SynthETIC: Synthetic Experience Tracking Insurance Claims

Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. The distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" <arXiv:2008.05693>.

Version: 1.0.0
Depends: R (≥ 2.10)
Imports: stats, ggplot2, magrittr, rlang, methods
Suggests: knitr, rmarkdown, dplyr, RColorBrewer, actuar, poisson, ChainLadder
Published: 2021-04-02
Author: Benjamin Avanzi [aut], Greg Taylor [aut], Melantha Wang [aut, cre], Bernard Wong [aut]
Maintainer: Melantha Wang <wang.melantha at gmail.com>
BugReports: https://github.com/agi-lab/SynthETIC/issues
License: GPL-3
URL: https://github.com/agi-lab/SynthETIC
NeedsCompilation: no
Materials: NEWS
CRAN checks: SynthETIC results

Downloads:

Reference manual: SynthETIC.pdf
Vignettes: Use of SynthETIC to Generate Individual Claims of Realistic Features
Package source: SynthETIC_1.0.0.tar.gz
Windows binaries: r-devel: SynthETIC_1.0.0.zip, r-release: SynthETIC_1.0.0.zip, r-oldrel: SynthETIC_1.0.0.zip
macOS binaries: r-release (arm64): SynthETIC_1.0.0.tgz, r-release (x86_64): SynthETIC_1.0.0.tgz, r-oldrel: SynthETIC_1.0.0.tgz
Old sources: SynthETIC archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SynthETIC to link to this page.