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  "Title": "Actuarial Functions for Non-Life Insurance Modelling",
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  "Authors@R": "person(\"Yiannis\", \"Parizas\", email = \"yiannis.parizas@gmail.com\", role = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0009-0000-0523-0751\"))",
  "Description": "Assists actuaries and other insurance modellers in\npricing, reserving and capital modelling for non-life insurance\nand reinsurance modelling. Provides functions that help model\nexcess levels, capping and pure Incurred but not reported\nclaims (pure IBNR). Includes capped mean, exposure curves and\nincreased limit factor curves (ILFs) for LogNormal, Gamma,\nPareto, Sliced LogNormal-Pareto and Sliced Gamma-Pareto\ndistributions. Includes mean, probability density function\n(pdf), cumulative probability function (cdf) and inverse\ncumulative probability function for Sliced LogNormal-Pareto and\nSliced Gamma-Pareto distributions. Includes calculating pure\nIBNR exposure with LogNormal and Gamma distribution for\nreporting delay. Includes three 'shiny' tools: a claims\nsimulator with reinsurance structures, a generalised linear\nmodel fitting tool, and a claims frequency and severity\ndistribution fitting tool. Methods used in the package refer to\nFree for All by Yiannis Parizas (2023)\n<https://www.theactuary.com/2023/03/02/free-all>; Escaping the\ntriangle by Yiannis Parizas (2019)\n<https://www.theactuary.com/features/2019/06/2019/06/05/escaping-triangle>;\nTaken to excess by Yiannis Parizas (2019)\n<https://www.theactuary.com/features/2019/03/2019/03/06/taken-excess>.",
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  "Date/Publication": "2026-09-30 07:14:37 UTC",
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    "SlicedGammaParetoCappedMean",
    "SlicedGammaParetoMean",
    "SlicedLNormParetoCappedMean",
    "SlicedLNormParetoMean"
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      "page": "apply_deductible_limit",
      "title": "Apply a deductible and limit to claims",
      "topics": [
        "apply_deductible_limit"
      ]
    },
    {
      "page": "dSlicedGammaPareto",
      "title": "The probability density function (pdf) of a Sliced Gamma Pareto severity distribution",
      "concept": [
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      ],
      "topics": [
        "dSlicedGammaPareto"
      ]
    },
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      "page": "dSlicedLNormPareto",
      "title": "The probability density function (pdf) of a Sliced LogNormal Pareto severity distribution",
      "concept": [
        "sliced distribution functions"
      ],
      "topics": [
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      ]
    },
    {
      "page": "ExposureCurveGamma",
      "title": "Exposure Curve from a Gamma severity distribution",
      "concept": [
        "exposure curve functions"
      ],
      "topics": [
        "ExposureCurveGamma"
      ]
    },
    {
      "page": "ExposureCurveLNorm",
      "title": "Exposure Curve from a LogNormal severity distribution",
      "concept": [
        "exposure curve functions"
      ],
      "topics": [
        "ExposureCurveLNorm"
      ]
    },
    {
      "page": "ExposureCurvePareto",
      "title": "Exposure Curve from a Pareto severity distribution",
      "concept": [
        "exposure curve functions"
      ],
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        "ExposureCurvePareto"
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    },
    {
      "page": "ExposureCurveSlicedGammaPareto",
      "title": "Exposure Curve from a Sliced Gamma Pareto severity distribution",
      "concept": [
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      "topics": [
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    {
      "page": "ExposureCurveSlicedLNormPareto",
      "title": "Exposure Curve from a Sliced LogNormal Pareto severity distribution",
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    {
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      "title": "Upper incomplete gamma function",
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      ]
    },
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      "page": "ILFGamma",
      "title": "Increased Limit Factor Curve from a Gamma severity distribution",
      "concept": [
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      "topics": [
        "ILFGamma"
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    },
    {
      "page": "ILFLNorm",
      "title": "Increased Limit Factor Curve from a LogNormal severity distribution",
      "concept": [
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      "topics": [
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      ]
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    {
      "page": "ILFPareto",
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      "page": "ILFSlicedGammaPareto",
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      "topics": [
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    {
      "page": "ILFSlicedLNormPareto",
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      "page": "pSlicedGammaPareto",
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      "topics": [
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    {
      "page": "PureIBNRGamma",
      "title": "Pure IBNR exposure from a Gamma reporting delay distribution",
      "concept": [
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      "topics": [
        "PureIBNRGamma"
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    },
    {
      "page": "PureIBNRLNorm",
      "title": "Pure IBNR exposure from a LogNormal reporting delay distribution",
      "concept": [
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      "topics": [
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      ]
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      "page": "qSlicedGammaPareto",
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      "concept": [
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      ],
      "topics": [
        "qSlicedGammaPareto"
      ]
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      "page": "qSlicedLNormPareto",
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        "sliced distribution functions"
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      "topics": [
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        "SlicedGammaParetoCappedMean"
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      "page": "SlicedGammaParetoMean",
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