ReIns: Functions from "Reinsurance: Actuarial and Statistical Aspects"

Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470772689.html>.

Package details

AuthorTom 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)
MaintainerTom Reynkens <[email protected]>
LicenseGPL (>= 2)
Version1.0.8
URL http://www.hec.unil.ch/halbrech_files/reinsurance.html https://github.com/TReynkens/ReIns
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ReIns")

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ReIns documentation built on Sept. 21, 2018, 6:33 p.m.