MTPL                    Motor Third Party Liability (MTPL) portfolio
MTPL2                   Motor Third Party Liability (MTPL) portfolio
                        (3,000 policyholders)
active_rows_by_date     Match event dates to active portfolio periods
add_portfolio_experience
                        Add portfolio experience to a rating table
add_prediction          Add model predictions to a pricing data set
add_rebasing            Rebase categorical tariff relativities to a
                        reference level
add_relativities        Add sublevel relativities to a refinement
                        workflow
add_restriction         Add coefficient restrictions to a refinement
                        workflow
add_shrinkage           Shrink categorical tariff relativities towards
                        a common level
add_smoothing           Smooth grouped tariff relativities in a
                        refinement workflow
add_tariff_segments     Add derived tariff segments to portfolio data
as_gt                   Convert an object to a gt table
assess_excess_threshold
                        Assess possible excess-loss thresholds
audit_refinement        Audit the effect of a fitted model refinement
autoplot.bootstrap_performance
                        Plot the resampled performance distribution
autoplot.check_residuals
                        Inspect simulation-based residual uniformity
autoplot.factor_analysis
                        Plot observed portfolio experience by risk
                        factor
autoplot.rating_refinement
                        Inspect a model refinement step
autoplot.rating_table   Compare fitted risk-factor effects graphically
autoplot.tariff_segments
                        Inspect smooth risk-factor effects and
                        tariff-segment boundaries
autoplot.truncated_severity
                        Plot a fitted truncated severity distribution
bootstrap_coefficients
                        Assess GLM coefficient stability by
                        portfolio-row bootstrap
bootstrap_performance   Assess performance stability under repeated
                        resampling
calibrate_model         Calibrate the overall level of a refined
                        pricing model
check_overdispersion    Check overdispersion of a Poisson claim
                        frequency model
check_residuals         Check simulation-based model residuals
derive_tariff_segments
                        Derive candidate tariff segments from a smooth
                        risk-factor effect
edit_smoothing          Edit a smoothing curve in a refinement workflow
extract_model_data      Recover the portfolio data used by a fitted
                        model
factor_analysis         Summarise observed portfolio experience by risk
                        factor
fisher_classify         Fisher's natural breaks classification
fit_truncated_severity
                        Fit severity distributions to truncated claim
                        data
merge_date_ranges       Reduce portfolio periods by merging adjacent
                        date ranges
merge_date_ranges_db    Merge connected portfolio periods in DuckDB
model_performance       Compare fitted GLMs using common performance
                        measures
outlier_histogram       Portfolio histogram with tail bins
plot_severity_distribution
                        Exploratory severity diagnostics by category
premium_change          Interpret the premium effect of a smoothing
                        curve
prepare_refinement      Prepare a model refinement workflow
rating_grid             Construct observed rating-grid points
rating_grid_db          Reduce a database portfolio to observed
                        rating-grid points
rating_table            Present fitted pricing-model effects as a
                        rating table
redistribute_excess_loss
                        Redistribute large losses for severity or
                        risk-premium modelling
refit                   Fit a prepared refinement specification
relativity_specification
                        Define sublevel relativity specifications
rgammat                 Simulate severities from a truncated gamma
                        distribution
risk_factor_gam         Estimate a smooth effect for a continuous risk
                        factor
rlnormt                 Simulate severities from a truncated lognormal
                        distribution
rmse                    Calculate response-scale prediction error
set_reference_level     Set the reference level of a factor
split_periods_to_months
                        Split portfolio periods into calendar months
