{ "_id": "6a19ec1e1d7bb097a09c74dd", "Package": "NetSimR", "Type": "Package", "Title": "Actuarial Functions for Non-Life Insurance Modelling", "Version": "0.1.5", "Author": "Yiannis Parizas [aut, cre]", "Authors@R": "person(\"Yiannis\", \"Parizas\", email = \"yiannis.parizas@gmail.com\", role = c(\"aut\", \"cre\"))", "Maintainer": "Yiannis Parizas ", "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, one to simulate\ninsurance claims applying reinsurance structures, fit\ngeneralised linear models and fit claims frequency or severity\ndistributions. Methods used in the package refer to Free for\nAll by Yiannis Parizas (2023)\n; Escaping the\ntriangle by Yiannis Parizas (2019)\n;\nTake to excess by Yiannis Parizas (2019)\n.", "License": "GPL-3", "Encoding": "UTF-8", "VignetteBuilder": "knitr", "RoxygenNote": "7.2.3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-29 19:34:52 UTC", "User": "root" }, "Config/pak/sysreqs": "cmake make libicu-dev libmysqlclient-dev libuv1-dev\nunixodbc-dev libssl-dev zlib1g-dev", "Repository": "https://netsimanalytics.r-universe.dev", "Date/Publication": "2023-12-03 02:37:08 UTC", "RemoteUrl": "https://github.com/cran/NetSimR", "RemoteRef": "HEAD", "RemoteSha": "691cb2bf16c4b27501674c3d8212260cd3c7eafa", "MD5sum": "51f18401f1bb6a5dd68879fa10e744b9", "_user": "netsimanalytics", "_type": "src", "_file": "NetSimR_0.1.5.tar.gz", "_fileid": "83df0bead7474e795015b4152bc48e0ff3d162963a6fa0d81ef4a274ce319fff", "_filesize": 936164, "_sha256": 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}, { "package": "scales", "role": "Imports" }, { "package": "future", "role": "Imports" }, { "package": "methods", "role": "Imports" }, { "package": "DBI", "role": "Imports" }, { "package": "RMySQL", "role": "Imports" }, { "package": "RODBC", "role": "Imports" }, { "package": "RPostgreSQL", "role": "Imports" }, { "package": "RSQLite", "role": "Imports" }, { "package": "plotly", "role": "Imports" }, { "package": "shinyjs", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "fitdistrplus", "role": "Imports" }, { "package": "shinyWidgets", "role": "Imports" }, { "package": "Pareto", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "crch", "role": "Suggests" }, { "package": "testthat", "role": "Suggests" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 2, "_contributors": [ { "user": "netsimanalytics", "count": 6, "uuid": 37800644 } ], "_userbio": { "uuid": 37800644, "type": "user", "name": "Yiannis Parizas" }, "_downloads": { "count": 879, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/NetSimR" }, "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NetSimR.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_realowner": "netsimanalytics", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2019-08-20" }, { "version": "0.1.1", "date": "2021-04-22" }, { "version": "0.1.2", "date": "2023-01-18" }, { "version": "0.1.3", "date": "2023-09-28" }, { "version": "0.1.4", "date": "2023-10-25" }, { "version": "0.1.5", "date": "2023-12-02" } ], "_exports": [ "apply_deductible_limit", "dSlicedGammaPareto", "dSlicedLNormPareto", "erf", "ExposureCurveGamma", "ExposureCurveLNorm", "ExposureCurvePareto", "ExposureCurveSlicedGammaPareto", "ExposureCurveSlicedLNormPareto", "GammaCappedMean", "IGamma", "ILFGamma", "ILFLNorm", "ILFPareto", "ILFSlicedGammaPareto", "ILFSlicedLNormPareto", "LNormCappedMean", "ParetoCappedMean", "ParetoCappedMeanCalc", "pSlicedGammaPareto", "pSlicedLNormPareto", "PureIBNRGamma", "PureIBNRLNorm", "qSlicedGammaPareto", "qSlicedLNormPareto", "run_shiny_distribution_fitting_tool", "run_shiny_glm_fitting_tool", "run_shiny_simulator", "simulate_function", "SlicedGammaParetoCappedMean", "SlicedGammaParetoMean", "SlicedLNormParetoCappedMean", "SlicedLNormParetoMean" ], "_help": [ { "page": "apply_deductible_limit", "title": "Apply a deductible and limit to claims", "topics": [ "apply_deductible_limit" ] }, { "page": "apply_severity_cap", "title": "Apply severity cap function", "topics": [ "apply_severity_cap" ] }, { "page": "distribution_fitting_tool_Server", "title": "Server