Package: actxps 1.6.1

Matt Heaphy

actxps: Create Actuarial Experience Studies: Prepare Data, Summarize Results, and Create Reports

Experience studies are used by actuaries to explore historical experience across blocks of business and to inform assumption setting activities. This package provides functions for preparing data, creating studies, visualizing results, and beginning assumption development. Experience study methods, including exposure calculations, are described in: Atkinson & McGarry (2016) "Experience Study Calculations" <https://www.soa.org/49378a/globalassets/assets/files/research/experience-study-calculations.pdf>. The limited fluctuation credibility method used by the 'exp_stats()' function is described in: Herzog (1999, ISBN:1-56698-374-6) "Introduction to Credibility Theory".

Authors:Matt Heaphy [aut, cre]

actxps_1.6.1.tar.gz
actxps_1.6.1.zip(r-4.7)actxps_1.6.1.zip(r-4.6)actxps_1.6.1.zip(r-4.5)
actxps_1.6.1.tgz(r-4.6-any)actxps_1.6.1.tgz(r-4.5-any)
actxps_1.6.1.tar.gz(r-4.7-any)actxps_1.6.1.tar.gz(r-4.6-any)
actxps_1.6.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
actxps/json (API)

# Install 'actxps' in R:
install.packages('actxps', repos = c('https://mattheaphy.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mattheaphy/actxps/issues

Pkgdown/docs site:https://mattheaphy.github.io

Datasets:

On CRAN:

Conda:

6.10 score 18 stars 28 scripts 451 downloads 51 exports 109 dependencies

Last updated from:0f4d02521f. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK222
source / vignettesOK218
linux-release-x86_64OK245
macos-release-arm64OK180
macos-oldrel-arm64OK192
windows-develOK180
windows-releaseOK164
windows-oldrelOK129
wasm-releaseOK123

Exports:add_predictionsadd_transactionsanti_joinarrangeas_exp_dfas_exposed_dfas_trx_dfautoplotautotablebakeexp_shinyexp_statsexposeexpose_cmexpose_cqexpose_cwexpose_cyexpose_pmexpose_pqexpose_pwexpose_pyexpose_splitfilterfull_joingroup_bygroupsinner_joinis_exp_dfis_exposed_dfis_split_exposed_dfis_trx_dfleft_joinmutateplot_actual_to_expectedplot_termination_ratesplot_utilization_ratespol_mthpol_qtrpol_wkpol_yrpreprelocaterenameright_joinselectsemi_joinslicestep_exposetidytrx_statsungroup

Dependencies:base64encbigDbitbit64bitopsbslibcachemclassclicliprclockcodetoolscommonmarkcpp11crayoncurldata.tablediagramdigestdplyrevaluatefarverfastmapfontawesomefsfuturefuture.applygenericsggplot2globalsgluegowergtgtablehardhathighrhmshtmltoolshtmlwidgetsipredisobandjquerylibjsonlitejuicyjuiceKernSmoothknitrlabelinglatticelavalifecyclelistenvlitedownlubridatemagrittrmarkdownMASSMatrixmemoisemimennetnumDerivpaletteerparallellypillarpkgconfigprettyunitsprismaticprodlimprogressprogressrpurrrR6rappdirsRColorBrewerRcppreactablereactRreadrrecipesrematch2rlangrmarkdownrpartrstudioapiS7sassscalesshapesparsevctrsSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetinytextzdbutf8V8vctrsviridisLitevroomwithrxfunxml2yaml

Experience summaries
The exp_stats() function | Grouped data | Target status | Weighted results | Expected values and A/E ratios | Control variables | Credibility | Confidence intervals | Miscellaneous | Summary method | Column names | Applying exp_stats to a non-exposed_df data frame | Limitations
Rendered fromexp_summary.Rmdusingknitr::rmarkdown

Last update: 2025-01-04
Started: 2023-01-22

Exposure calculations
Toy census data | Policy year exposures | Study start date | Target status | Other exposure periods | Calendar years | Quarters, months, and weeks | Convenience functions | Split exposures by calendar period and policy year | Tidymodels recipe step | Miscellaneous | Column names | Treatment of additional columns in the census data | Stacking exposed_df objects | dplyr verb methods and exposed_df class persistence | Limitations
Rendered fromexposures.Rmdusingknitr::rmarkdown

Last update: 2025-01-04
Started: 2023-01-22

Getting started with actxps
Simulated data set | Creating exposed data | Experience study summary function | Grouped experience data | Actual-to-expected rates | autoplot() and autotable() | summary() | Shiny App
Rendered fromactxps.Rmdusingknitr::rmarkdown

Last update: 2025-01-04
Started: 2023-01-10

Other functions
Working with aggregate experience data | Policy duration functions | Predictive modeling support functions
Rendered frommisc.Rmdusingknitr::rmarkdown

Last update: 2025-01-04
Started: 2023-03-04

Transaction studies
Simulated transaction and account value data | The add_transactions() function | The trx_stats() function | Grouped data | Expressing transactions as a percentage of another value | Confidence intervals | autoplot() and autotable() | Miscellaneous | Selecting and combining transaction types | Partial exposures are removed as a default | Summary method | Column names | Limitations
Rendered fromtransactions.Rmdusingknitr::rmarkdown

Last update: 2023-11-25
Started: 2023-03-04

Readme and manuals

Help Manual

Help pageTopics
Add predictions to a data frameadd_predictions
Add transactions to an experience studyadd_transactions
Aggregate simulated annuity dataagg_sim_dat
Termination summary helper functionsas_exp_df is_exp_df
Transaction summary helper functionsas_trx_df is_trx_df
Plot experience study resultsautoplot.exp_df autoplot.trx_df autoplot_exp
Tabular experience study summaryautotable autotable.exp_df autotable.trx_df
Interactively explore experience dataexp_shiny
Summarize experience study recordsexp_stats summary.exp_df
Create exposure records from census recordsexpose expose_cm expose_cq expose_cw expose_cy expose_pm expose_pq expose_pw expose_py
Split calendar exposures by policy yearexpose_split is_split_exposed_df
Exposed data frame helper functionsas_exposed_df is_exposed_df
Additional plotting functions for termination studiesplot_actual_to_expected plot_special plot_termination_rates
Additional plotting functions for transaction studiesplot_special_trx plot_utilization_rates
Calculate policy durationpol_mth pol_qtr pol_wk pol_yr
2012 Individual Annuity Mortality Table and Projection Scale G2qx_iamb scale_g2
Simulated annuity dataaccount_vals census_dat sim_data withdrawals
Create exposure records in a 'recipes' stepstep_expose
Summarize experience study recordssummary.exposed_df
Toy policy census datatoy_census
Summarize transactions and utilization ratessummary.trx_df trx_stats