NetSimR-package: NetSimR: Actuarial Functions for Non-Life Insurance Modelling

In NetSimR: Actuarial Functions for Non-Life Insurance Modelling

NetSimR: Actuarial Functions for Non-Life Insurance Modelling

Description

The NetSimR package provides five categories of functions:

1. Capped means, Exposure and ILF curves from various severity distributions, and the special functions behind them

2. Pure IBNR and UPR earned periods

3. Sliced distributions

4. Frequency-severity claims simulation, and applying a reinsurance layer to simulated claims

5. Shiny apps for simulating claims, fitting distributions and fitting GLMs

NetSimR special functions

IGamma erf

NetSimR mean functions

SlicedGammaParetoMean SlicedLNormParetoMean

NetSimR capped mean functions

GammaCappedMean LNormCappedMean ParetoCappedMean ParetoCappedMeanCalc 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

NetSimR claims simulation functions

simulate_claims simulate_function apply_deductible_limit

NetSimR Shiny apps

run_shiny_simulator run_shiny_distribution_fitting_tool run_shiny_glm_fitting_tool

Author(s)

Maintainer: Yiannis Parizas [e-mail] (ORCID)

Authors:

• Yiannis Parizas [e-mail] (ORCID)

See Also

Useful links:

• https://github.com/NetSimAnalytics/NetSimR

• Report bugs at https://github.com/NetSimAnalytics/NetSimR/issues

NetSimR documentation built on Sept. 30, 2026, 5:13 p.m.