Package: reinsureR 0.1.0
Arnaud Buzzi
reinsureR: Reinsurance Treaties Application
Application of reinsurance treaties to claims portfolios. The package creates a class Claims whose objective is to store claims and premiums, on which different treaties can be applied. A statistical analysis can then be applied to measure the impact of reinsurance, producing a table or graphical output. This package can be used for estimating the impact of reinsurance on several portfolios or for pricing treaties through statistical analysis. Documentation for the implemented methods can be found in "Reinsurance: Actuarial and Statistical Aspects" by Hansjöerg Albrecher, Jan Beirlant, Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and "REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance" by Munich Re (2010) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.
Authors:
reinsureR_0.1.0.tar.gz
reinsureR_0.1.0.tar.gz(r-4.5-noble)reinsureR_0.1.0.tar.gz(r-4.4-noble)
reinsureR_0.1.0.tgz(r-4.4-emscripten)reinsureR_0.1.0.tgz(r-4.3-emscripten)
reinsureR.pdf |reinsureR.html✨
reinsureR/json (API)
| # Install 'reinsureR' in R: |
| install.packages('reinsureR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:d321d13b2e. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 22 2024 |
| R-4.5-linux | OK | Dec 22 2024 |
Exports:apply_treatyclaimsdrawget_claimsget_commissionsget_premiumsget_reinstatementsget_treatiesqsshowslsummyxl
Dependencies:clicolorspacedata.tabledplyrfansifarvergenericsggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbletidyselectutf8vctrsviridisviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Claims: apply a treaty | apply_treaty |
| Claims: User constructor function | claims |
| Claims | Claims-class show,Claims-method |
| Claims: Plot function | draw draw,Claims-method |
| Get claims | get_claims get_claims,Claims-method |
| Get commissions | get_commissions get_commissions,Claims-method |
| Get premiums | get_premiums get_premiums,Claims-method |
| Get reinstatements | get_reinstatements get_reinstatements,Claims-method |
| Get treaties | get_treaties get_treaties,Claims-method |
| Quota Share Treaty: User constructor function | qs |
| Quota Share Treaty | QS-class show,QS-method |
| Stop Loss Treaty: User constructor function | sl |
| Stop Loss Treaty | show,SL-method SL-class |
| Claims: Summary function | summy summy,Claims-method |
| Excess of Loss Treaty: User constructor function | xl |
| Excess of Loss Treaty | show,XL-method XL-class |