Casualty Actuarial Society Individual Claim Simulator

It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) < https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.


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install.packages("cascsim")

0.3 by Kailan Shang, 3 months ago


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


Authors: Robert Bear [aut] , Kailan Shang [aut, cre] , Hai You [aut] , Brian Fannin [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports parallel, R2HTML, fitdistrplus, moments, copula, scatterplot3d, methods

Suggests knitr, rmarkdown


See at CRAN