https://github.com/mattheaphy/nyr2022_exp_study
Slides and R Code used for the presentation "Actuarial Experience Studies and Assumption Setting in R" from the 2022 NYR Conference
https://github.com/mattheaphy/nyr2022_exp_study
Last synced: 4 months ago
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Slides and R Code used for the presentation "Actuarial Experience Studies and Assumption Setting in R" from the 2022 NYR Conference
- Host: GitHub
- URL: https://github.com/mattheaphy/nyr2022_exp_study
- Owner: mattheaphy
- Created: 2022-06-11T12:57:09.000Z (almost 3 years ago)
- Default Branch: main
- Last Pushed: 2022-07-22T01:36:48.000Z (over 2 years ago)
- Last Synced: 2024-08-13T07:11:34.782Z (8 months ago)
- Language: R
- Size: 3.44 MB
- Stars: 3
- Watchers: 1
- Forks: 1
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Actuarial Experience Studies and Assumption Setting in R
## New York R Conference 2022
### June 9, 2022
Slides and R Code used for the presentation "Actuarial Experience Studies and Assumption Setting in R" from the 2022 NYR Conference
To follow the examples used in the presentation, run the following scripts in this order:
- Create simulation data: `simulate_data.R`
- Run a simplified experience study and generate assumptions with and without predictive models: `model.R`
- Create a quick variable importance plot: `vip.R`
- Assess performance using an actuarial model: `actuary.R`
After running each script, it's recommended you reset your R environment.
The scripts `assumptions.R` and `expact.R` don't need to be run separately. They're always sourced when needed.