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:Arnaud Buzzi

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)

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

13 exports 0.00 score 34 dependencies 12 scripts 204 downloads

Last updated 7 years agofrom:d321d13b2e. Checks:OK: 2. Indexed: yes.

Exports:apply_treatyclaimsdrawget_claimsget_commissionsget_premiumsget_reinstatementsget_treatiesqsshowslsummyxl

Dependencies:clicolorspacedata.tabledplyrfansifarvergenericsggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbletidyselectutf8vctrsviridisviridisLitewithr