actuaRE: Handling Hierarchically Structured Risk Factors using Random
Effects Models
Using this package, you can fit a random effects model using either the hierarchical credibility model, a combination of the hierarchical credibility model with a generalized linear model or a Tweedie generalized linear mixed model. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.
| Version: |
0.1.5 |
| Depends: |
R (≥ 3.5.0), stats, methods, cplm |
| Imports: |
statmod, nlme, lme4, magrittr, data.table, ggplot2, knitr |
| Suggests: |
plyr, insuranceData, actuar, utils, lattice, minqa |
| Published: |
2023-03-20 |
| DOI: |
10.32614/CRAN.package.actuaRE |
| Author: |
Campo Bavo D.C. [aut, cre] |
| Maintainer: |
Campo Bavo D.C. <bavo.decock at kuleuven.be> |
| License: |
GPL (≥ 3) |
| URL: |
https://bavodc.github.io/websiteactuaRE/ |
| NeedsCompilation: |
no |
| Citation: |
actuaRE citation info |
| Materials: |
README |
| In views: |
ActuarialScience |
| CRAN checks: |
actuaRE results |
Documentation:
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