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Application of reinsurance treaties to claims portfolios. The package creates a class Claims whose objective is to store claims and premiums, on which different treaties can be applied. A statistical analysis can then be applied to measure the impact of reinsurance, producing a table or graphical output. This package can be used for estimating the impact of reinsurance on several portfolios or for pricing treaties through statistical analysis. Documentation for the implemented methods can be found in "Reinsurance: Actuarial and Statistical Aspects" by Hansjöerg Albrecher, Jan Beirlant, Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and "REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance" by Munich Re (2010) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.
| Version: | 0.1.0 |
| Depends: | R (≥ 2.2), data.table, dplyr, viridis, viridisLite, ggplot2, methods |
| Published: | 2018-02-20 |
| DOI: | 10.32614/CRAN.package.reinsureR |
| Author: | Arnaud Buzzi |
| Maintainer: | Arnaud Buzzi <arnaud.buzzi at sia-partners.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | Finance |
| CRAN checks: | reinsureR results |
| Reference manual: | reinsureR.pdf |
| Package source: | reinsureR_0.1.0.tar.gz |
| Windows binaries: | r-devel: reinsureR_0.1.0.zip, r-release: reinsureR_0.1.0.zip, r-oldrel: reinsureR_0.1.0.zip |
| macOS binaries: | r-release (arm64): reinsureR_0.1.0.tgz, r-oldrel (arm64): reinsureR_0.1.0.tgz, r-release (x86_64): reinsureR_0.1.0.tgz, r-oldrel (x86_64): reinsureR_0.1.0.tgz |
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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.