Non-Life Insurance Rate-Making System

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Documentation for package ‘nlirms’ version 3.4.4

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nlirms-package Non-Life Insurance Rate-Making System
as.nlirms.family Family objects for designing rate-making system
dEGA Expected severity of claims based on the Exponential-Gamma model
dEGIG Expected severity of claims based on the Exponential-Generalized Inverse Gaussian model
dEIGA Expected severity of claims based on the Exponential-Inverse Gamma (Pareto) model
dPGA Expected number of claims based on the Poisson-Gamma (Negetive Binomial) model
dPGIG Expected number of claims based on the Poisson-Generalized Inverse Gaussian (Sichel) model.
dPIGA Expected number of claims based on the Poisson-Inverse Gamma model
EGA Expected severity of claims based on the Exponential-Gamma model
EGIG Expected severity of claims based on the Exponential-Generalized Inverse Gaussian model
EIGA Expected severity of claims based on the Exponential-Inverse Gamma (Pareto) model
enc.PGA Expected number of claims based on the Poisson-Gamma (Negetive Binomial) model
enc.PGIG Expected number of claims based on the Poisson-Generalized Inverse Gaussian (Sichel) model.
enc.PIGA Expected number of claims based on the Poisson-Inverse Gamma model
esc.EGA Expected severity of claims based on the Exponential-Gamma model
esc.EGIG Expected severity of claims based on the Exponential-Generalized Inverse Gaussian model
esc.EIGA Expected severity of claims based on the Exponential-Inverse Gamma (Pareto) model
nlirms Non-Life Insurance Rate-Making System
nlirms.family Family objects for designing rate-making system
nlirms.family.default Family objects for designing rate-making system
PGA Expected number of claims based on the Poisson-Gamma (Negetive Binomial) model
PGIG Expected number of claims based on the Poisson-Generalized Inverse Gaussian (Sichel) model.
PIGA Expected number of claims based on the Poisson-Inverse Gamma model
rmspfc Rate-making system based on the posteriori freuency component
rmspfsc Rate-making system based on the posteriori freuency and severity component
rmspsc Rate-making system based on the posteriori severity component