SynthETIC: Synthetic Experience Tracking Insurance Claims
Creation of an individual claims simulator which generates various
features of non-life insurance claims. An initial set of test parameters,
designed to mirror the experience of an Auto Liability portfolio, were set
up and applied by default to generate a realistic test data set of
individual claims (see vignette). The simulated data set then allows
practitioners to back-test the validity of various reserving models and to
prove and/or disprove certain actuarial assumptions made in claims
modelling. The distributional assumptions used to generate this data set can
be easily modified by users to match their experiences. Reference: Avanzi B,
Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim
simulator with feature control" <doi:10.48550/arXiv.2008.05693>.
| Version: |
1.1.0 |
| Depends: |
R (≥ 2.10) |
| Imports: |
stats, ggplot2, magrittr, rlang, methods, dplyr |
| Suggests: |
knitr, rmarkdown, RColorBrewer, actuar |
| Published: |
2024-01-27 |
| DOI: |
10.32614/CRAN.package.SynthETIC |
| Author: |
Benjamin Avanzi [aut],
William Ho [aut],
Greg Taylor [aut],
Melantha Wang [aut, cre],
Bernard Wong [aut] |
| Maintainer: |
Melantha Wang <wang.melantha at gmail.com> |
| BugReports: |
https://github.com/agi-lab/SynthETIC/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/agi-lab/SynthETIC |
| NeedsCompilation: |
no |
| Citation: |
SynthETIC citation info |
| Materials: |
NEWS |
| In views: |
ActuarialScience |
| CRAN checks: |
SynthETIC results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=SynthETIC
to link to this page.