Package: SynthETIC 1.1.0

Melantha Wang

SynthETIC: Synthetic Experience Tracking Insurance Claims

Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. 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, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" <arxiv:2008.05693>.

Authors:Benjamin Avanzi [aut], William Ho [aut], Greg Taylor [aut], Melantha Wang [aut, cre], Bernard Wong [aut]

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Bug tracker:https://github.com/agi-lab/synthetic/issues

On CRAN:

31 exports 11 stars 1.92 score 31 dependencies 1 dependents 23 scripts 331 downloads

Last updated 8 months agofrom:ae16b4d755. Checks:OK: 7. Indexed: yes.

Exports:check_relativityclaim_closureclaim_frequencyclaim_notificationclaim_occurrenceclaim_outputclaim_payment_delayclaim_payment_inflationclaim_payment_noclaim_payment_sizeclaim_payment_timeclaim_sizeclaim_size_adjclaim_size_adj.fitclaimscovariatescovariates_datacovariates_relativitycvgenerate_claim_datasetgenerate_transaction_datasetget_Beta_parametersget_Weibull_parametersplot_transaction_datasetrelativity_templatereturn_parametersset_parametersset.covariates_relativitysimulate_cdfsimulate_covariatesto_SynthETIC

Dependencies:clicolorspacedplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbletidyselectutf8vctrsviridisLitewithr