reinsureR: Reinsurance Treaties Application

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) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.

Version: 0.1.0
Depends: R (≥ 2.2), data.table, dplyr, viridis, viridisLite, ggplot2, methods
Published: 2018-02-20
DOI: 10.32614/CRAN.package.reinsureR
Author: Arnaud Buzzi
Maintainer: Arnaud Buzzi <arnaud.buzzi at sia-partners.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
In views: Finance
CRAN checks: reinsureR results

Documentation:

Reference manual: reinsureR.pdf

Downloads:

Package source: reinsureR_0.1.0.tar.gz
Windows binaries: r-devel: reinsureR_0.1.0.zip, r-release: reinsureR_0.1.0.zip, r-oldrel: reinsureR_0.1.0.zip
macOS binaries: r-release (arm64): reinsureR_0.1.0.tgz, r-oldrel (arm64): reinsureR_0.1.0.tgz, r-release (x86_64): reinsureR_0.1.0.tgz, r-oldrel (x86_64): reinsureR_0.1.0.tgz

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