The mvClaim package in R provides flexible modelling frameworks for multivariate insurance claim severity modelling. The current version of the package implements a parsimonious mixture of experts (MoE) model family with bivariate gamma distributions, as introduced in Hu et al., and a finite mixture of copula regressions within the MoE framework as in Hu & O’Hagan. This paper presents the modelling approach theory briefly and the usage of the models in the package in detail. This package is hosted on GitHub at https://github.com/senhu/.

中文翻译：

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mvClaim ：用于多变量一般保险索赔严重性建模的 R 包

这mvClaim包装在R为多变量保险索赔严重性建模提供灵活的建模框架。该软件包的当前版本实现了具有双变量伽马分布的专家 (MoE) 模型系列的简约混合，如 Hu 中所述等。，以及在 Hu & O'Hagan 中的 MoE 框架内的 copula 回归的有限混合。本文简要介绍了建模方法的理论，并详细介绍了包中模型的用法。这个包托管在 GitHub 上https://github.com/senhu/.