actuar: Actuarial Functions and Heavy Tailed Distributions

Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss amounts and loss frequency: 19 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities.

AuthorVincent Goulet [cre, aut], S├ębastien Auclair [ctb], Christophe Dutang [aut], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Louis-Philippe Pouliot [ctb], Mathieu Pigeon [aut]
Date of publication2016-11-12 19:54:50
MaintainerVincent Goulet <vincent.goulet@act.ulaval.ca>
LicenseGPL (>= 2)
Version2.0-0

View on CRAN

Man pages

actuar-deprecated: Deprecated Functions in Package 'actuar'

adjCoef: Adjustment Coefficient

aggregateDist: Aggregate Claim Amount Distribution

BetaMoments: Raw and Limited Moments of the Beta Distribution

Burr: The Burr Distribution

ChisqSupp: Moments and Moment Generating Function of the (non-central)...

cm: Credibility Models

coverage: Density and Cumulative Distribution Function for Modified...

CTE: Conditional Tail Expectation

dental: Individual Dental Claims Data Set

discretize: Discretization of a Continuous Distribution

elev: Empirical Limited Expected Value

emm: Empirical Moments

ExponentialSupp: Moments and Moment Generating Function of the Exponential...

Extract.grouped.data: Extract or Replace Parts of a Grouped Data Object

GammaSupp: Moments and Moment Generating Function of the Gamma...

gdental: Grouped Dental Claims Data Set

GeneralizedBeta: The Generalized Beta Distribution

GeneralizedPareto: The Generalized Pareto Distribution

grouped.data: Grouped data

Gumbel: The Gumbel Distribution

hachemeister: Hachemeister Data Set

hist.grouped.data: Histogram for Grouped Data

InverseBurr: The Inverse Burr Distribution

InverseExponential: The Inverse Exponential Distribution

InverseGamma: The Inverse Gamma Distribution

InverseGaussian: The Inverse Gaussian Distribution

InverseParalogistic: The Inverse Paralogistic Distribution

InversePareto: The Inverse Pareto Distribution

InverseTransformedGamma: The Inverse Transformed Gamma Distribution

InverseWeibull: The Inverse Weibull Distribution

Logarithmic: The Logarithmic Distribution

Loggamma: The Loggamma Distribution

Loglogistic: The Loglogistic Distribution

LognormalMoments: Raw and Limited Moments of the Lognormal Distribution

mde: Minimum Distance Estimation

mean.grouped.data: Arithmetic Mean

NormalSupp: Moments and Moment generating function of the Normal...

ogive: Ogive for Grouped Data

Paralogistic: The Paralogistic Distribution

Pareto: The Pareto Distribution

PhaseType: The Phase-type Distribution

PoissonInverseGaussian: The Poisson-Inverse Gaussian Distribution

quantile.aggregateDist: Quantiles of Aggregate Claim Amount Distribution

quantile.grouped.data: Quantiles of Grouped Data

rcompound: Simulation from Compound Models

rmixture: Simulation from Discrete Mixtures

ruin: Probability of Ruin

severity: Manipulation of Individual Claim Amounts

simul: Simulation from Compound Hierarchical Models

simul.summaries: Summary Statistics of a Portfolio

SingleParameterPareto: The Single-parameter Pareto Distribution

SpecialIntegrals: The Exponential Integral and Two Other Special Integrals

TransformedBeta: The Transformed Beta Distribution

TransformedGamma: The Transformed Gamma Distribution

UniformSupp: Moments and Moment Generating Function of the Uniform...

