Application of reinsurance treaties to claims portfolios.
The package creates a class Claims whose objective is to
store claims and premiums, on which different treaties can be applied.
A statistical analysis can then be applied to measure the impact of
reinsurance, producing a table or graphical output. This package can
be used for estimating the impact of reinsurance on several portfolios
or for pricing treaties through statistical analysis. Documentation
for the implemented methods can be found in "Reinsurance: Actuarial
and Statistical Aspects" by Hansjöerg Albrecher, Jan Beirlant,
Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and
"REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance"
by Munich Re (2010)
|Maintainer||Arnaud Buzzi <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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