R: Actuarial Tools for Insurance Pricing Models

# Actuarial Tools for Insurance Pricing Models

## Documentation for package ‘insurancerating’ version 0.8.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

active_rows_by_date | Find active portfolio rows for event dates
add_portfolio_experience | Add portfolio experience to a rating table
add_portfolio_experience.rating_table | Add portfolio experience to a rating table
add_prediction | Add model predictions to a pricing data set
add_relativities | Add expert-based relativities to a refinement workflow
add_restriction | Add coefficient restrictions to a refinement workflow
add_smoothing | Smooth grouped tariff relativities
add_tariff_segments | Add derived tariff segments to portfolio data
assess_excess_threshold | Assess possible excess-loss thresholds
as_gt | Convert an object to a gt table
as_gt.rating_table | Convert an object to a gt table
as_gt.threshold_assessment | Convert an object to a gt table
autoplot.bootstrap_performance | Autoplot for bootstrap_performance objects
autoplot.check_residuals | Autoplot for check_residuals objects
autoplot.factor_analysis | Automatically create a ggplot for objects obtained from factor analysis
autoplot.rating_refinement | Plot a model refinement step
autoplot.rating_table | Plot risk factor effects from 'rating_table()' results
autoplot.riskfactor_gam | Autoplot for GAM objects from 'risk_factor_gam()'
autoplot.tariff_segments | Autoplot for tariff segment objects
autoplot.truncated_dist | Plot a fitted truncated severity distribution
autoplot.truncated_severity | Plot a fitted truncated severity distribution
bootstrap_performance | Bootstrapped model performance
check_overdispersion | Check overdispersion of a Poisson claim frequency model
check_residuals | Check simulation-based model residuals
derive_tariff_segments | Derive insurance tariff segments
edit_smoothing | Edit an existing smoothing step in a refinement workflow
extract_model_data | Extract model data
factor_analysis | Factor analysis for discrete risk factors
fisher_classify | Fisher's natural breaks classification
fit_truncated_severity | Fit severity distributions to truncated claim data
merge_date_ranges | Reduce portfolio periods by merging adjacent date ranges
model_performance | Performance of fitted GLMs
MTPL | Motor Third Party Liability (MTPL) portfolio
MTPL2 | Motor Third Party Liability (MTPL) portfolio (3,000 policyholders)
outlier_histogram | Portfolio histogram with tail bins
plot_severity_distribution | Exploratory severity diagnostics by category
prepare_refinement | Prepare a model refinement workflow
rating_grid | Construct observed rating-grid points from model data or a data frame
rating_table | Build rating tables from fitted pricing models
redistribute_excess_loss | Redistribute large losses for severity or risk-premium modelling
refit | Refit a prepared refinement workflow
relativities | Combine multiple level splits into relativities
rgammat | Generate random samples from a truncated gamma distribution
risk_factor_gam | Fit a GAM for a continuous risk factor
rlnormt | Generate random samples from a truncated lognormal distribution
rmse | Root Mean Squared Error (RMSE)
set_reference_level | Set the reference level of a factor
split_level | Define a level split with relativities
split_periods_to_months | Split policy periods into monthly rows
split_relativities | Construct a relativities mapping for level splitting