actxps: Create Actuarial Experience Studies: Prepare Data, Summarize Results, and Create Reports

Experience studies are used by actuaries to explore historical experience across blocks of business and to inform assumption setting activities. This package provides functions for preparing data, creating studies, visualizing results, and beginning assumption development. Experience study methods, including exposure calculations, are described in: Atkinson & McGarry (2016) "Experience Study Calculations" <https://www.soa.org/49378a/globalassets/assets/files/research/experience-study-calculations.pdf>. The limited fluctuation credibility method used by the 'exp_stats()' function is described in: Herzog (1999, ISBN:1-56698-374-6) "Introduction to Credibility Theory".

Package details

AuthorMatt Heaphy [aut, cre]
MaintainerMatt Heaphy <mattrmattrs@gmail.com>
LicenseMIT + file LICENSE
Version1.5.0
URL https://github.com/mattheaphy/actxps/ https://mattheaphy.github.io/actxps/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("actxps")

Try the actxps package in your browser

Any scripts or data that you put into this service are public.

actxps documentation built on June 26, 2024, 9:07 a.m.