Package: NetSimR 0.1.6

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, one to simulate insurance claims applying reinsurance structures, fit generalised linear models and fit claims frequency or severity distributions. 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>; Take to excess by Yiannis Parizas (2019) <https://www.theactuary.com/features/2019/03/2019/03/06/taken-excess>.

Authors:Yiannis Parizas [aut, cre]

NetSimR_0.1.6.tar.gz
NetSimR_0.1.6.zip(r-4.7-any)NetSimR_0.1.6.zip(r-4.6-any)NetSimR_0.1.6.zip(r-4.5-any)
NetSimR_0.1.6.tgz(r-4.6-any)NetSimR_0.1.6.tgz(r-4.5-any)
NetSimR_0.1.6.tar.gz(r-4.7-any)NetSimR_0.1.6.tar.gz(r-4.6-any)
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'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.79 score 2 stars 2.0k downloads 33 exports 93 dependencies

Last updated from:f346fe04bb. Checks:8 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK219
source / vignettesOK308
linux-release-x86_64OK259
macos-release-arm64OK186
macos-oldrel-arm64OK103
windows-develOK176
windows-releaseOK162
windows-oldrelOK131
wasm-releaseFAIL159

Exports:apply_deductible_limitdSlicedGammaParetodSlicedLNormParetoerfExposureCurveGammaExposureCurveLNormExposureCurveParetoExposureCurveSlicedGammaParetoExposureCurveSlicedLNormParetoGammaCappedMeanIGammaILFGammaILFLNormILFParetoILFSlicedGammaParetoILFSlicedLNormParetoLNormCappedMeanParetoCappedMeanParetoCappedMeanCalcpSlicedGammaParetopSlicedLNormParetoPureIBNRGammaPureIBNRLNormqSlicedGammaParetoqSlicedLNormParetorun_shiny_distribution_fitting_toolrun_shiny_glm_fitting_toolrun_shiny_simulatorsimulate_functionSlicedGammaParetoCappedMeanSlicedGammaParetoMeanSlicedLNormParetoCappedMeanSlicedLNormParetoMean

Dependencies:askpassbase64encbitbit64blobbslibcachemclicodetoolscommonmarkcpp11crosstalkcurldata.tableDBIdigestdplyrevaluatefarverfastmapfitdistrplusfontawesomefsfuturefuture.applygenericsggplot2globalsgluegtablehighrhtmltoolshtmlwidgetshttpuvhttrisobandjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelistenvmagrittrMASSMatrixmemoisemimeopensslotelparallellyParetopillarpkgconfigplotlypromisespurrrR6rappdirsRColorBrewerRcppreactablereactRrlangrmarkdownRMySQLRODBCRPostgreSQLRSQLiteS7sassscalesshinyshinybusyshinyjssourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunxtableyaml

Capped mean, Exposure and Increased Limit Factor curves
1.Introduction | 2.Backround 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: 2026-07-12
Started: 2019-08-20

PureIBNR
1.Introduction | 2.Backround 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: 2026-07-12
Started: 2019-08-20

SlicedDistribution
1.Introduction | 2.Backround theory | 2.1 Sliced distribution backround | 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: 2026-07-12
Started: 2019-08-20

Readme and manuals

Help Manual

Help pageTopics
Apply a deductible and limit to claimsapply_deductible_limit
Apply severity cap functionapply_severity_cap
Server function for the Distribution Fitting tool applicationdistribution_fitting_tool_Server
UI file for the Shiny glm fitting tooldistribution_fitting_tool_UI
The class of the distribution objectsdistributionClass distributionClass-class
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 LogNormal a 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
A vector with the frequency distribution objectsfreq_dist_options
A data frame with the frequency distribution parameter placeholdersfreq_dist_parameter_placeholders
Gamma capped meanGammaCappedMean
Server function for the GLM Fitting tool applicationGLMFittingToolServer
UI file for the Shiny GLM fitting toolGLMFittingToolUI
Lower 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
Parameter to set the maximum number of pareto slicesmax_number_of_pareto_slices
Pareto capped meanParetoCappedMean
Pareto capped mean intermediary calculationParetoCappedMeanCalc
The cumulative density function (cdf) of a Sliced Gamma-Pareto severity distributionpSlicedGammaPareto
The cumulative density 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 density function of a Sliced Gamma Pareto severity distributionqSlicedGammaPareto
The inverse cumulative density function of a Sliced LogNormal Pareto severity distributionqSlicedLNormPareto
A vector with the reinsurance structure optionsreinsurance_structures_options
Random Pareto generatorrpareto
A function to run the glm fitting tool applicationrun_shiny_distribution_fitting_tool
A function to run the glm fitting tool applicationrun_shiny_glm_fitting_tool
A function to run the shiny simulator applicationrun_shiny_simulator
A vector with the severity distribution objectssev_dist_options
A data frame with the severity distribution parameter placeholderssev_dist_parameter_placeholders
Server function for the Shiny Simulator applicationshiny_simulator_server
UI file for the Shiny NetSimR Simulator Toolshiny_simulator_ui
A function to simulate frequency - severity of insurance claims using chunked vectorisation. The function applies severity cap, reinsurance structure for each and every loss claim, reinsurance structure for aggregate claims, and allows for piecewise pareto slices.simulate_function
Sliced Gamma Pareto capped meanSlicedGammaParetoCappedMean
Sliced Gamma Pareto meanSlicedGammaParetoMean
Sliced LogNormal Pareto capped meanSlicedLNormParetoCappedMean
Sliced LogNormal Pareto meanSlicedLNormParetoMean