casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.

Getting started

Package details

Maintainer
LicenseLICENSE
Version0.4
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("casact/cascsim")
casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.