cascsim: Casualty Actuarial Society Individual Claim Simulator
It is an open source insurance claim simulation engine sponsored
by the Casualty Actuarial Society. It generates individual insurance claims
including open claims, reopened claims, incurred but not reported claims
and future claims. It also includes claim data fitting functions to help set
simulation assumptions. It is useful for claim level reserving analysis.
Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.
| Version: |
0.4 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
parallel, R2HTML, fitdistrplus, moments, copula, scatterplot3d, methods |
| Suggests: |
knitr, rmarkdown |
| Published: |
2020-01-13 |
| DOI: |
10.32614/CRAN.package.cascsim |
| Author: |
Robert Bear [aut],
Kailan Shang [aut, cre],
Hai You [aut],
Brian Fannin [ctb] |
| Maintainer: |
Kailan Shang <klshang81 at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
cascsim results |
Documentation:
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