actuaRE: Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models

Fits random effects models for multi-level/high-cardinality factors using credibility theory (Buhlmann-Straub for single-level, Jewell for hierarchical structures), GLM extensions following Ohlsson (2008) <doi:10.1080/03461230701878612>, or Tweedie generalized linear mixed models. Provides functions for model fitting, visualization, and prediction. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.

Package details

AuthorCampo Bavo D.C. [aut, cre]
MaintainerCampo Bavo D.C. <bavo.decock@kuleuven.be>
LicenseGPL (>= 3)
Version1.0.1
URL https://bavodc.github.io/websiteactuaRE/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("actuaRE")

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actuaRE documentation built on July 3, 2026, 5:07 p.m.