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ReSurv: Machine Learning Models for Predicting Claim Counts

Prediction of claim counts using the feature based development factors introduced in the manuscript Hiabu M., Hofman E. and Pittarello G. (2023) <doi:10.48550/arXiv.2312.14549>. Implementation of Neural Networks, Extreme Gradient Boosting, and Cox model with splines to optimise the partial log-likelihood of proportional hazard models.

Version:1.0.0
Depends:tidyverse
Imports:stats,dplyr,dtplyr,fastDummies,forecast,data.table,purrr,tidyr,tibble,ggplot2,survival,reshape2,bshazard,SynthETIC,rpart,reticulate,xgboost,SHAPforxgboost
Suggests:knitr,rmarkdown
Published:2024-11-14
DOI:10.32614/CRAN.package.ReSurv
Author:Emil Hofman [aut, cre, cph], Gabriele PittarelloORCID iD [aut, cph], Munir HiabuORCID iD [aut, cph]
Maintainer:Emil Hofman <emil_hofman at hotmail.dk>
BugReports:https://github.com/edhofman/ReSurv/issues
License:GPL-2 |GPL-3 [expanded from: GPL (≥ 2)]
URL:https://github.com/edhofman/ReSurv
NeedsCompilation:no
SystemRequirements:Python (>= 3.8.0)
Materials:README
CRAN checks:ReSurv results

Documentation:

Reference manual:ReSurv.html ,ReSurv.pdf
Vignettes:A Machine Learning Approach Based On Survival Analysis For IBNR Frequencies In Non-Life Reserving (source,R code)
Claim Counts Prediction Using Individual Data (source,R code)
Hyperparameters Tuning (source,R code)
Simulate Individual Data (source,R code)
Exploring The Variables Importance (source,R code)

Downloads:

Package source: ReSurv_1.0.0.tar.gz
Windows binaries: r-devel:ReSurv_1.0.0.zip, r-release:ReSurv_1.0.0.zip, r-oldrel:ReSurv_1.0.0.zip
macOS binaries: r-release (arm64):ReSurv_1.0.0.tgz, r-oldrel (arm64):ReSurv_1.0.0.tgz, r-release (x86_64):ReSurv_1.0.0.tgz, r-oldrel (x86_64):ReSurv_1.0.0.tgz

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=ReSurvto link to this page.


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