Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R

Abstract

The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM). The main objective of this paper is to present and to expose the use of the R programming language in NLAM looking at the experience initiated at the University of Barcelona (UB) during 2009-2010. The contribution of the paper consists of the summary and application of libraries realized by different authors on the topics included in NLAM and its improvement with functions of own production. The article includes, for some of the different blocks that are treated inside NLAM at the UB, a small theoretical summary and numerical examples with R, and with real data of insurance portfolios that can be found in basic papers of actuarial science.

Keywords

• Free software
• Non life actuarial mathematics
• Number of claims
• Total cost
• Credibility
• Technical provisions.