Synthetic Experience Tracking Insurance Claims

Creation of an individual claims simulator which generates various features of non-life insurance claims. An initial set of test parameters, designed to mirror the experience of an Auto Liability portfolio, were set up and applied by default to generate a realistic test data set of individual claims (see vignette). The simulated data set then allows practitioners to back-test the validity of various reserving models and to prove and/or disprove certain actuarial assumptions made in claims modelling. The distributional assumptions used to generate this data set can be easily modified by users to match their experiences. Reference: Avanzi B, Taylor G, Wang M, Wong B (2020) "SynthETIC: an individual insurance claim simulator with feature control" .


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install.packages("SynthETIC")

0.1.0 by Melantha Wang, a month ago


Browse source code at https://github.com/cran/SynthETIC


Authors: Benjamin Avanzi [aut] , Greg Taylor [aut] , Melantha Wang [aut, cre] , Bernard Wong [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, ggplot2, magrittr, rlang

Suggests knitr, rmarkdown, dplyr, RColorBrewer


See at CRAN