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Releases: MHaringa/insurancerating

v0.6.4

17 Jan 14:26
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  • In summary.reduce(), name can be used to change the name of the new column in the output.
  • Dataset MTPL now contains extra columns for power, bm, and zip.
  • Some functions in insight are renamed, therefore insight::format_table() is replaced with insight::export_table().

v0.6.3

28 Oct 16:36
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  • fit_gam() for pure premium is now using average premium for each x calculated as sum(pure_premium * exposure) / sum(exposure) instead of sum(pure_premium) / sum(exposure) (#2).
  • histbin() is added to create histograms with outliers
  • reduce now returns a data.frame as output

v0.6.2

08 Jun 10:50
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  • check_normality() is now depreciated; use check_residuals() instead to detect overall deviations from the expected distribution
  • rating_factors() now shows significance stars for p-values
  • period_to_months() arithmetic operations with dates are rewritten; much faster
  • univariate() now has argument by to determine summary statistics for different subgroups

v0.6.1

30 Apr 08:47
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  • univariate_all() and autoplot.univ_all() are now depreciated; use univariate() and autoplot.univariate() instead
  • check_overdispersion(), check_normality(), model_performance(), bootstrap_rmse(), and add_prediction() are added to test model quality and return performance metrics
  • reduce() is added to reduce an insurance portfolio by merging redundant date ranges

v0.6.0

13 Apr 09:22
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  • label_width in autoplot() is added to wrap long labels in multiple lines
  • sort_manual in autoplot() is added to sort risk factors into an own ordering
  • autoplot() now works without manually loading package ggplot2 and patchwork first
  • rating_factors() now returns an object of class riskfactor
  • autoplot.riskfactor() is added to create the corresponding plots to the output given by rating_factors()

v0.5.2

31 Mar 10:57
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  • autoplot.univ_all() now gives correct labels on the x-axis when ncol > 1.

v0.5.1

30 Mar 17:16
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  • A package website is added using pkgdown.
  • construct_tariff_classes() and fit_gam() now only returns tariff classes and fitted gam respectively; other items are stored as attributes.
  • univariate_frequency(), univariate_average_severity(), univariate_risk_premium(), univariate_loss_ratio(), univariate_average_premium(), univariate_exposure(), and univariate_all() are added to perform an univariate analysis on an insurance portfolio.
  • autoplot() creates the corresponding plots to the summary statistics calculated by univariate_*.

v0.5.0

23 Mar 08:23
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  • Function construct_tariff_classes is now split in functions fit_gam and construct_tariff_classes.
  • A vignette is added on how to use the package

v0.4.3

06 Dec 10:18
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Function added to split rows with a time period longer than one month to multiple rows with a time period of exactly one month each.

v0.4.2

03 Jun 08:13
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It is now possible to also construct tariff classes for claim severity models. This can be done by choosing 'severity' as model specification in the construct_tariff_classes function.