function for the Distribution Fitting tool application", "topics": [ "distribution_fitting_tool_Server" ] }, { "page": "distribution_fitting_tool_UI", "title": "UI file for the Shiny glm fitting tool", "topics": [ "distribution_fitting_tool_UI" ] }, { "page": "distributionClass-class", "title": "The class of the distribution objects", "topics": [ "distributionClass", "distributionClass-class" ] }, { "page": "dSlicedGammaPareto", "title": "The probability density function (pdf) of a Sliced Gamma Pareto severity distribution", "topics": [ "dSlicedGammaPareto" ] }, { "page": "dSlicedLNormPareto", "title": "The probability density function (pdf) of a Sliced LogNormal Pareto severity distribution", "topics": [ "dSlicedLNormPareto" ] }, { "page": "erf", "title": "Error function", "topics": [ "erf" ] }, { "page": "ExposureCurveGamma", "title": "Exposure Curve from a Gamma severity distribution", "topics": [ "ExposureCurveGamma" ] }, { "page": "ExposureCurveLNorm", "title": "Exposure Curve from LogNormal a severity distribution", "topics": [ "ExposureCurveLNorm" ] }, { "page": "ExposureCurvePareto", "title": "Exposure Curve from a Pareto severity distribution", "topics": [ "ExposureCurvePareto" ] }, { "page": "ExposureCurveSlicedGammaPareto", "title": "Exposure Curve from a Sliced Gamma Pareto severity distribution", "topics": [ "ExposureCurveSlicedGammaPareto" ] }, { "page": "ExposureCurveSlicedLNormPareto", "title": "Exposure Curve from a Sliced LogNormal Pareto severity distribution", "topics": [ "ExposureCurveSlicedLNormPareto" ] }, { "page": "freq_dist_options", "title": "A vector with the frequency distribution objects", "topics": [ "freq_dist_options" ] }, { "page": "freq_dist_parameter_placeholders", "title": "A data frame with the frequency distribution parameter placeholders", "topics": [ "freq_dist_parameter_placeholders" ] }, { "page": "GammaCappedMean", "title": "Gamma capped mean", "topics": [ "GammaCappedMean" ] }, { "page": "GLMFittingToolServer", "title": "Server function for the GLM Fitting tool application", "topics": [ "GLMFittingToolServer" ] }, { "page": "GLMFittingToolUI", "title": "UI file for the Shiny glm fitting tool", "topics": [ "GLMFittingToolUI" ] }, { "page": "IGamma", "title": "Lower incomplete gamma function", "topics": [ "IGamma" ] }, { "page": "ILFGamma", "title": "Increased Limit Factor Curve from a Gamma severity distribution", "topics": [ "ILFGamma" ] }, { "page": "ILFLNorm", "title": "Increased Limit Factor Curve from a LogNormal severity distribution", "topics": [ "ILFLNorm" ] }, { "page": "ILFPareto", "title": "Increased Limit Factor Curve from a Pareto severity distribution", "topics": [ "ILFPareto" ] }, { "page": "ILFSlicedGammaPareto", "title": "Increased Limit Factor Curve from a Sliced Gamma Pareto severity distribution", "topics": [ "ILFSlicedGammaPareto" ] }, { "page": "ILFSlicedLNormPareto", "title": "Increased Limit Factor Curve from a Sliced LogNormal Pareto severity distribution", "topics": [ "ILFSlicedLNormPareto" ] }, { "page": "LNormCappedMean", "title": "Lognormal capped mean", "topics": [ "LNormCappedMean" ] }, { "page": "max_number_of_pareto_slices", "title": "Parameter to set the maximum number of pareto slices", "topics": [ "max_number_of_pareto_slices" ] }, { "page": "NetSimR", "title": "NetSimR: A non-life insurance package for computating various statistics.", "topics": [ "NetSimR" ] }, { "page": "ParetoCappedMean", "title": "Pareto capped mean", "topics": [ "ParetoCappedMean" ] }, { "page": "ParetoCappedMeanCalc", "title": "Pareto capped mean intermediary calculation", "topics": [ "ParetoCappedMeanCalc" ] }, { "page": "pSlicedGammaPareto", "title": "The cumulative density function (cdf) of a Sliced Gamma-Pareto severity distribution", "topics": [ "pSlicedGammaPareto" ] }, { "page": "pSlicedLNormPareto", "title": "The cumulative density function (cdf) of a Sliced LogNormal Pareto severity distribution", "topics": [ "pSlicedLNormPareto" ] }, { "page": "PureIBNRGamma", "title": "Pure IBNR exposure from a Gamma reporting delay