Actuarial Functions for Non-Life Insurance Modelling


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Documentation for package ‘NetSimR’ version 0.3.0

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apply_deductible_limit Apply a deductible and limit to claims
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
GammaCappedMean Gamma capped mean
IGamma Upper 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
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
run_shiny_distribution_fitting_tool A function to run the distribution 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
simulate_claims Simulate claims with a frequency-severity model
simulate_function Simulate insurance claims with reinsurance structures
SlicedGammaParetoCappedMean Sliced Gamma Pareto capped mean
SlicedGammaParetoMean Sliced Gamma Pareto mean
SlicedLNormParetoCappedMean Sliced LogNormal Pareto capped mean
SlicedLNormParetoMean Sliced LogNormal Pareto mean