NetSimR {NetSimR}

NetSimR: A non-life insurance package for computating various statistics.

Description

The NetSimR package provides three categories of functions:

1. Capped means, Exposure and ILF curve from various severity distributions

2. Pure IBNR and UPR earned periods

3. Sliced distributions

NetSimR mean functions

SlicedGammaParetoMean SlicedLNormParetoMean

NetSimR capped mean functions

GammaCappedMean LNormCappedMean ParetoCappedMean SlicedGammaParetoCappedMean SlicedLNormParetoCappedMean

NetSimR exposure curve functions

ExposureCurveGamma ExposureCurveLNorm ExposureCurvePareto ExposureCurveSlicedGammaPareto ExposureCurveSlicedLNormPareto

NetSimR ILF curve functions

ILFGamma ILFLNorm ILFPareto ILFSlicedGammaPareto ILFSlicedLNormPareto

NetSimR pure IBNR functions

PureIBNRGamma PureIBNRLNorm

NetSimR Sliced distribution functions

dSlicedGammaPareto dSlicedLNormPareto pSlicedGammaPareto pSlicedLNormPareto qSlicedGammaPareto qSlicedLNormPareto