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SPLICE

An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)

https://github.com/agi-lab/splice

Science Score: 36.0%

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    CITATION.cff file
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    Found codemeta.json file
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    .zenodo.json file
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    DOI references
    Found 2 DOI reference(s) in README
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    Links to: arxiv.org, zenodo.org
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    Scientific vocabulary similarity
    Low similarity (12.8%) to scientific vocabulary
Last synced: 10 months ago · JSON representation

Repository

An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)

Basic Info
  • Host: GitHub
  • Owner: agi-lab
  • License: gpl-3.0
  • Language: R
  • Default Branch: main
  • Homepage:
  • Size: 46 MB
Statistics
  • Stars: 6
  • Watchers: 0
  • Forks: 2
  • Open Issues: 2
  • Releases: 1
Created about 5 years ago · Last pushed about 2 years ago
Metadata Files
Readme License

README.md

SPLICE CRAN_Status_Badge DOI

Introduction

We introduce SPLICE (Synthetic Paid Loss and Incurred Cost Experience), an extension to the individual claim simulator called SynthETIC. SPLICE serves to simulate the evolution of case estimates of incurred losses through the lifetime of a claim, under a flexible modelling framework which resembles that of SynthETIC.

An initial set of test parameters, designed to mirror the experience of a real insurance portfolio, were set up and applied by default to generate a realistic test data set of incurred histories (see vignette). However, the distributional assumptions used to generate this data set can be easily modified by users to match their experiences.

Reference

For a full description of SPLICE's structure and test parameters, readers should refer to:

Avanzi, B., Taylor, G., Wang, M., 2023. SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator. Annals of Actuarial Science 17(1), 7–35. https://doi.org/10.1017/S1748499522000057

A free copy is accessible via arXiv:2109.04058.

To cite this package in publications, please use: citation("SPLICE")

Install Package

To install the CRAN version of the package, do

install.packages("SPLICE")

To install the development version of the package from this GitHub repository, do

if (!require(remotes)) install.packages("remotes") remotes::install_github("agi-lab/SPLICE/SPLICE", build_vignettes = TRUE)

After the installation, run

library(SPLICE)

as you would normally do will load the package. View a full demonstration of the package (which is used to generate the built-in test datasets discussed in the paper) by running

vignette("SPLICE-demo", package = "SPLICE")

Additional Resources

Owner

  • Name: Australian General Insurance Lab (AGIL)
  • Login: agi-lab
  • Kind: organization

This lab intends to make research made by Australian general insurance researchers available to the public.

GitHub Events

Total
  • Watch event: 1
Last Year
  • Watch event: 1

Committers

Last synced: over 2 years ago

All Time
  • Total Commits: 56
  • Total Committers: 2
  • Avg Commits per committer: 28.0
  • Development Distribution Score (DDS): 0.179
Past Year
  • Commits: 2
  • Committers: 1
  • Avg Commits per committer: 2.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Melantha Wang w****a@g****m 46
melantha-wang 5****g 10

Issues and Pull Requests

Last synced: 12 months ago

All Time
  • Total issues: 1
  • Total pull requests: 3
  • Average time to close issues: N/A
  • Average time to close pull requests: 7 days
  • Total issue authors: 1
  • Total pull request authors: 3
  • Average comments per issue: 0.0
  • Average comments per pull request: 0.0
  • Merged pull requests: 2
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • melantha-wang (1)
Pull Request Authors
  • Pat-Laub (2)
  • yunwaiho (2)
  • melantha-wang (1)
Top Labels
Issue Labels
documentation (1)
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 243 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 1
  • Total versions: 4
  • Total maintainers: 1
cran.r-project.org: SPLICE

Synthetic Paid Loss and Incurred Cost Experience (SPLICE) Simulator

  • Versions: 4
  • Dependent Packages: 0
  • Dependent Repositories: 1
  • Downloads: 243 Last month
Rankings
Forks count: 21.0%
Stargazers count: 21.9%
Dependent repos count: 23.9%
Average: 28.0%
Dependent packages count: 28.8%
Downloads: 44.3%
Maintainers (1)
wang.melantha@gmail.com
Last synced: 10 months ago

Dependencies

SPLICE/DESCRIPTION cran
  • R >= 2.10 depends
  • SynthETIC >= 1.0.0 depends
  • lifecycle * imports
  • methods * imports
  • stats * imports
  • zoo * imports
  • ChainLadder * suggests
  • RColorBrewer * suggests
  • actuar * suggests
  • dplyr * suggests
  • knitr * suggests
  • rmarkdown * suggests