distribution", "topics": [ "PureIBNRGamma" ] }, { "page": "PureIBNRLNorm", "title": "Pure IBNR exposure from a LogNormal reporting delay distribution", "topics": [ "PureIBNRLNorm" ] }, { "page": "qSlicedGammaPareto", "title": "The inverse cumulative density function of a Sliced Gamma Pareto severity distribution", "topics": [ "qSlicedGammaPareto" ] }, { "page": "qSlicedLNormPareto", "title": "The inverse cumulative density function of a Sliced LogNormal Pareto severity distribution", "topics": [ "qSlicedLNormPareto" ] }, { "page": "reinsurance_structures_options", "title": "A vector with the reinsurance structure options", "topics": [ "reinsurance_structures_options" ] }, { "page": "rpareto", "title": "Random Pareto generator", "topics": [ "rpareto" ] }, { "page": "run_shiny_distribution_fitting_tool", "title": "A function to run the glm fitting tool application", "topics": [ "run_shiny_distribution_fitting_tool" ] }, { "page": "run_shiny_glm_fitting_tool", "title": "A function to run the glm fitting tool application", "topics": [ "run_shiny_glm_fitting_tool" ] }, { "page": "run_shiny_simulator", "title": "A function to run the shiny simulator application", "topics": [ "run_shiny_simulator" ] }, { "page": "sev_dist_options", "title": "A vector with the severity distribution objects", "topics": [ "sev_dist_options" ] }, { "page": "sev_dist_parameter_placeholders", "title": "A data frame with the severity distribution parameter placeholders", "topics": [ "sev_dist_parameter_placeholders" ] }, { "page": "shiny_simulator_server", "title": "Server function for the Shiny Simulator application", "topics": [ "shiny_simulator_server" ] }, { "page": "shiny_simulator_ui", "title": "UI file for the Shiny GLM Fitting Tool", "topics": [ "shiny_simulator_ui" ] }, { "page": "simulate_function", "title": "A function to simulate frequency - severity of insurance claims. The function applies severity cap, reinsurance structure for each and every loss claim, reinsurance structure for each and aggregate claims. The function allows for piecewise pareto slices.", "topics": [ "simulate_function" ] }, { "page": "SlicedGammaParetoCappedMean", "title": "Sliced Gamma Pareto capped mean", "topics": [ "SlicedGammaParetoCappedMean" ] }, { "page": "SlicedGammaParetoMean", "title": "Sliced Gamma Pareto mean", "topics": [ "SlicedGammaParetoMean" ] }, { "page": "SlicedLNormParetoCappedMean", "title": "Sliced LogNormal Pareto capped mean", "topics": [ "SlicedLNormParetoCappedMean" ] }, { "page": "SlicedLNormParetoMean", "title": "Sliced LogNormal Pareto mean", "topics": [ "SlicedLNormParetoMean" ] } ], "_readme": "https://github.com/cran/NetSimR/raw/HEAD/README.md", "_rundeps": [ "askpass", "base64enc", "bit", "bit64", "blob", "bslib", "cachem", "cli", "codetools", "commonmark", "cpp11", "crosstalk", "curl", "data.table", "DBI", "digest", "dplyr", "evaluate", "farver", "fastmap", "fitdistrplus", "fontawesome", "fs", "future", "future.apply", "generics", "ggplot2", "globals", "glue", "gtable", "highr", "htmltools", "htmlwidgets", "httpuv", "httr", "isoband", "jquerylib", "jsonlite", "knitr", "labeling", "later", "lattice", "lazyeval", "lifecycle", "listenv", "magrittr", "MASS", "Matrix", "memoise", "mime", "openssl", "otel", "parallelly", "Pareto", "pillar", "pkgconfig", "plotly", "promises", "purrr", "R6", "rappdirs", "RColorBrewer", "Rcpp", "rlang", "rmarkdown", "RMySQL", "RODBC", "RPostgreSQL", "RSQLite", "S7", "sass", "scales", "shiny", "shinybusy", "shinyjs", "shinyWidgets", "sourcetools", "stringi", "stringr", "survival", "sys", "tibble", "tidyr", "tidyselect", "tinytex", "utf8", "vctrs", "viridisLite", "withr", "xfun", "xtable", "yaml" ], "_vignettes": [ { "source": "CappedMean.Rmd", "filename": "CappedMean.html", "title": "Capped mean, Exposure and Increased Limit Factor curves", "author": "Yiannis Parizas", "engine": "knitr::rmarkdown", "headings": [ "1.Introduction", "2.Backround theory", "2.1 Capped mean", "2.2 Exposure curve", "2.3 Increased limit factor curve", "3. 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