imaginator: Simulate General Insurance Policies and Losses

Simulate general insurance policies, losses and loss emergence. The functions contemplate 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.

Version: 1.0.0
Depends: R (≥ 3.2.3)
Imports: assertthat, checkmate, distributions3, dplyr, lubridate, magrittr, rlang, stringi, tibble
Suggests: testthat, knitr, rmarkdown, ggplot2
Published: 2022-01-27
Author: Brian Fannin [aut, cre]
Maintainer: Brian Fannin <bfannin at casact.org>
License: MPL-2.0 | file LICENSE
URL: https://github.com/casact/imaginator
NeedsCompilation: no
CRAN checks: imaginator results

Documentation:

Reference manual: imaginator.pdf
Vignettes: Simulate Claims
Simulate Policies

Downloads:

Package source: imaginator_1.0.0.tar.gz
Windows binaries: r-devel: imaginator_1.0.0.zip, r-release: imaginator_1.0.0.zip, r-oldrel: imaginator_1.0.0.zip
macOS binaries: r-release (arm64): imaginator_1.0.0.tgz, r-oldrel (arm64): imaginator_1.0.0.tgz, r-release (x86_64): imaginator_1.0.0.tgz
Old sources: imaginator archive

Linking:

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