unroll: Display a Two-Dimension Version of a Matrix of Vectors

VaR: Value at Risk

WeibullMoments: Raw and Limited Moments of the Weibull Distribution

ZeroModifiedBinomial: The Zero-Modified Binomial Distribution

ZeroModifiedGeometric: The Zero-Modified Geometric Distribution

ZeroModifiedLogarithmic: The Zero-Modified Logarithmic Distribution

ZeroModifiedNegativeBinomial: The Zero-Modified Negative Binomial Distribution

ZeroModifiedPoisson: The Zero-Modified Poisson Distribution

ZeroTruncatedBinomial: The Zero-Truncated Binomial Distribution

ZeroTruncatedGeometric: The Zero-Truncated Geometric Distribution

ZeroTruncatedNegativeBinomial: The Zero-Truncated Negative Binomial Distribution

ZeroTruncatedPoisson: The Zero-Truncated Poisson Distribution

Files in this package

actuar
actuar/po
actuar/po/R-fr.po
actuar/po/R-actuar.pot
actuar/po/fr.po
actuar/po/actuar.pot
actuar/inst
actuar/inst/po
actuar/inst/po/en@quot
actuar/inst/po/en@quot/LC_MESSAGES
actuar/inst/po/en@quot/LC_MESSAGES/R-actuar.mo
actuar/inst/po/en@quot/LC_MESSAGES/actuar.mo
actuar/inst/po/fr
actuar/inst/po/fr/LC_MESSAGES
actuar/inst/po/fr/LC_MESSAGES/R-actuar.mo
actuar/inst/po/fr/LC_MESSAGES/actuar.mo
actuar/inst/CITATION
actuar/inst/NEWS.Rd
actuar/inst/NEWS.1.Rd
actuar/inst/NEWS.0.Rd
actuar/inst/doc
actuar/inst/doc/actuar.pdf
actuar/inst/doc/modeling.Rnw
actuar/inst/doc/modeling.pdf
actuar/inst/doc/coverage.pdf
actuar/inst/doc/simulation.Rnw
actuar/inst/doc/distributions.Rnw
actuar/inst/doc/simulation.pdf
actuar/inst/doc/modeling.R
actuar/inst/doc/risk.pdf
actuar/inst/doc/simulation.R
actuar/inst/doc/actuar.R
actuar/inst/doc/risk.R
actuar/inst/doc/coverage.R
actuar/inst/doc/credibility.R
actuar/inst/doc/actuar.Rnw
actuar/inst/doc/risk.Rnw
actuar/inst/doc/coverage.Rnw
actuar/inst/doc/credibility.Rnw
actuar/inst/doc/distributions.pdf
actuar/inst/doc/credibility.pdf
actuar/src
actuar/src/genpareto.c
actuar/src/locale.h
actuar/src/invpareto.c
actuar/src/pareto.c
actuar/src/Makevars
actuar/src/util.c
actuar/src/ztpois.c
actuar/src/burr.c
actuar/src/gamma.c
actuar/src/unif.c
actuar/src/invweibull.c
actuar/src/pareto1.c
actuar/src/dpqphtype.c
actuar/src/zmlogarithmic.c
actuar/src/invgauss.c
actuar/src/hierarc.c
actuar/src/dpq.h
actuar/src/zmgeom.c
actuar/src/chisq.c
actuar/src/zmbinom.c
actuar/src/dpq.c
actuar/src/gumbel.c
actuar/src/beta.c
actuar/src/gammaint.c
actuar/src/actuar.h
actuar/src/random.c
actuar/src/trbeta.c
actuar/src/genbeta.c
actuar/src/ztbinom.c
actuar/src/phtype.c
actuar/src/weibull.c
actuar/src/exp.c
actuar/src/paralogis.c
actuar/src/norm.c
actuar/src/randomphtype.c
actuar/src/ztnbinom.c
actuar/src/poisinvgauss.c
actuar/src/names.c
actuar/src/zmpois.c
actuar/src/lnorm.c
actuar/src/llogis.c
actuar/src/logarithmic.c
actuar/src/lgamma.c
actuar/src/invparalogis.c
actuar/src/invburr.c
actuar/src/betaint.c
actuar/src/trgamma.c
actuar/src/ztgeom.c
actuar/src/init.c
actuar/src/expint.c
actuar/src/invtrgamma.c
actuar/src/zmnbinom.c
actuar/src/invgamma.c
actuar/src/panjer.c
actuar/src/invexp.c
actuar/NAMESPACE
actuar/demo
actuar/demo/lossdist.R
actuar/demo/simulation.R
actuar/demo/risk.R
actuar/demo/credibility.R
actuar/demo/00Index
actuar/data
actuar/data/gdental.rda
actuar/data/hachemeister.rda
actuar/data/dental.rda
actuar/R
