actuaRE: Handling Single-Level and Hierarchically Structured Risk Factors
using Credibility and Random Effects Models
Fits random effects models for multi-level/high-cardinality factors using credibility theory (Buhlmann-Straub for single-level, Jewell for hierarchical structures), GLM extensions following Ohlsson (2008) <doi:10.1080/03461230701878612>, or Tweedie generalized linear mixed models. Provides functions for model fitting, visualization, and prediction. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.5.0), stats, methods, cplm |
| Imports: |
statmod, nlme, lme4, magrittr, data.table, ggplot2, reformulas |
| Suggests: |
plyr, knitr, bookdown, insuranceData, actuar, utils, lattice, minqa, rmarkdown, dplyr |
| Published: |
2026-02-27 |
| 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 |
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