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Fits actuarial claim severity distributions to ground-up loss data while accounting for deductible truncation, policy-limit censoring, observation weights, optional severity scaling variables, and fixed parameters. Supports single-family and spliced body-tail models, candidate-model comparison, limited expected values, loss elimination ratios, increased limits factors, deductible and limit rating factors, valuation or depreciation adjustments, simulation, diagnostics, and uncertainty estimation. The package is designed for property and casualty actuarial applications in which analysts fit ground-up severity and translate the fitted distribution into pricing factors for limits, deductibles, and valuation provisions. For background on statistical severity modeling, see Klugman, Panjer, and Willmot (2019, ISBN:9781119523789), "Loss Models: From Data to Decisions", 5th edition.
| Version: | 0.2.3 |
| Depends: | R (≥ 4.1.0) |
| Imports: | ggplot2, scales, stats, utils |
| Suggests: | fitdistrplus, knitr, plotly, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-10-28 |
| DOI: | 10.32614/CRAN.package.actuarialfitdist (may not be active yet) |
| Author: | Greg Sollenberger [aut, cre, cph] |
| Maintainer: | Greg Sollenberger <yagreg7 at yahoo.com> |
| BugReports: | https://github.com/gs-actuary/actuarialfitdist/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/gs-actuary/actuarialfitdist |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | actuarialfitdist results |
| Reference manual: | actuarialfitdist.html , actuarialfitdist.pdf |
| Vignettes: |
Actuarial Severity Fitting for Limits and Deductibles (source, R code) Fitting and Comparing Severity Candidates (source, R code) |
| Package source: | actuarialfitdist_0.2.3.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.