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DESCRIPTION
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DESCRIPTION
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Package: cascsim
Title: Casualty Actuarial Society Individual Claim Simulator
Version: 0.4
Authors@R: c(
person("Robert", "Bear", email = "[email protected]", role = "aut"),
person("Kailan", "Shang", email = "[email protected]", role = c("aut","cre")),
person("Hai", "You", email = "[email protected]", role = "aut"),
person("Brian", "Fannin", email = "[email protected]", role = "ctb"))
Description: It is an open source insurance claim simulation engine sponsored
by the Casualty Actuarial Society. It generates individual insurance claims
including open claims, reopened claims, incurred but not reported claims
and future claims. It also includes claim data fitting functions to help set
simulation assumptions. It is useful for claim level reserving analysis.
Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.
Depends: R (>= 3.4.0)
Imports: parallel, R2HTML, fitdistrplus, moments, copula, scatterplot3d, methods
License: LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
Suggests:
knitr,
rmarkdown
VignetteBuilder: knitr