Package: NetSimR 0.3.2

NetSimR: Actuarial Functions for Non-Life Insurance Modelling

Assists actuaries and other insurance modellers in pricing, reserving and capital modelling for non-life insurance and reinsurance modelling. Provides functions that help model excess levels, capping and pure Incurred but not reported claims (pure IBNR). Includes capped mean, exposure curves and increased limit factor curves (ILFs) for LogNormal, Gamma, Pareto, Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes mean, probability density function (pdf), cumulative probability function (cdf) and inverse cumulative probability function for Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes calculating pure IBNR exposure with LogNormal and Gamma distribution for reporting delay. Includes three 'shiny' tools: a claims simulator with reinsurance structures, a generalised linear model fitting tool, and a claims frequency and severity distribution fitting tool. Methods used in the package refer to Free for All by Yiannis Parizas (2023) <https://www.theactuary.com/2023/03/02/free-all>; Escaping the triangle by Yiannis Parizas (2019) <https://www.theactuary.com/features/2019/06/2019/06/05/escaping-triangle>; Taken to excess by Yiannis Parizas (2019) <https://www.theactuary.com/features/2019/03/2019/03/06/taken-excess>.

Authors:Yiannis Parizas [aut, cre]

NetSimR_0.3.2.tar.gz
NetSimR_0.3.2.zip(r-4.7-any)NetSimR_0.3.2.zip(r-4.6-any)NetSimR_0.3.2.zip(r-4.5-any)
NetSimR_0.3.2.tgz(r-4.6-any)NetSimR_0.3.2.tgz(r-4.5-any)
NetSimR_0.3.2.tar.gz(r-4.7-any)NetSimR_0.3.2.tar.gz(r-4.6-any)
NetSimR_0.3.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
NetSimR/json (API)

# Install 'NetSimR' in R:
install.packages('NetSimR', repos = c('https://netsimanalytics.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/netsimanalytics/netsimr/issues

On CRAN:

Conda:

5.46 score 2 scripts 2.9k downloads 34 exports 35 dependencies

Last updated from:f264246e25. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK264
source / vignettesOK282
linux-releaseOK263
macos-releaseOK179
macos-oldrelOK224
windows-develOK155
windows-releaseOK217
windows-oldrelOK209
wasm-releaseOK134

Exports:apply_deductible_limitdSlicedGammaParetodSlicedLNormParetoerfExposureCurveGammaExposureCurveLNormExposureCurveParetoExposureCurveSlicedGammaParetoExposureCurveSlicedLNormParetoGammaCappedMeanIGammaILFGammaILFLNormILFParetoILFSlicedGammaParetoILFSlicedLNormParetoLNormCappedMeanParetoCappedMeanParetoCappedMeanCalcpSlicedGammaParetopSlicedLNormParetoPureIBNRGammaPureIBNRLNormqSlicedGammaParetoqSlicedLNormParetorun_shiny_distribution_fitting_toolrun_shiny_glm_fitting_toolrun_shiny_simulatorsimulate_claimssimulate_functionSlicedGammaParetoCappedMeanSlicedGammaParetoMeanSlicedLNormParetoCappedMeanSlicedLNormParetoMean

Dependencies:base64encbslibcachemclicodetoolscommonmarkdigestfastmapfontawesomefsfutureglobalsgluehtmltoolshttpuvjquerylibjsonlitelaterlifecyclelistenvmagrittrmemoisemimeotelparallellypromisesR6rappdirsRcpprlangsassshinysourcetoolswithrxtable

Capped means, exposure curves and increased limit factors
1.Introduction | 2.Background theory | 2.1 Capped mean | 2.2 Exposure curve | 2.3 Increased limit factor curve | 3. Functions usage | 3.1 Capped mean | 3.2 Exposure curve | 3.3 Increased limit factor curve | 4. Examples | 4.1 Capped mean | 4.2 Exposure curve | 4.3 Increased limit factor curve
Rendered fromCappedMean.Rmdusingknitr::rmarkdown

