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insurancerating (version 0.8.2)

Actuarial Tools for Insurance Pricing Models

Description

Provides actuarial tools and building blocks for analysing, modelling, refining, and validating insurance rating models. Designed to support common GLM-based pricing tasks and the translation of statistical model output into practical tariff structures. The package supports the construction of insurance tariff classes using a data-driven approach, based on the methodology of Antonio and Valdez (2012) .

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Install

install.packages('insurancerating')

Monthly Downloads

362

Version

0.8.2

License

GPL (>= 2)

Issues

Pull Requests

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Repository

https://github.com/MHaringa/insurancerating

Homepage

https://mharinga.github.io/insurancerating/

Maintainer

Martin Haringa

Last Published

September 1st, 2026

Functions in insurancerating (0.8.2)

add_tariff_segments

Add derived tariff segments to portfolio data

autoplot.bootstrap_performance

Plot the resampled performance distribution

autoplot.factor_analysis

Plot observed portfolio experience by risk factor

as_gt.refinement_audit

Present a refinement audit as a gt table

autoplot.check_residuals

Inspect simulation-based residual uniformity

assess_excess_threshold

Assess possible excess-loss thresholds

audit_refinement

Audit the effect of a fitted model refinement

Convert an object to a gt table

autoplot.rating_refinement

Inspect a model refinement step

Smooth grouped tariff relativities in a refinement workflow

calibrate_model

Calibrate the overall level of a refined pricing model

check_overdispersion

Check overdispersion of a Poisson claim frequency model

Deprecated alias for bootstrap_performance()

bootstrap_performance

Assess performance stability under repeated resampling

autoplot.tariff_segments

Inspect smooth risk-factor effects and tariff-segment boundaries

autoplot.rating_table

Compare fitted risk-factor effects graphically

bootstrap_coefficients

Assess GLM coefficient stability by portfolio-row bootstrap

autoplot.truncated_severity

Plot a fitted truncated severity distribution

biggest_reference

Deprecated alias for set_reference_level()

Backward-compatible access to rating-table contents

extract_model_data

Recover the portfolio data used by a fitted model

derive_tariff_segments

Derive candidate tariff segments from a smooth risk-factor effect

default_extrapolation_break_size

Default extrapolation break size based on existing tariff breaks

fisher_classify

Fisher's natural breaks classification

check_residuals

Check simulation-based model residuals

Edit a smoothing curve in a refinement workflow

factor_analysis

Summarise observed portfolio experience by risk factor

construct_model_points

Deprecated alias for rating_grid()

Deprecated alias for fisher_classify()

construct_tariff_classes

Deprecated alias for derive_tariff_segments()

Deprecated alias for outlier_histogram()

model_performance

Compare fitted GLMs using common performance measures

merge_date_ranges_db

Merge connected portfolio periods in DuckDB

outlier_histogram

Portfolio histogram with tail bins

merge_date_ranges

Reduce portfolio periods by merging adjacent date ranges

fit_truncated_severity

Fit severity distributions to truncated claim data

Convert p-values into significance stars

Deprecated NSE wrapper for risk_factor_gam()

Deprecated alias for extract_model_data()

fit_truncated_dist

Deprecated alias for fit_truncated_severity()

Present fitted pricing-model effects as a rating table

Deprecated alias for rating_table()

Reduce a database portfolio to observed rating-grid points

plot_severity_distribution

Exploratory severity diagnostics by category

Interpret the premium effect of a smoothing curve

redistribute_excess_loss

Redistribute large losses for severity or risk-premium modelling

prepare_refinement

Prepare a model refinement workflow

Construct observed rating-grid points

rating_factors2

Deprecated single-model rating table helper

period_to_months

Deprecated alias for split_periods_to_months()

Simulate severities from a truncated lognormal distribution

Deprecated alias for risk_factor_gam()

relativity_specification

Define sublevel relativity specifications

Fit a prepared refinement specification

Simulate severities from a truncated gamma distribution

risk_factor_gam

Estimate a smooth effect for a continuous risk factor

Deprecated alias for merge_date_ranges()

Objects exported from other packages

Deprecated restriction helper

Deprecated refit wrapper

set_reference_level

Set the reference level of a factor

scale_second_axis

Scale secondary axis for background plotting

split_periods_to_months

Split portfolio periods into calendar months

Calculate response-scale prediction error

split_relativities

Deprecated low-level relativity constructor

summary.excess_redistribution

Summarise redistributed large-loss experience

summary.bootstrap_coefficients

Summarise bootstrap coefficient stability

Deprecated alias for active_rows_by_date()

Deprecated smoothing helper

summary.rating_refinement

Summarise a prepared refinement specification

summary.refinement_audit

Summarise a refinement audit

Deprecated alias for factor_analysis()

summary.tariff_segments

Summarise candidate tariff segments

Deprecated alias for refit_glm()

update_formula_add

Create new offset-term and new formula

add_restriction

Add coefficient restrictions to a refinement workflow

active_rows_by_date

Match event dates to active portfolio periods

Shrink categorical tariff relativities towards a common level

Rebase categorical tariff relativities to a reference level

add_relativities

Add sublevel relativities to a refinement workflow

add_observed_experience

Deprecated alias for add_portfolio_experience()

Motor Third Party Liability (MTPL) portfolio (3,000 policyholders)

add_portfolio_experience

Add portfolio experience to a rating table

Add model predictions to a pricing data set

Motor Third Party Liability (MTPL) portfolio