insurancerating: Analytic Insurance Rating Techniques

Methods for insurance rating. It provides a data driven strategy for the construction of insurance tariff classes. This strategy is based on the work by Antonio and Valdez (2012) <doi:10.1007/s10182-011-0152-7>. The package also adds functionality showing additional lines for the reference categories in the levels of the coefficients in the output of a generalized linear regression analysis. In addition it implements a procedure determining the level of a factor with the largest exposure, and thereafter changing the base level of the factor to this level.

Getting started

Package details

AuthorMartin Haringa
MaintainerMartin Haringa <[email protected]>
LicenseGPL (>= 2)
Version0.4.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("insurancerating")

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insurancerating documentation built on Nov. 4, 2019, 4:21 a.m.