MangoTheCat/autoPricing: This package is for carrying out automated glm pricing analysis for frequency and severity models

The purpose of this package is to carry out automated GLM analysis for actuarial pricing. The idea is that it uses the forward or backward algorithms and information criteria to obtain a frequency and severity model. It allows tables to be specified that map the aggregation structure of the variable from those currently specified to a less granular set of categories. This allows those explanatory variables to be dynamically re-specified during the pricing process if the native variable does not improve the fit of the model. The re-specification of the variable categories is done if the native variable does not decrease the information criterion; the mapping table and a Tukey test on the categorical variable is used to aggregate categories that are statistically and logically similar.

Getting started

Package details

AuthorChibisi Chima-Okereke <>
MaintainerChibisi Chima-Okereke <>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
MangoTheCat/autoPricing documentation built on May 7, 2019, 2:09 p.m.