imaginator: Simulate General Insurance Policies and Losses

Simulate general insurance policies, losses and loss emergence. The package contemplates deterministic and stochastic policy retention and growth scenarios. Retention and growth rates are percentages relative to the expiring portfolio. Claims are simulated for each policy. This is accomplished either be assuming a frequency distribution per development lag or by generating random wait times until claim emergence and settlement. Loss simulation uses standard loss distributions for claim amounts.

Version: 0.1.1
Depends: R (≥ 3.2.3)
Imports: dplyr, magrittr, assertthat, lubridate, stringi
Suggests: testthat, knitr, rmarkdown, ggplot2
Published: 2017-06-05
Author: Brian Fannin [aut, cre]
Maintainer: Brian Fannin <FanninQED at Yahoo.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: imaginator results

Downloads:

Reference manual: imaginator.pdf
Vignettes: Vignette Title
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Package source: imaginator_0.1.1.tar.gz
Windows binaries: r-devel: imaginator_0.1.1.zip, r-release: imaginator_0.1.1.zip, r-oldrel: imaginator_0.1.1.zip
OS X El Capitan binaries: r-release: imaginator_0.1.1.tgz
OS X Mavericks binaries: r-oldrel: imaginator_0.1.1.tgz

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