actuaRE: Handling Hierarchically Structured Risk Factors using RandomEffects Models
Using this package, you can fit a random effects model using either the hierarchical credibility model, a combination of the hierarchical credibility model with a generalized linear model or a Tweedie generalized linear mixed model. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.
| Version: | 0.1.7 |
| Depends: | R (≥ 3.5.0), stats, methods,cplm |
| Imports: | statmod,nlme,lme4,magrittr,data.table,ggplot2,knitr,reformulas |
| Suggests: | plyr,insuranceData,actuar, utils,lattice,minqa,rmarkdown,dplyr |
| Published: | 2025-12-02 |
| DOI: | 10.32614/CRAN.package.actuaRE |
| Author: | Campo Bavo D.C. [aut, cre] |
| Maintainer: | Campo Bavo D.C. <bavo.decock at kuleuven.be> |
| License: | GPL (≥ 3) |
| URL: | https://bavodc.github.io/websiteactuaRE/ |
| NeedsCompilation: | no |
| Citation: | actuaRE citation info |
| Materials: | README |
| In views: | ActuarialScience |
| CRAN checks: | actuaRE results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=actuaREto link to this page.