CRAN/E | reinsureR

reinsureR

Reinsurance Treaties Application

Installation

About

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) .

Key Metrics

Version 0.1.0
R ≥ 2.2
Published 2018-02-20 2418 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks reinsureR results

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Maintainer

Maintainer

Arnaud Buzzi

Authors

Arnaud Buzzi

Material

README
Reference manual
Package source

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macOS

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Windows

r-devel

x86_64

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x86_64

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Depends

R ≥ 2.2
data.table
dplyr
viridis
viridisLite
ggplot2
methods