# Actuarial Tools for Insurance Pricing Models

## Documentation for package ‘insurancerating’ version 0.8.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

active_rows_by_date | Match event dates to active portfolio periods
add_portfolio_experience | Add portfolio experience to a rating table
add_portfolio_experience.rating_table | Add portfolio experience to a rating table
add_prediction | Add model predictions to a pricing data set
add_rebasing | Rebase categorical tariff relativities to a reference level
add_relativities | Add sublevel relativities to a refinement workflow
add_restriction | Add coefficient restrictions to a refinement workflow
add_shrinkage | Shrink categorical tariff relativities towards a common level
add_smoothing | Smooth grouped tariff relativities in a refinement workflow
add_tariff_segments | Add derived tariff segments to portfolio data
assess_excess_threshold | Assess possible excess-loss thresholds
as_gt | Convert an object to a gt table
as_gt.bootstrap_coefficients | Convert an object to a gt table
as_gt.premium_change | Interpret the premium effect of a smoothing curve
as_gt.rating_table | Convert an object to a gt table
as_gt.threshold_assessment | Convert an object to a gt table
audit_refinement | Audit the effect of a fitted model refinement
autoplot.bootstrap_performance | Plot the resampled performance distribution
autoplot.check_residuals | Inspect simulation-based residual uniformity
autoplot.factor_analysis | Plot observed portfolio experience by risk factor
autoplot.rating_refinement | Inspect a model refinement step
autoplot.rating_table | Compare fitted risk-factor effects graphically
autoplot.riskfactor_gam | Inspect smooth risk-factor effects and tariff-segment boundaries
autoplot.tariff_effect | Inspect smooth risk-factor effects and tariff-segment boundaries
autoplot.tariff_segments | Inspect smooth risk-factor effects and tariff-segment boundaries
autoplot.truncated_dist | Plot a fitted truncated severity distribution
autoplot.truncated_severity | Plot a fitted truncated severity distribution
bootstrap_coefficients | Assess GLM coefficient stability by portfolio-row bootstrap
bootstrap_performance | Assess performance stability under repeated resampling
calibrate_model | Calibrate the overall level of a refined pricing model
check_overdispersion | Check overdispersion of a Poisson claim frequency model
check_residuals | Check simulation-based model residuals
derive_tariff_segments | Derive candidate tariff segments from a smooth risk-factor effect
edit_smoothing | Edit a smoothing curve in a refinement workflow
extract_model_data | Recover the portfolio data used by a fitted model
factor_analysis | Summarise observed portfolio experience by risk factor
fisher_classify | Fisher's natural breaks classification
fit_truncated_severity | Fit severity distributions to truncated claim data
merge_date_ranges | Reduce portfolio periods by merging adjacent date ranges
merge_date_ranges_db | Merge connected portfolio periods in DuckDB
model_performance | Compare fitted GLMs using common performance measures
MTPL | Motor Third Party Liability (MTPL) portfolio
MTPL2 | Motor Third Party Liability (MTPL) portfolio (3,000 policyholders)
outlier_histogram | Portfolio histogram with tail bins
plot_severity_distribution | Exploratory severity diagnostics by category
premium_change | Interpret the premium effect of a smoothing curve
prepare_refinement | Prepare a model refinement workflow
rating_grid | Construct observed rating-grid points
rating_grid_db | Reduce a database portfolio to observed rating-grid points
rating_table | Present fitted pricing-model effects as a rating table
redistribute_excess_loss | Redistribute large losses for severity or risk-premium modelling
refit | Fit a prepared refinement specification
relativities | Define sublevel relativity specifications
relativity_specification | Define sublevel relativity specifications
rgammat | Simulate severities from a truncated gamma distribution
risk_factor_gam | Estimate a smooth effect for a continuous risk factor
rlnormt | Simulate severities from a truncated lognormal distribution
rmse | Calculate response-scale prediction error
set_reference_level | Set the reference level of a factor
split_level | Define sublevel relativity specifications
split_periods_to_months | Split portfolio periods into calendar months