-loss allocation
autoplot.excess_threshold_assessment	Plot an excess threshold assessment
autoplot.factor_analysis	Automatically create a ggplot for objects obtained from factor analysis
autoplot.rating_refinement	Plot a model refinement step
autoplot.rating_table	Plot risk factor effects from 'rating_table()' results
autoplot.riskfactor_gam	Autoplot for GAM objects from 'risk_factor_gam()'
autoplot.tariff_segments	Autoplot for tariff segment objects
autoplot.truncated_dist	Plot a fitted truncated severity distribution
autoplot.truncated_severity	Plot a fitted truncated severity distribution
bootstrap_performance	Bootstrapped model performance
calculate_excess_loss	Decompose claim amounts into capped and excess parts
check_overdispersion	Check overdispersion of a Poisson claim frequency model
check_residuals	Check simulation-based model residuals
derive_tariff_segments	Derive insurance tariff segments
edit_smoothing	Edit an existing smoothing step in a refinement workflow
extract_model_data	Extract model data
factor_analysis	Factor analysis for discrete risk factors
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
model_performance	Performance of fitted GLMs
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
prepare_refinement	Prepare a model refinement workflow
rating_grid	Construct observed rating-grid points from model data or a data frame
rating_table	Build rating tables from fitted pricing models
refit	Refit a prepared refinement workflow
relativities	Combine multiple level splits into relativities
rgammat	Generate random samples from a truncated gamma distribution
risk_factor_gam	Fit a GAM for a continuous risk factor
rlnormt	Generate random samples from a truncated lognormal distribution
rmse	Root Mean Squared Error (RMSE)
set_reference_level	Set the reference level of a factor
split_level	Define a level split with relativities
split_periods_to_months	Split policy periods into monthly rows
split_relativities	Construct a relativities mapping for level splitting