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NetSimR

NetSimR is an R package providing functions which are usually used in insurance pricing, capital modelling and claims reserving, including:

Capped mean
Exposure curves from severity curves
Increased limit factor curves from severity curves
Sliced distribution functions
Pure IBNR estimation from reporting delay distributions

Three shiny tools are also included in this package:

Distribution fitting tool allows fitting claims distributions for frequency or severity.
GLM fitting tool allows fitting different glm distributions.
Claims simulation tool allows simulating fitted claims applying various reinsurance structures.

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Version

Install

install.packages('NetSimR')

Monthly Downloads

1,938

Version

0.1.5

License

GPL-3

Maintainer

Yiannis Parizas

Last Published

December 2nd, 2023

Functions in NetSimR (0.1.5)

SlicedGammaParetoCappedMean

Sliced Gamma Pareto capped mean

SlicedGammaParetoMean

Sliced Gamma Pareto mean

ParetoCappedMeanCalc

Pareto capped mean intermediary calculation

simulate_function

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.

SlicedLNormParetoMean

Sliced LogNormal Pareto mean

distribution_fitting_tool_UI

UI file for the Shiny glm fitting tool

dSlicedGammaPareto

The probability density function (pdf) of a Sliced Gamma Pareto severity distribution

ParetoCappedMean

Pareto capped mean

SlicedLNormParetoCappedMean

Sliced LogNormal Pareto capped mean

dSlicedLNormPareto

The probability density function (pdf) of a Sliced LogNormal Pareto severity distribution

distributionClass-class

The class of the distribution objects

apply_severity_cap

Apply severity cap function

max_number_of_pareto_slices

Parameter to set the maximum number of pareto slices

qSlicedLNormPareto

The inverse cumulative density function of a Sliced LogNormal Pareto severity distribution

pSlicedGammaPareto

The cumulative density function (cdf) of a Sliced Gamma-Pareto severity distribution

run_shiny_glm_fitting_tool

A function to run the glm fitting tool application

run_shiny_simulator

A function to run the shiny simulator application

distribution_fitting_tool_Server

Server function for the Distribution Fitting tool application

freq_dist_parameter_placeholders

A data frame with the frequency distribution parameter placeholders

reinsurance_structures_options

A vector with the reinsurance structure options

Random Pareto generator

pSlicedLNormPareto

The cumulative density function (cdf) of a Sliced LogNormal Pareto severity distribution

qSlicedGammaPareto

The inverse cumulative density function of a Sliced Gamma Pareto severity distribution

sev_dist_options

A vector with the severity distribution objects

freq_dist_options

A vector with the frequency distribution objects

sev_dist_parameter_placeholders

A data frame with the severity distribution parameter placeholders

run_shiny_distribution_fitting_tool

A function to run the glm fitting tool application

shiny_simulator_server

Server function for the Shiny Simulator application

shiny_simulator_ui

UI file for the Shiny GLM Fitting Tool

GLMFittingToolServer

Server function for the GLM Fitting tool application

ExposureCurvePareto

Exposure Curve from a Pareto severity distribution

ExposureCurveLNorm

Exposure Curve from LogNormal a severity distribution

GammaCappedMean

Gamma capped mean

Increased Limit Factor Curve from a Gamma severity distribution

Lower incomplete gamma function

ExposureCurveGamma

Exposure Curve from a Gamma severity distribution

ExposureCurveSlicedLNormPareto

Exposure Curve from a Sliced LogNormal Pareto severity distribution

ExposureCurveSlicedGammaPareto

Exposure Curve from a Sliced Gamma Pareto severity distribution

GLMFittingToolUI

UI file for the Shiny glm fitting tool

LNormCappedMean

Lognormal capped mean

Increased Limit Factor Curve from a LogNormal severity distribution

Pure IBNR exposure from a Gamma reporting delay distribution

Pure IBNR exposure from a LogNormal reporting delay distribution

ILFSlicedGammaPareto

Increased Limit Factor Curve from a Sliced Gamma Pareto severity distribution

ILFSlicedLNormPareto

Increased Limit Factor Curve from a Sliced LogNormal Pareto severity distribution

Increased Limit Factor Curve from a Pareto severity distribution

apply_deductible_limit

Apply a deductible and limit to claims

NetSimR: A non-life insurance package for computating various statistics.