Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models

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Documentation for package ‘actuaRE’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

actuaRE-package	Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models
.addREs	Add random effects to the data frame
actuaRE	Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models
adjustIntercept	Adjust the intercept to regain the balance property
BalanceProperty	Balance property
buhlmannStraub	Buhlmann-Straub credibility model
buhlmannStraub-class	Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models
buhlmannStraubGLM	Combining the Buhlmann-Straub credibility model with a GLM (Ohlsson, 2008)
buhlmannStraubGLM-class	Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models
buhlmannStraubTweedie	Combining the Buhlmann-Straub credibility model with a Tweedie GLM (Ohlsson, 2008)
buhlmannStraubTweedie-class	Class "buhlmannStraubTweedie" of fitted Buhlmann-Straub GLM credibility models
dataCar	data Car
findbars	Determine random-effects expressions from a formula
fitted.buhlmannStraub	Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models
fitted.buhlmannStraubGLM	Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models
fitted.buhlmannStraubTweedie	Class "buhlmannStraubTweedie" of fitted Buhlmann-Straub GLM credibility models
fitted.hierCredGLM	Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
fitted.hierCredibility	Class "hierCredibility" of fitted hierarchical credibility models
fitted.hierCredTweedie	Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
fixed.effects	Extract fixed-effects estimates
fixef	Extract fixed-effects estimates
fixef-actuaRE	Extract the fixed-effects estimates from a fitted random effects model
fixef.buhlmannStraubGLM	Extract the fixed-effects estimates from a fitted random effects model
fixef.buhlmannStraubTweedie	Extract the fixed-effects estimates from a fitted random effects model
fixef.hierCredGLM	Extract the fixed-effects estimates from a fitted random effects model
fixef.hierCredTweedie	Extract the fixed-effects estimates from a fitted random effects model
glFormula	Modular Functions for Mixed Model Fits
hachemeisterLong	Hachemeister Data Set
hierCredGLM	Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)
hierCredGLM-class	Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
hierCredibility	Hierarchical credibility model of Jewell
hierCredibility-class	Class "hierCredibility" of fitted hierarchical credibility models
hierCredTweedie	Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)
hierCredTweedie-class	Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
is.formula	Formula
isNested	Is f1 nested within f2?
nobars	Omit terms separated by vertical bars in a formula
NrUnique	Number of unique elements in a vector
plotRE	Visualizing the random effect estimates using ggplot2
predict.buhlmannStraub	Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models
predict.buhlmannStraubGLM	Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models
predict.buhlmannStraubTweedie	Class "buhlmannStraubTweedie" of fitted Buhlmann-Straub GLM credibility models
predict.hierCredGLM	Model predictions
predict.hierCredibility	Model predictions
predict.hierCredTweedie	Model predictions
print.BalanceProperty	Print method for an object of class 'BalanceProperty'
print.buhlmannStraub	Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models
print.buhlmannStraubGLM	Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models
print.buhlmannStraubTweedie	Class "buhlmannStraubTweedie" of fitted Buhlmann-Straub GLM credibility models
print.hierCredGLM	Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
print.hierCredibility	Class "hierCredibility" of fitted hierarchical credibility models
print.hierCredTweedie	Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
ranef	Extract the modes of the random effects
ranef-actuaRE	Extract the random effect estimates from a fitted random effects model
ranef.buhlmannStraub	Extract the random effect estimates from a fitted random effects model
ranef.buhlmannStraubGLM	Extract the random effect estimates from a fitted random effects model
ranef.buhlmannStraubTweedie	Extract the random effect estimates from a fitted random effects model
ranef.hierCredGLM	Extract the random effect estimates from a fitted random effects model
ranef.hierCredibility	Extract the random effect estimates from a fitted random effects model
ranef.hierCredTweedie	Extract the random effect estimates from a fitted random effects model
summary.buhlmannStraub	Class "buhlmannStraub" of fitted Buhlmann-Straub credibility models
summary.buhlmannStraubGLM	Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models
summary.buhlmannStraubTweedie	Class "buhlmannStraubTweedie" of fitted Buhlmann-Straub GLM credibility models
summary.hierCredGLM	Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
summary.hierCredibility	Class "hierCredibility" of fitted hierarchical credibility models
summary.hierCredTweedie	Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
tweedieGLMM	Fitting a Tweedie GLMM, using initial estimates from credibility models
tweedietestdata	Simulated data sets to illustrate the package functionality
tweedietraindata	Simulated data sets to illustrate the package functionality
weights-actuaRE	Extract the model weights
weights.buhlmannStraubGLM	Extract the model weights
weights.buhlmannStraubTweedie	Extract the model weights
weights.cpglm	Extract the model weights
weights.hierCredGLM	Extract the model weights
weights.hierCredTweedie	Extract the model weights