List of R Packages for Actuarial Science
A list of actuarial R packages, and other R packages that would be useful to actuaries. R is a widely used free statistical software. Actuarial science is a discipline that applies mathematics and statistics to assess risk in insurance, finance and other industries.
||Actuarial functions including functions related to loss distributions, risk theory (including ruin theory), compound hierarchical model simulation, and credibility theory. The package includes probability functions commonly used in insurance (especially heavy tailed distributions).
||Functions for actuarial scientists that compute the probability density function, hazard rate function, integrated hazard rate function, and the quantile function for 44 commonly used survival models.
||Functions for actuarial scientists. The functions compute the probability density function, cumulative distribution function, quantile function, and random numbers of any composite model based on the lognormal distribution.
||An R package to perform actuarial mathematics for life contingencies insurances.
||The ChainLadder package in R provides various statistical methods which are typically used for the estimation of outstanding claims reserves in general insurance. The package has implementations of the Mack, Munich, bootstrap, multivariate, and chain-ladder factor models (CLFM); and also the loss development factor curve fitting methods of Dave Clark and generalised linear model based reserving models.
||An R package to help actuaries build experience life tables. It contains functions to calculate exposure and the number of deaths, smoothing with four different methods, and validation with three criteria.
||Claims reserving (in non-life insurance) under the double chain ladder model.
||Multivariate Regression Models for Reserving (tools to analyse non-life loss reserves).
||Loss development for insurance triangles, using MCMC.
Add to this list
- Each row in the following text fields represents one entry in the list.
- Each list entry must have a title and/or URL. Entry descriptions and images are entirely optional.
- The submitted link URLs would be automatically standardised. This will mean that it doesn't matter whether or not you include the https:// (or https//) at the beginning or a / at the end.
- Don't worry if a title, URL or description takes more than one line in the input form. Regardless
of whether the input was entered manually or copied and pasted, this website can distinguish between whether the input going to a new line was due to
its long length or from the use of the enter key.
- New list entries are added to the bottom of the list. Chronologically ordered lists should be ordered from the earliest to the latest.
- If an image is too wide or tall, it would be automatically scaled.
Report this list
Receive notifications via email, whenever new list entries are added to this list.