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❗ This is a read-only mirror of the CRAN R package repository. actuaRE — Handling Hierarchically Structured Risk Factors using Random Effects Models. Homepage: https://bavodc.github.io/websiteactuaRE/

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actuaRE: Handling hierarchically structured
risk factors using random effects models.


Installation

On current R (>= 3.0.0)

  • Development version from Github:
library("devtools"); install_github("BavoDC/actuaRE", dependencies = TRUE, build_vignettes = TRUE)

(This requires devtools >= 1.6.1, and installs the "master" (development) branch.) This approach builds the package from source, i.e. make and compilers must be installed on your system -- see the R FAQ for your operating system; you may also need to install dependencies manually. Specify build_vignettes=FALSE if you have trouble because your system is missing some of the LaTeX/texi2dvi tools.

Documentation

The basic functionality of the package is explained and demonstrated in the vignette, which you can access using

vignette("actuaRE")

or via the homepage of the package.

Citation

If you use this package, please cite:

  • Campo, B.D.C. and Antonio, Katrien (2023). Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio. Scandinavian Actuarial Journal, doi: 10.1080/03461238.2022.2161413
  • Campo, B.D.C. (2023). The actuaRE package: Handling Hierarchically Structured Risk Factors using Random Effects Models. R package version 0.1.3, https://cran.r-project.org/package=actuaRE

About

❗ This is a read-only mirror of the CRAN R package repository. actuaRE — Handling Hierarchically Structured Risk Factors using Random Effects Models. Homepage: https://bavodc.github.io/websiteactuaRE/

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