actuar: Actuarial Functions and Heavy Tailed Distributions

Share:

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.

Author
Vincent 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 publication
2016-11-12 19:54:50
Maintainer
Vincent Goulet <vincent.goulet@act.ulaval.ca>
License
GPL (>= 2)
Version
2.0-0

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