NetSimR: Actuarial Functions for Non-Life Insurance Modelling

Assists actuaries and other insurance modellers in pricing, reserving and capital modelling for non-life insurance and reinsurance modelling. Provides functions that help model excess levels, capping and pure Incurred but not reported claims (pure IBNR). Includes capped mean, exposure curves and increased limit factor curves (ILFs) for LogNormal, Gamma, Pareto, Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes mean, probability density function (pdf), cumulative probability function (cdf) and inverse cumulative probability function for Sliced LogNormal-Pareto and Sliced Gamma-Pareto distributions. Includes calculating pure IBNR exposure with LogNormal and Gamma distribution for reporting delay. Includes a shiny tool to simulate insurance claims.

Version: 0.1.3
Imports: rmarkdown, shiny, shinybusy, future.apply, scales, future, methods, DBI, RMySQL, RODBC, RPostgreSQL, RSQLite, plotly, shinyjs
Suggests: knitr, crch, testthat
Published: 2023-09-28
Author: Yiannis Parizas [aut, cre]
Maintainer: Yiannis Parizas <yiannis.parizas at>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
In views: ActuarialScience
CRAN checks: NetSimR results


Reference manual: NetSimR.pdf
Vignettes: CappedMean


Package source: NetSimR_0.1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): NetSimR_0.1.3.tgz, r-oldrel (arm64): NetSimR_0.1.3.tgz, r-release (x86_64): NetSimR_0.1.3.tgz, r-oldrel (x86_64): NetSimR_0.1.3.tgz
Old sources: NetSimR archive


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