MHaringa/actuarialpricing: 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
Browse package contents
Package details |
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| Maintainer | Martin Haringa <mtharinga@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.7.2.9000 |
| URL | https://github.com/mharinga/insurancerating https://mharinga.github.io/insurancerating/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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