Simulate General Insurance Policies and Losses

Simulate general insurance policies, losses and loss emergence. The functions contemplate deterministic and stochastic policy retention and growth scenarios. Retention and growth rates are percentages relative to the expiring portfolio. Claims are simulated for each policy. This is accomplished either be assuming a frequency distribution per development lag or by generating random wait times until claim emergence and settlement. Loss simulation uses standard loss distributions for claim amounts.


Reference manual

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install.packages("imaginator")

1.0.0 by Brian Fannin, 5 years ago


https://github.com/casact/imaginator


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


Authors: Brian Fannin [aut, cre]


Documentation:   PDF Manual  


MPL-2.0 | file LICENSE license


Imports assertthat, checkmate, distributions3, dplyr, lubridate, magrittr, rlang, stringi, tibble

Suggests testthat, knitr, rmarkdown, ggplot2


See at CRAN