Catastrophe Model Simulation and Adjustment

Manipulation of catastrophe model outputs, including tasks such as simulating year loss tables (YLTs) from event loss tables (ELTs), adjusting the frequencies of events in YLTs to create new YLTs, applying catastrophe exceedance of loss contracts (catXL), applying hours clauses, and calculating diagnostics from ELTs and YLTs, such as average annual loss and exceedance probability curves. Frequency adjustment routines are based on the paper "A new simulation algorithm for more precise estimates of change in catastrophe risk models, with application to hurricanes and climate change", Jewson, S. (2023); . Version 0.0.2 no longer uses rust.


Reference manual

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install.packages("catmodeling")

0.0.2 by Stephen Jewson, 3 months ago


https://www.catmodeling.info


Report a bug at https://github.com/stephenjewson/catmodeling/issues


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


Authors: Stephen Jewson [aut, cre] (ORCID:


Documentation:   PDF Manual  


AGPL-3 license


Imports stats, dplyr, utils, pracma, geosphere

System requirements: xz


See at CRAN