actuaRE: Handling Hierarchically Structured Risk Factors using Random Effects 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: 0.1.5
Depends: R (≥ 3.5.0), stats, methods, cplm
Imports: statmod, nlme, lme4, magrittr, data.table, ggplot2, knitr
Suggests: plyr, insuranceData, actuar, utils, lattice, minqa
Published: 2023-03-20
DOI: 10.32614/CRAN.package.actuaRE
Author: Campo Bavo D.C. [aut, cre]
Maintainer: Campo Bavo D.C. <bavo.decock at>
License: GPL (≥ 3)
NeedsCompilation: no
Citation: actuaRE citation info
Materials: README
In views: ActuarialScience
CRAN checks: actuaRE results


Reference manual: actuaRE.pdf
Vignettes: actuaRE


Package source: actuaRE_0.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): actuaRE_0.1.5.tgz, r-oldrel (arm64): actuaRE_0.1.5.tgz, r-release (x86_64): actuaRE_0.1.5.tgz, r-oldrel (x86_64): actuaRE_0.1.5.tgz
Old sources: actuaRE archive


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