cascsim: Casualty Actuarial Society Individual Claim Simulator (original) (raw)
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 |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | cascsim results |
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