Package: eltr 0.1.0

Randhir Bilkhu

eltr: Utilise Catastrophe Model Event Loss Table Outputs

Provides a tool to run Monte Carlo simulation of catastrophe model event loss tables, using a Poisson frequency and Beta severity distribution.

Authors:Randhir Bilkhu [aut, cre]

eltr_0.1.0.tar.gz
eltr_0.1.0.zip(r-4.7-any)eltr_0.1.0.zip(r-4.6-any)eltr_0.1.0.zip(r-4.5-any)
eltr_0.1.0.tgz(r-4.6-any)eltr_0.1.0.tgz(r-4.5-any)
eltr_0.1.0.tar.gz(r-4.7-any)eltr_0.1.0.tar.gz(r-4.6-any)
eltr_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
eltr/json (API)

# Install 'eltr' in R:
install.packages('eltr', repos = c('https://randhirbilkhu.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/randhirbilkhu/eltr/issues

Pkgdown/docs site:https://randhirbilkhu.github.io

Datasets:

On CRAN:

Conda:

4.48 score 2 stars 5 scripts 295 downloads 4 exports 1 dependencies

Last updated from:9c9d0b1ba7. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK105
source / vignettesOK156
linux-releaseOK101
macos-releaseOK183
macos-oldrelOK127
windows-develOK68
windows-releaseOK65
windows-oldrelOK73
wasm-releaseOK92

Exports:create_eltcreate_oep_curvecreate_yltlayer_loss

Dependencies:data.table

Terminology
Rendered fromTerminology.Rmdusingknitr::rmarkdown

Last update: 2020-12-21
Started: 2020-11-20

Worked Example
Calculate ELT parameters and modify raw ELT table | apply Monte Carlo simulation to turn ELT into YLT | apply insurance structure to calculate limited losses | Summarise losses by year and calculated average expected loss | Calculate OEP | calculate AAL and OEP
Rendered fromWorked-Example.Rmdusingknitr::rmarkdown

Last update: 2020-12-21
Started: 2020-11-20

Motivation
What are Catastrophe models? | What are Catastrophe models used for in the reinsurance industry?
Rendered fromintroduction.Rmdusingknitr::rmarkdown

Last update: 2020-11-20
Started: 2020-11-19