SPLICE: Synthetic Paid Loss and Incurred Cost Experience (SPLICE) Simulator

An extension to the individual claim simulator called 'SynthETIC' (on CRAN), to simulate the evolution of case estimates of incurred losses through the lifetime of an insurance claim. The transactional simulation output now comprises key dates, and both claim payments and revisions of estimated incurred losses. An initial set of test parameters, designed to mirror the experience of a real insurance portfolio, were set up and applied by default to generate a realistic test data set of incurred histories (see vignette). However, 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 (2021) "SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator" <arXiv:2109.04058>.

Version: 1.0.0
Depends: R (≥ 2.10), SynthETIC (≥ 1.0.0)
Imports: stats, methods, zoo
Suggests: knitr, rmarkdown, dplyr, RColorBrewer, actuar, poisson, ChainLadder
Published: 2021-09-13
Author: Benjamin Avanzi [aut], Greg Taylor [aut], Melantha Wang [aut, cre], William Ho [rev]
Maintainer: Melantha Wang <wang.melantha at gmail.com>
BugReports: https://github.com/agi-lab/SPLICE/issues
License: GPL-3
URL: https://github.com/agi-lab/SPLICE
NeedsCompilation: no
CRAN checks: SPLICE results

Documentation:

Reference manual: SPLICE.pdf
Vignettes: SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator

Downloads:

Package source: SPLICE_1.0.0.tar.gz
Windows binaries: r-devel: SPLICE_1.0.0.zip, r-release: SPLICE_1.0.0.zip, r-oldrel: SPLICE_1.0.0.zip
macOS binaries: r-release (arm64): SPLICE_1.0.0.tgz, r-release (x86_64): SPLICE_1.0.0.tgz, r-oldrel: SPLICE_1.0.0.tgz

Linking:

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