actuaRE: Handling Hierarchically Structured Risk Factors using Random Effects Models (original) (raw)
Using this package, you can fit a random effects model using either the hierarchical credibility model, a combination of the hierarchical credibility model with a generalized linear model or a Tweedie generalized linear mixed model. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.
| Version: | 0.1.5 |
|---|---|
| Depends: | R (≥ 3.5.0), stats, methods, cplm |
| Imports: | statmod, nlme, lme4, magrittr, data.table, ggplot2, knitr |
| Suggests: | plyr, insuranceData, actuar, utils, lattice, minqa |
| Published: | 2023-03-20 |
| DOI: | 10.32614/CRAN.package.actuaRE |
| Author: | Campo Bavo D.C. [aut, cre] |
| Maintainer: | Campo Bavo D.C. <bavo.decock at kuleuven.be> |
| License: | GPL (≥ 3) |
| URL: | https://bavodc.github.io/websiteactuaRE/ |
| NeedsCompilation: | no |
| Citation: | actuaRE citation info |
| Materials: | README |
| In views: | ActuarialScience |
| CRAN checks: | actuaRE results |
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