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
NeedsCompilation: no
Packaged: 2026-02-27 20:55:18 UTC; andre
Author: Andrew Wilson [aut, cre, cph]
Maintainer: Andrew Wilson <andrewm.wilson@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-04 10:30:07 UTC
Built: R 4.6.0; ; 2026-04-25 21:10:46 UTC; unix
