[R-sig-ins] General Insurance Data

[Edward Roche]

Hi all,
I am interested in a package for working with General Insurance data, 
i.e. something that deals with the initial stage of getting GI data into 
R, reshaping it and subsetting it before performing projections using 
packages such as ChainLadder or claim development visualisations using 
googlevis.

When working with GI data before you can do any meaningful analysis or 
projections you need to get your data in the right format. Typically you 
might start with incremental long format data showing claim transactions 
and this needs to be reshaped and summarised into triangle matrices 
(e.g.  paid and incurreds). You can then perform projections with 
packages such as ChainLadder or other simple development methods. This 
initial manipulation stage is not always easy to do especially for 
novice users of R. There are helper functions in the ChainLadder package 
such as incr2cum, as.triangle etc that let you perform conversions on 
the fly but I cant find anything for the wholesale restructuring or 
manipulation of GI data such as converting it from Annual Quarterly to 
Annual Annual etc. This type of manipulation is very easy to do in some 
proprietary software (not R based) that I use on a daily basis.
I am considering working on a package that would generally provide 
helper functions to load untidy GI data into R and let a novice R user 
perform restructuring and manipulation on the fly.  I envisage a GUI 
such as is available in Rattle to load the data and specify the key 
variables and formats. Once the data is loaded intuitive helper 
functions would let you manipulate it on the fly. For example you might 
wish to pick out paid and incurred triangles, subset the data in some 
way or convert it to Annual Annual or from cumulative to incremental.

My question for this mailing list is are there any such packages out 
there? or is anyone working on something like this? I would love to get 
involved if so. Any other thoughts?

Thanks
Ed