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Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.
Package details |
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Author | Tom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Roel Verbelen [aut] (R code for Mixed Erlang distribution, <https://orcid.org/0000-0002-2347-9240>), Anastasios Bardoutsos [ctb] (Original R code for cEPD estimator), Dries Cornilly [ctb] (Original R code for EVT estimators for truncated data), Yuri Goegebeur [ctb] (Original S-Plus code for basic EVT estimators), Klaus Herrmann [ctb] (Original R code for GPD estimator) |
Maintainer | Tom Reynkens <tomreynkens@hotmail.com> |
License | GPL (>= 2) |
Version | 1.0.14 |
URL | https://github.com/TReynkens/ReIns |
Package repository | View on CRAN |
Installation |
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