insurancerating: Analytic Insurance Rating Techniques

Methods for insurance rating. It helps actuaries to implement GLMs within all relevant steps needed to construct a risk premium from raw data. 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>. It also provides recipes on how to easily perform one-way, or univariate, analyses on an insurance portfolio. In addition it adds functionality to include reference categories in the levels of the coefficients in the output of a generalized linear regression analysis.

Getting started

Package details

AuthorMartin Haringa [aut, cre]
MaintainerMartin Haringa <mtharinga@gmail.com>
LicenseGPL (>= 2)
Version0.6.9
URL https://github.com/mharinga/insurancerating https://mharinga.github.io/insurancerating/
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 Dec. 12, 2021, 1:06 a.m.