Type: Package
Package: actuary
Title: Actuarial Functions and Utilities
Version: 0.1.2
Authors@R: 
    person("Andrew", "Wilson", , "andrewm.wilson@gmail.com", role = c("aut", "cre", "cph"))
Description: Provides actuarial modeling tools for Monte Carlo loss
        simulations, loss reserving, and reinsurance layer loss
        calculations. It enables users to generate stochastic loss
        datasets with customisable frequency and severity
        distributions, fit development patterns to claim triangles, and
        calculate reinsurance losses for occurrence and aggregate
        layers with user-defined retentions, limits, and
        reinstatements. For development pattern selection, the package
        includes a machine learning approach that evaluates multiple
        reserving models using holdout validation to identify the
        best-fitting pattern based on predictive accuracy, this is
        based on the algorithm described in Richman, R and Balona, C
        (2020)<https://www.ssrn.com/abstract=3697256>.
License: MIT + file LICENSE
BugReports: https://github.com/andrewwilson201/actuary/issues
Depends: R (>= 4.1.0)
Imports: dplyr, dtplyr, forcats, furrr, future, gamlss.dist, ggplot2,
        ggtext, grDevices, MASS, pracma, progress, purrr, rlang,
        scales, stats, tidyr, yardstick
Suggests: spelling
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 7.3.2
Config/pak/sysreqs: libicu-dev libjpeg-dev libpng-dev libxml2-dev
        libssl-dev
Repository: https://andrewwilson201.r-universe.dev
Date/Publication: 2026-02-27 21:54:53 UTC
RemoteUrl: https://github.com/andrewwilson201/actuary
RemoteRef: HEAD
RemoteSha: 11d3dce94e22cc9295f622f2d73ca6e49c87c079
NeedsCompilation: no
Packaged: 2026-07-03 07:55:28 UTC; root
Author: Andrew Wilson [aut, cre, cph]
Maintainer: Andrew Wilson <andrewm.wilson@gmail.com>