person("Markus", "Dumke", email = {"markusdumke@gmail.com"}, role = c("aut", "cre"))
Implements reinforcement learning environments and algorithms as described in Sutton & Barto (1998, ISBN:0262193981).
The Q-Learning algorithm can be used with different types of function approximation
(tabular and neural network), eligibility traces (Singh & Sutton (1996) <doi:10.1007/BF00114726>)
and experience replay (Mnih et al. (2013) <arXiv:1312.5602>).
(Python and gym only required if gym environments
are used)
reticulate, keras, knitr, rmarkdown, testthat, covr, lintr

Implements reinforcement learning environments and algorithms as described in Sutton & Barto (1998, ISBN:0262193981).
The Q-Learning algorithm can be used with function approximation,
eligibility traces (Singh & Sutton (1996) <doi:10.1007/BF00114726>)
and experience replay (Mnih et al. (2013) <arXiv:1312.5602>).

Search R files for not installed packages and run install.packages.

Application of reinsurance treaties to claims portfolios.
The package creates a class Claims whose objective is to
store claims and premiums, on which different treaties can be applied.
A statistical analysis can then be applied to measure the impact of
reinsurance, producing a table or graphical output. This package can
be used for estimating the impact of reinsurance on several portfolios
or for pricing treaties through statistical analysis. Documentation
for the implemented methods can be found in "Reinsurance: Actuarial
and Statistical Aspects" by Hansjöerg Albrecher, Jan Beirlant,
Jozef L. Teugels (2017, ISBN: 978-0-470-77268-3) and
"REINSURANCE: A Basic Guide to Facultative and Treaty Reinsurance"
by Munich Re (2010) <https://www.munichre.com/site/mram/get/documents_E96160999/mram/assetpool.mr_america/PDFs/3_Publications/reinsurance_basic_guide.pdf>.
R (>= 2.2), data.table, dplyr, viridis, viridisLite, ggplot2,
methods
'utils.R' 'SL-class.R' 'XL-class.R' 'QS-class.R'
'Claims-class.R'

Derives point estimates with confidence intervals for Bennett et als S, Cohen's kappa and weighted kappa, Gwet's AC1 and AC2, Krippendorff's alpha, and Scott's pi.