New package actuary with initial version 0.1.2

Wed, 04 Mar 2026 05:02:00 CDT

Package: actuary
Title: Actuarial Functions and Utilities
Version: 0.1.2
Description: Provides actuarial modeling tools for Monte Carlo loss simulations, loss reserving, and reinsurance layer loss calculations. It enables users to generate stochastic loss datasets with customisable frequency and severity distributions, fit development patterns to claim triangles, and calculate reinsurance losses for occurrence and aggregate layers with user-defined retentions, limits, and reinstatements. For development pattern selection, the package includes a machine learning approach that evaluates multiple reserving models using holdout validation to identify the best-fitting pattern based on predictive accuracy, this is based on the algorithm described in Richman, R and Balona, C (2020)<https://www.ssrn.com/abstract=3697256>.
License: MIT + file LICENSE
BugReports: https://github.com/andrewwilson201/actuary/issues
Depends: R (>= 4.1.0)
Imports: dplyr, dtplyr, forcats, furrr, future, gamlss.dist, ggplot2, ggtext, grDevices, MASS, pracma, progress, purrr, rlang, scales, stats, tidyr, yardstick
Suggests: spelling
Encoding: UTF-8
Language: en-US
LazyData: true
NeedsCompilation: no
Packaged: 2026-02-27 20:55:18 UTC; andre
Author: Andrew Wilson [aut, cre, cph]
Maintainer: Andrew Wilson <andrewm.wilson@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-04 10:30:07 UTC

More information about actuary at CRAN