actuar/R/GammaSupp.R actuar/R/ZeroTruncatedGeometric.R actuar/R/InverseGamma.R actuar/R/InverseParalogistic.R actuar/R/InverseExponential.R actuar/R/panjer.R actuar/R/unroll.R actuar/R/InverseBurr.R actuar/R/SingleParameterPareto.R actuar/R/mean.grouped.data.R actuar/R/cm.R actuar/R/elev.R actuar/R/InversePareto.R actuar/R/VaR.R actuar/R/simS.R actuar/R/mde.R actuar/R/quantile.grouped.data.R actuar/R/hache.barycenter.R actuar/R/ZeroModifiedNegativeBinomial.R actuar/R/severity.R actuar/R/Gumbel.R actuar/R/GeneralizedPareto.R actuar/R/grouped.data.R actuar/R/ZeroTruncatedNegativeBinomial.R actuar/R/ogive.R actuar/R/ZeroModifiedGeometric.R actuar/R/InverseTransformedGamma.R actuar/R/ZeroTruncatedPoisson.R actuar/R/exact.R actuar/R/Loggamma.R actuar/R/GeneralizedBeta.R actuar/R/Burr.R actuar/R/ExponentialSupp.R actuar/R/ZeroModifiedBinomial.R actuar/R/hierarc.R actuar/R/hache.origin.R actuar/R/InverseWeibull.R actuar/R/aggregateDist.R actuar/R/ChisqSupp.R actuar/R/ZeroModifiedLogarithmic.R actuar/R/Paralogistic.R actuar/R/emm.R actuar/R/normal.R actuar/R/ruin.R actuar/R/coverage.R actuar/R/hist.grouped.data.R actuar/R/PoissonInverseGaussian.R actuar/R/BetaMoments.R actuar/R/SpecialIntegrals.R actuar/R/CTE.R actuar/R/adjCoef.R actuar/R/PhaseType.R actuar/R/TransformedGamma.R actuar/R/simul.R actuar/R/rcompound.R actuar/R/UniformSupp.R actuar/R/quantile.aggregateDist.R actuar/R/simul.summaries.R actuar/R/Extract.grouped.data.R actuar/R/LognormalMoments.R actuar/R/Pareto.R actuar/R/discretize.R actuar/R/Loglogistic.R actuar/R/ZeroTruncatedBinomial.R actuar/R/bstraub.R actuar/R/hache.R actuar/R/WeibullMoments.R actuar/R/TransformedBeta.R actuar/R/NormalSupp.R actuar/R/InverseGaussian.R actuar/R/rmixture.R actuar/R/Logarithmic.R actuar/R/ZeroModifiedPoisson.R
actuar/vignettes
actuar/vignettes/modeling.Rnw
actuar/vignettes/actuar.bib
actuar/vignettes/simulation.Rnw
actuar/vignettes/distributions.Rnw
actuar/vignettes/actuar.Rnw
actuar/vignettes/risk.Rnw
actuar/vignettes/coverage.Rnw
actuar/vignettes/credibility.Rnw
actuar/MD5
actuar/build
actuar/build/vignette.rds
actuar/DESCRIPTION
actuar/man
actuar/man/aggregateDist.Rd actuar/man/quantile.aggregateDist.Rd actuar/man/cm.Rd actuar/man/ZeroTruncatedNegativeBinomial.Rd actuar/man/Loglogistic.Rd actuar/man/adjCoef.Rd actuar/man/Pareto.Rd actuar/man/unroll.Rd actuar/man/simul.Rd actuar/man/SingleParameterPareto.Rd actuar/man/Logarithmic.Rd actuar/man/InverseWeibull.Rd actuar/man/mde.Rd actuar/man/ZeroTruncatedPoisson.Rd actuar/man/Loggamma.Rd actuar/man/InverseBurr.Rd actuar/man/quantile.grouped.data.Rd actuar/man/InverseExponential.Rd actuar/man/ChisqSupp.Rd actuar/man/ZeroModifiedLogarithmic.Rd actuar/man/coverage.Rd actuar/man/VaR.Rd actuar/man/NormalSupp.Rd actuar/man/LognormalMoments.Rd actuar/man/InverseParalogistic.Rd actuar/man/BetaMoments.Rd actuar/man/InverseGamma.Rd actuar/man/ZeroModifiedBinomial.Rd actuar/man/emm.Rd actuar/man/rcompound.Rd actuar/man/discretize.Rd actuar/man/ZeroModifiedNegativeBinomial.Rd actuar/man/PoissonInverseGaussian.Rd actuar/man/ExponentialSupp.Rd actuar/man/hachemeister.Rd actuar/man/ZeroTruncatedGeometric.Rd actuar/man/InversePareto.Rd actuar/man/gdental.Rd actuar/man/Extract.grouped.data.Rd actuar/man/UniformSupp.Rd actuar/man/Paralogistic.Rd actuar/man/ZeroModifiedPoisson.Rd actuar/man/severity.Rd actuar/man/actuar-deprecated.Rd actuar/man/ruin.Rd actuar/man/SpecialIntegrals.Rd actuar/man/CTE.Rd actuar/man/GammaSupp.Rd actuar/man/ZeroModifiedGeometric.Rd actuar/man/hist.grouped.data.Rd actuar/man/rmixture.Rd actuar/man/dental.Rd actuar/man/mean.grouped.data.Rd actuar/man/PhaseType.Rd actuar/man/simul.summaries.Rd actuar/man/GeneralizedPareto.Rd actuar/man/Burr.Rd actuar/man/TransformedGamma.Rd actuar/man/GeneralizedBeta.Rd actuar/man/ogive.Rd actuar/man/TransformedBeta.Rd actuar/man/InverseTransformedGamma.Rd actuar/man/InverseGaussian.Rd actuar/man/grouped.data.Rd actuar/man/Gumbel.Rd actuar/man/WeibullMoments.Rd actuar/man/ZeroTruncatedBinomial.Rd actuar/man/elev.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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