Package: actxps 1.5.0

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]

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actxps.pdf |actxps.html
actxps/json (API)
NEWS

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

Peer review:

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

Datasets:

On CRAN:

6.48 score 13 stars 23 scripts 410 downloads 51 exports 111 dependencies

Last updated 5 months agofrom:d518aa99bb. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 22 2024
R-4.5-winOKOct 22 2024
R-4.5-linuxOKOct 22 2024
R-4.4-winOKOct 22 2024
R-4.4-macOKOct 22 2024
R-4.3-winOKOct 22 2024
R-4.3-macOKOct 22 2024

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:base64encbigDbitbit64bitopsbslibcachemclassclicliprclockcodetoolscolorspacecommonmarkcpp11crayoncurldata.tablediagramdigestdplyrevaluatefansifarverfastmapfontawesomefsfuturefuture.applygenericsggplot2globalsgluegowergtgtablehardhathighrhmshtmltoolshtmlwidgetsipredisobandjquerylibjsonlitejuicyjuiceKernSmoothknitrlabelinglatticelavalifecyclelistenvlubridatemagrittrmarkdownMASSMatrixmemoisemgcvmimemunsellnlmennetnumDerivpaletteerparallellypillarpkgconfigprettyunitsprismaticprodlimprogressprogressrpurrrR6rappdirsRColorBrewerRcppreactablereactRreadrrecipesrematch2rlangrmarkdownrpartrstudioapisassscalesshapeSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetinytextzdbutf8V8vctrsviridisLitevroomwithrxfunxml2yaml

Experience summaries

Rendered fromexp_summary.Rmdusingknitr::rmarkdownon Oct 22 2024.

Last update: 2024-04-14
Started: 2023-01-22

Exposure calculations

Rendered fromexposures.Rmdusingknitr::rmarkdownon Oct 22 2024.

Last update: 2024-04-14
Started: 2023-01-22

Getting started with actxps

Rendered fromactxps.Rmdusingknitr::rmarkdownon Oct 22 2024.

Last update: 2024-04-14
Started: 2023-01-10

Other functions

Rendered frommisc.Rmdusingknitr::rmarkdownon Oct 22 2024.

Last update: 2024-04-14
Started: 2023-03-04

Transaction studies

Rendered fromtransactions.Rmdusingknitr::rmarkdownon Oct 22 2024.

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