Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. The distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" <doi:10.48550/arXiv.2008.05693>.
Version: | 1.1.0 |
Depends: | R (≥ 2.10) |
Imports: | stats, ggplot2, magrittr, rlang, methods, dplyr |
Suggests: | knitr, rmarkdown, RColorBrewer, actuar |
Published: | 2024-01-27 |
DOI: | 10.32614/CRAN.package.SynthETIC |
Author: | Benjamin Avanzi [aut], William Ho [aut], Greg Taylor [aut], Melantha Wang [aut, cre], Bernard Wong [aut] |
Maintainer: | Melantha Wang <wang.melantha at gmail.com> |
BugReports: | https://github.com/agi-lab/SynthETIC/issues |
License: | GPL-3 |
URL: | https://github.com/agi-lab/SynthETIC |
NeedsCompilation: | no |
Citation: | SynthETIC citation info |
Materials: | NEWS |
In views: | ActuarialScience |
CRAN checks: | SynthETIC results |
Package source: | SynthETIC_1.1.0.tar.gz |
Windows binaries: | r-devel: SynthETIC_1.1.0.zip, r-release: SynthETIC_1.1.0.zip, r-oldrel: SynthETIC_1.1.0.zip |
macOS binaries: | r-devel (arm64): SynthETIC_1.1.0.tgz, r-release (arm64): SynthETIC_1.1.0.tgz, r-oldrel (arm64): SynthETIC_1.1.0.tgz, r-devel (x86_64): SynthETIC_1.1.0.tgz, r-release (x86_64): SynthETIC_1.1.0.tgz, r-oldrel (x86_64): SynthETIC_1.1.0.tgz |
Old sources: | SynthETIC archive |
Reverse depends: | SPLICE |
Reverse imports: | ReSurv |
Reverse suggests: | ADLP |
Please use the canonical form https://CRAN.R-project.org/package=SynthETIC to link to this page.
mirror server hosted at Truenetwork, Russian Federation.