Reference

Construct tariff classes

fit_gam()

Generalized additive model

construct_tariff_classes() construct_tariff_classes()

Construct insurance tariff classes

autoplot(<fitgam>)

Automatically create a ggplot for objects obtained from fit_gam()

autoplot(<constructtariffclasses>) autoplot(<constructtariffclasses>)

Automatically create a ggplot for objects obtained from construct_tariff_classes()

Univariate analysis

Calculate and plot basic risk indicators split by the levels of a discrete risk factor in an insurance portfolio

univariate()

Univariate analysis for discrete risk factors

autoplot(<univariate>)

Automatically create a ggplot for objects obtained from univariate()

histbin()

Create a histogram with outlier bins

Model refinement

restrict_coef()

Restrict coefficients in the model

smooth_coef()

Smooth coefficients in the model

update_glm()

Refitting Generalized Linear Models

refit_glm()

Refitting Generalized Linear Models

model_data()

Get model data

construct_model_points()

Construct model points from Generalized Linear Model

autoplot(<restricted>)

Automatically create a ggplot for objects obtained from restrict_coef()

autoplot(<smooth>)

Automatically create a ggplot for objects obtained from smooth_coef()

Rating factors

Calculate and plot rating factors obtained from (multiple) (generalized) lineair model objects

rating_factors()

Include reference group in regression output

rating_factors1()

Include reference group in regression output

autoplot(<riskfactor>)

Automatically create a ggplot for objects obtained from rating_factors()

Data sets

MTPL

Characteristics of 30,000 policyholders in a Motor Third Party Liability (MTPL) portfolio.

MTPL2

Characteristics of 3,000 policyholders in a Motor Third Party Liability (MTPL) portfolio.

Performance and validation

Model quality and performance metrics

check_residuals()

Check model residuals

autoplot(<check_residuals>)

Automatically create a ggplot for objects obtained from check_residuals()

check_overdispersion()

Check overdispersion of Poisson GLM

model_performance()

Performance of fitted GLMs

rmse()

Root Mean Squared Error

bootstrap_rmse()

Bootstrapped RMSE

autoplot(<bootstrap_rmse>)

Automatically create a ggplot for objects obtained from bootstrap_rmse()

Additional

Often used in insurance ratings

biggest_reference()

Set reference group to the group with largest exposure

add_prediction()

Add predictions to a data frame

fisher()

Fisher's natural breaks classification

period_to_months()

Split period to months

rows_per_date()

Find active rows per date

reduce()

Reduce portfolio by merging redundant date ranges

summary(<reduce>)

Automatically create a summary for objects obtained from reduce()

fit_truncated_dist()

Fit a distribution to truncated severity (loss) data

autoplot(<truncated_dist>)

Automatically create a ggplot for objects obtained from fit_truncated_dist()

rlnormt()

Generate data from truncated lognormal distribution

rgammat()

Generate data from truncated gamma distribution