Last update: 2026-09-20
Started: 2022-09-11

Pure IBNR exposure from a reporting delay distribution
1.Introduction | 2.Background theory | 2.1 Reporting delay distribution | 2.2 From reporting delay to pure IBNR | 3. Functions usage | 3.1 Pure IBNR | 4. Examples | 4.1 Pure IBNR
Rendered fromPureIBNR.Rmdusingknitr::rmarkdown

Last update: 2026-09-20
Started: 2022-09-11

Simulating claims with simulate_claims()
1.Introduction | 2. A first run | 3. Distributions and their parameters | 4. A Pareto tail | 5. An each-and-every-loss layer with reinstatements | 6. An aggregate deductible | 7. Faster runs with gross = FALSE | 8. Reproducible runs | 9. Further options
Rendered fromSimulateClaims.Rmdusingknitr::rmarkdown

Last update: 2026-09-20
Started: 2026-09-14

Sliced LogNormal-Pareto and Gamma-Pareto distributions
1.Introduction | 2.Background theory | 2.1 Sliced distribution background | 2.2 Sliced distribution definition | 3. Functions usage | 4. Examples | 4.1 Mean of a sliced distribution | 4.2 Sliced distribution simulations
Rendered fromSlicedDistributions.Rmdusingknitr::rmarkdown

Last update: 2026-09-20
Started: 2022-09-11

Readme and manuals

Help Manual

Help pageTopics
Apply a deductible and limit to claimsapply_deductible_limit
The probability density function (pdf) of a Sliced Gamma Pareto severity distributiondSlicedGammaPareto
The probability density function (pdf) of a Sliced LogNormal Pareto severity distributiondSlicedLNormPareto
Error functionerf
Exposure Curve from a Gamma severity distributionExposureCurveGamma
Exposure Curve from a LogNormal severity distributionExposureCurveLNorm
Exposure Curve from a Pareto severity distributionExposureCurvePareto
Exposure Curve from a Sliced Gamma Pareto severity distributionExposureCurveSlicedGammaPareto
Exposure Curve from a Sliced LogNormal Pareto severity distributionExposureCurveSlicedLNormPareto
Gamma capped meanGammaCappedMean
Upper incomplete gamma functionIGamma
Increased Limit Factor Curve from a Gamma severity distributionILFGamma
Increased Limit Factor Curve from a LogNormal severity distributionILFLNorm
Increased Limit Factor Curve from a Pareto severity distributionILFPareto
Increased Limit Factor Curve from a Sliced Gamma Pareto severity distributionILFSlicedGammaPareto
Increased Limit Factor Curve from a Sliced LogNormal Pareto severity distributionILFSlicedLNormPareto
Lognormal capped meanLNormCappedMean
Pareto capped meanParetoCappedMean
Pareto capped mean intermediary calculationParetoCappedMeanCalc
The cumulative distribution function (cdf) of a Sliced Gamma-Pareto severity distributionpSlicedGammaPareto
The cumulative distribution function (cdf) of a Sliced LogNormal Pareto severity distributionpSlicedLNormPareto
Pure IBNR exposure from a Gamma reporting delay distributionPureIBNRGamma
Pure IBNR exposure from a LogNormal reporting delay distributionPureIBNRLNorm
The inverse cumulative distribution function of a Sliced Gamma Pareto severity distributionqSlicedGammaPareto
The inverse cumulative distribution function of a Sliced LogNormal Pareto severity distributionqSlicedLNormPareto
Run the distribution fitting applicationrun_shiny_distribution_fitting_tool
Run the generalised linear model fitting applicationrun_shiny_glm_fitting_tool
A function to run the shiny simulator applicationrun_shiny_simulator
Simulate claims with a frequency-severity modelsimulate_claims
Simulate insurance claims with reinsurance structuressimulate_function
Sliced Gamma Pareto capped meanSlicedGammaParetoCappedMean
Sliced Gamma Pareto meanSlicedGammaParetoMean
Sliced LogNormal Pareto capped meanSlicedLNormParetoCappedMean
Sliced LogNormal Pareto meanSlicedLNormParetoMean