Actuarial Functions for Non-Life Insurance Modelling


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Documentation for package ‘NetSimR’ version 0.1.5

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apply_deductible_limit Apply a deductible and limit to claims
apply_severity_cap Apply severity cap function
distributionClass The class of the distribution objects
distributionClass-class The class of the distribution objects
distribution_fitting_tool_Server Server function for the Distribution Fitting tool application
distribution_fitting_tool_UI UI file for the Shiny glm fitting tool
dSlicedGammaPareto The probability density function (pdf) of a Sliced Gamma Pareto severity distribution
dSlicedLNormPareto The probability density function (pdf) of a Sliced LogNormal Pareto severity distribution
erf Error function
ExposureCurveGamma Exposure Curve from a Gamma severity distribution
ExposureCurveLNorm Exposure Curve from LogNormal a severity distribution
ExposureCurvePareto Exposure Curve from a Pareto severity distribution
ExposureCurveSlicedGammaPareto Exposure Curve from a Sliced Gamma Pareto severity distribution
ExposureCurveSlicedLNormPareto Exposure Curve from a Sliced LogNormal Pareto severity distribution
freq_dist_options A vector with the frequency distribution objects
freq_dist_parameter_placeholders A data frame with the frequency distribution parameter placeholders
GammaCappedMean Gamma capped mean
GLMFittingToolServer Server function for the GLM Fitting tool application
GLMFittingToolUI UI file for the Shiny glm fitting tool
IGamma Lower incomplete gamma function
ILFGamma Increased Limit Factor Curve from a Gamma severity distribution
ILFLNorm Increased Limit Factor Curve from a LogNormal severity distribution
ILFPareto Increased Limit Factor Curve from a Pareto severity distribution
ILFSlicedGammaPareto Increased Limit Factor Curve from a Sliced Gamma Pareto severity distribution
ILFSlicedLNormPareto Increased Limit Factor Curve from a Sliced LogNormal Pareto severity distribution
LNormCappedMean Lognormal capped mean
max_number_of_pareto_slices Parameter to set the maximum number of pareto slices
NetSimR NetSimR: A non-life insurance package for computating various statistics.
ParetoCappedMean Pareto capped mean
ParetoCappedMeanCalc Pareto capped mean intermediary calculation
pSlicedGammaPareto The cumulative density function (cdf) of a Sliced Gamma-Pareto severity distribution
pSlicedLNormPareto The cumulative density function (cdf) of a Sliced LogNormal Pareto severity distribution
PureIBNRGamma Pure IBNR exposure from a Gamma reporting delay distribution
PureIBNRLNorm Pure IBNR exposure from a LogNormal reporting delay distribution
qSlicedGammaPareto The inverse cumulative density function of a Sliced Gamma Pareto severity distribution
qSlicedLNormPareto The inverse cumulative density function of a Sliced LogNormal Pareto severity distribution
reinsurance_structures_options A vector with the reinsurance structure options
rpareto Random Pareto generator
run_shiny_distribution_fitting_tool A function to run the glm fitting tool application
run_shiny_glm_fitting_tool A function to run the glm fitting tool application
run_shiny_simulator A function to run the shiny simulator application
sev_dist_options A vector with the severity distribution objects
sev_dist_parameter_placeholders A data frame with the severity distribution parameter placeholders
shiny_simulator_server Server function for the Shiny Simulator application
shiny_simulator_ui UI file for the Shiny GLM Fitting Tool
simulate_function A function to simulate frequency - severity of insurance claims. The function applies severity cap, reinsurance structure for each and every loss claim, reinsurance structure for each and aggregate claims. The function allows for piecewise pareto slices.
SlicedGammaParetoCappedMean Sliced Gamma Pareto capped mean
SlicedGammaParetoMean Sliced Gamma Pareto mean
SlicedLNormParetoCappedMean Sliced LogNormal Pareto capped mean
SlicedLNormParetoMean Sliced LogNormal Pareto mean