Methods for insurance rating. It provides a data driven strategy for the construction of insurance tariff classes. This strategy is based on the work by Antonio and Valdez (2012) <doi:10.1007/s10182-011-0152-7>. The package also adds functionality showing additional lines for the reference categories in the levels of the coefficients in the output of a generalized linear regression analysis. In addition it implements a procedure determining the level of a factor with the largest exposure, and thereafter changing the base level of the factor to this level.
Version: | 0.5.0 |
Depends: | R (≥ 3.3) |
Imports: | classInt, data.table, dplyr, evtree, ggplot2, lubridate, mgcv, stringr |
Suggests: | knitr, rmarkdown, scales, testthat |
Published: | 2020-03-12 |
Author: | Martin Haringa |
Maintainer: | Martin Haringa <mtharinga at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
Materials: | NEWS |
CRAN checks: | insurancerating results |
Reference manual: | insurancerating.pdf |
Vignettes: |
Introduction to 'insurancerating' |
Package source: | insurancerating_0.5.0.tar.gz |
Windows binaries: | r-devel: insurancerating_0.5.0.zip, r-devel-gcc8: insurancerating_0.4.3.zip, r-release: insurancerating_0.5.0.zip, r-oldrel: insurancerating_0.5.0.zip |
OS X binaries: | r-release: insurancerating_0.5.0.tgz, r-oldrel: insurancerating_0.5.0.tgz |
Old sources: | insurancerating archive |
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