Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. The distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" <arXiv:2008.05693>.
Version: | 0.1.0 |
Depends: | R (≥ 2.10) |
Imports: | stats, ggplot2, magrittr, rlang |
Suggests: | knitr, rmarkdown, dplyr, RColorBrewer |
Published: | 2020-08-24 |
Author: | Benjamin Avanzi [aut], Greg Taylor [aut], Melantha Wang [aut, cre], Bernard Wong [aut] |
Maintainer: | Melantha Wang <wang.melantha at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | no |
CRAN checks: | SynthETIC results |
Reference manual: | SynthETIC.pdf |
Vignettes: |
Use of SynthETIC to Generate Individual Claims of Realistic Features |
Package source: | SynthETIC_0.1.0.tar.gz |
Windows binaries: | r-devel: SynthETIC_0.1.0.zip, r-release: SynthETIC_0.1.0.zip, r-oldrel: SynthETIC_0.1.0.zip |
macOS binaries: | r-release: SynthETIC_0.1.0.tgz, r-oldrel: SynthETIC_0.1.0.tgz |
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