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".

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6.01 score 18 stars 23 scripts 439 downloads

offsetreg - An Extension of 'Tidymodels' Supporting Offset Terms

Extend the 'tidymodels' ecosystem <https://www.tidymodels.org/> to enable the creation of predictive models with offset terms. Models with offsets are most useful when working with count data or when fitting an adjustment model on top of an existing model with a prior expectation. The former situation is common in insurance where data is often weighted by exposures. The latter is common in life insurance where industry mortality tables are often used as a starting point for setting assumptions.

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4.48 score 3 stars 7 scripts 512 downloads

mortSOA - Obtain Data from the Society of Actuaries 'Mortality and Other Rate Tables' Site

The Society of Actuaries (SOA) provides an extensive online database called 'Mortality and Other Rate Tables' ('MORT') at <https://mort.soa.org/>. This database contains mortality, lapse, and valuation tables that cover a variety of product types and nations. Users of the database can download any tables in 'Excel', 'CSV', or 'XML' formats. This package provides convenience functions that read 'XML' formats from the database and return R objects.

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3.18 score 152 downloads