cascsim: Casualty Actuarial Society Individual Claim Simulator

It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.

Getting started

Package details

AuthorRobert Bear [aut], Kailan Shang [aut, cre], Hai You [aut], Brian Fannin [ctb]
MaintainerKailan Shang <[email protected]>
LicenseGPL-3
Version0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cascsim")

Try the cascsim package in your browser

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

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.