PirateGrunt/imagine: Simulate General Insurance Policies and Losses
Version 0.1.1

Simulate general insurance policies, losses and loss emergence. The package contemplates deterministic and stochastic policy retention and growth scenarios. Retention and growth rates are percentages relative to the expiring portfolio. Claims are simulated for each policy. This is accomplished either be assuming a frequency distribution per development lag or by generating random wait times until claim emergence and settlement. Loss simulation uses standard loss distributions for claim amounts.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("PirateGrunt/imagine")
PirateGrunt/imagine documentation built on June 12, 2017, 1:43 a.m.