Package index

Portfolio analysis

Analyse portfolio behaviour and inspect risk factors before model estimation.

factor_analysis(): Factor analysis for discrete risk factors
autoplot(<factor_analysis>): Automatically create a ggplot for objects obtained from factor analysis
outlier_histogram(): Portfolio histogram with tail bins

Analyse claim amounts, capped or truncated severity, and large-loss components that can be added to technical risk premium models.

plot_severity_distribution(): Exploratory severity diagnostics by category
assess_excess_threshold(): Assess possible excess-loss thresholds
autoplot(<excess_threshold_assessment>): Plot an excess threshold assessment
calculate_excess_loss(): Decompose claim amounts into capped and excess parts
allocate_excess_loss(): Allocate excess loss to a pricing portfolio
autoplot(<excess_loss_allocation>): Plot an excess-loss allocation
add_excess_loading(): Add excess loading to a pricing portfolio
fit_truncated_severity() experimental: Fit severity distributions to truncated claim data
autoplot(<truncated_severity>): Plot a fitted truncated severity distribution
rlnormt(): Generate random samples from a truncated lognormal distribution
rgammat(): Generate random samples from a truncated gamma distribution

Analyse continuous risk factors and convert them to tariff segments.

risk_factor_gam(): Fit a GAM for a continuous risk factor
autoplot(<riskfactor_gam>): Autoplot for GAM objects from risk_factor_gam()
derive_tariff_segments(): Derive insurance tariff segments
add_tariff_segments(): Add derived tariff segments to portfolio data
autoplot(<tariff_segments>): Autoplot for tariff segment objects

Estimate pricing models and interpret fitted coefficients in tariff terms.

rating_table(): Build rating tables from fitted pricing models
add_observed_experience(): Add observed portfolio experience to a rating table
autoplot(<rating_table>): Plot risk factor effects from rating_table() results
add_prediction(): Add Model Predictions to a Data Frame

Apply structured tariff adjustments such as smoothing, restrictions, and relativities.

prepare_refinement(): Prepare a model refinement workflow
autoplot(<rating_refinement>): Plot a model refinement step
add_smoothing(): Add smoothing to a refinement workflow
edit_smoothing(): Edit an existing smoothing step in a refinement workflow
add_restriction(): Add coefficient restrictions to a refinement workflow
add_relativities(): Add expert-based relativities to a refinement workflow
relativities(): Combine multiple level splits into relativities
split_level(): Define a level split with relativities
split_relativities(): Construct a relativities mapping for level splitting
refit(): Refit a prepared refinement workflow

Assess model fit, predictive stability, dispersion, and residual behaviour.

model_performance(): Performance of fitted GLMs
rmse(): Root Mean Squared Error (RMSE)
bootstrap_performance(): Bootstrapped model performance
autoplot(<bootstrap_performance>): Autoplot for bootstrap_performance objects
check_overdispersion(): Check overdispersion of a Poisson claim frequency model
check_residuals(): Check simulation-based model residuals
autoplot(<check_residuals>): Autoplot for check_residuals objects

Extract model data and analyse observed rating-grid combinations.

extract_model_data() experimental: Extract model data
rating_grid(): Construct observed rating-grid points from model data or a data frame

Supporting functions used across pricing workflows.

set_reference_level(): Set the reference level of a factor
split_periods_to_months(): Split policy periods into monthly rows
active_rows_by_date(): Find active portfolio rows for event dates
merge_date_ranges(): Reduce portfolio periods by merging adjacent date ranges

Legacy functions retained for backward compatibility. New code should use the updated API.

univariate(): Deprecated alias for factor_analysis()
riskfactor_gam(): Deprecated alias for risk_factor_gam()
fit_gam(): Deprecated NSE wrapper for risk_factor_gam()
rating_factors(): Deprecated alias for rating_table()
rating_factors2() deprecated: Deprecated single-model rating table helper
model_data(): Deprecated alias for extract_model_data()
construct_model_points(): Deprecated alias for rating_grid()
construct_tariff_classes(): Deprecated alias for derive_tariff_segments()
bootstrap_rmse(): Deprecated alias for bootstrap_performance()
fit_truncated_dist(): Deprecated alias for fit_truncated_severity()
fisher_classify(): Fisher's natural breaks classification
fisher(): Deprecated alias for fisher_classify()
histbin(): Deprecated alias for outlier_histogram()
biggest_reference(): Deprecated alias for set_reference_level()
restrict_coef(): Deprecated restriction helper
smooth_coef(): Deprecated smoothing helper
refit_glm(): Deprecated refit wrapper
update_glm(): Deprecated alias for refit_glm()
period_to_months(): Deprecated alias for split_periods_to_months()
rows_per_date(): Deprecated alias for active_rows_by_date()
reduce(): Deprecated alias for merge_date_ranges()