reinsureR (0.1.0)

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Reinsurance Treaties Application.

http://cran.r-project.org/web/packages/reinsureR

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 Hansjerg 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) .

Maintainer: Arnaud Buzzi
Author(s): Arnaud Buzzi

License: GPL (>= 2)

Uses: data.table, dplyr, ggplot2, viridis, viridisLite

Released over 1 year ago.


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