actuar: Actuarial Functions and Heavy Tailed Distributions
Version 2.1-1

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], Sébastien Auclair [ctb], Christophe Dutang [aut], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Louis-Philippe Pouliot [ctb], Mathieu Pigeon [aut]
Date of publication2017-05-06 00:02:59 UTC
MaintainerVincent Goulet <vincent.goulet@act.ulaval.ca>
LicenseGPL (>= 2)
Version2.1-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("actuar")

Popular man pages

InversePareto: The Inverse Pareto Distribution
PoissonInverseGaussian: The Poisson-Inverse Gaussian Distribution
ZeroModifiedBinomial: The Zero-Modified Binomial Distribution
ZeroModifiedGeometric: The Zero-Modified Geometric Distribution
ZeroTruncatedBinomial: The Zero-Truncated Binomial Distribution
ZeroTruncatedGeometric: The Zero-Truncated Geometric Distribution
ZeroTruncatedNegativeBinomial: The Zero-Truncated Negative Binomial Distribution
See all...

All man pages Function index File listing

Man pages

actuar-deprecated: Deprecated Functions in Package 'actuar'
adjCoef: Adjustment Coefficient
aggregateDist: Aggregate Claim Amount Distribution
betaint: The "Beta Integral"
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
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

Functions

BetaMoments Man page
Burr Man page
CTE Man page Source code
CTE.aggregateDist Man page Source code
ChisqSupp Man page
Coverage Man page
ExponentialSupp Man page
Extract.grouped.data Man page
GammaSupp Man page
GeneralizedBeta Man page
GeneralizedPareto Man page
Gumbel Man page
InverseBurr Man page
InverseExponential Man page
InverseGamma Man page
InverseGaussian Man page
InverseParalogistic Man page
InversePareto Man page
InverseTransformedGamma Man page
InverseWeibull Man page
Logarithmic Man page
Loggamma Man page
Loglogistic Man page
LognormalMoments Man page
Mde Man page
NormalSupp Man page
PIG Man page
Paralogistic Man page
Pareto Man page
Pearson6 Man page
PoissonInverseGaussian Man page
SingleParameterPareto Man page
TVaR Man page
TransformedBeta Man page
TransformedGamma Man page
UniformSupp Man page
VaR Man page Source code
VaR.aggregateDist Man page Source code
WeibullMoments Man page
ZMBinomial Man page
ZMLogarithmic Man page
ZMNegBinomial Man page
ZMNegativeBinomial Man page
ZMpoisson Man page
ZTBinomial Man page
ZTGeometric Man page
ZTNegBinomial Man page
ZTNegativeBinomial Man page
ZTPoisson Man page
ZeroModifiedBinomial Man page
ZeroModifiedGeometric Man page
ZeroModifiedLogarithmic Man page
ZeroModifiedNegativeBinomial Man page
ZeroModifiedPoisson Man page
ZeroTruncatedBinomial Man page
ZeroTruncatedGeometric Man page
ZeroTruncatedNegativeBinomial Man page
ZeroTruncatedPoisson Man page
Zmgeometric Man page
[.grouped.data Man page
[<-.grouped.data Man page
actuar-deprecated Man page
adjCoef Man page Source code
aggregate.portfolio Man page Source code
aggregateDist Man page Source code
betaint Man page Source code
bstraub Source code
bvar.iterative Source code
bvar.unbiased Source code
cm Man page Source code
coverage Man page Source code
dburr Man page Source code
dental Man page
dgenbeta Man page Source code
dgenpareto Man page Source code
dgumbel Man page Source code
diff.aggregateDist Man page Source code
dinvburr Man page Source code
dinvexp Man page Source code
dinvgamma Man page Source code
dinvgauss Man page Source code
dinvparalogis Man page Source code
dinvpareto Man page Source code
dinvtrgamma Man page Source code
dinvweibull Man page Source code
discretise Man page
discretize Man page Source code
dlgamma Man page Source code
dlgompertz Man page
dllogis Man page Source code
dlogarithmic Man page Source code
dparalogis Man page Source code
dpareto Man page Source code
dpareto1 Man page Source code
dpareto2 Man page
dpearson6 Man page
dphtype Man page Source code
dpig Man page
dpoisinvgauss Man page Source code
dtrbeta Man page Source code
dtrgamma Man page Source code
dzmbinom Man page Source code
dzmgeom Man page Source code
dzmlogarithmic Man page Source code
dzmnbinom Man page Source code
dzmpois Man page Source code
dztbinom Man page Source code
dztgeom Man page Source code
dztnbinom Man page Source code
dztpois Man page Source code
elev Man page Source code
elev.default Man page Source code
elev.grouped.data Man page Source code
emm Man page Source code
emm.default Man page Source code
emm.grouped.data Man page Source code
exact Source code
frequency.portfolio Man page Source code
gdental Man page
grouped.data Man page Source code
hache Source code
hache.barycenter Source code
hache.origin Source code
hachemeister Man page
hierarc Source code
hist.grouped.data Man page Source code
knots.elev Man page Source code
knots.ogive Man page
levbeta Man page Source code
levburr Man page Source code
levchisq Man page Source code
levexp Man page Source code
levgamma Man page Source code
levgenbeta Man page Source code
levgenpareto Man page Source code
levinvGauss Man page Source code
levinvburr Man page Source code
levinvexp Man page Source code
levinvgamma Man page Source code
levinvgauss Man page Source code
levinvparalogis Man page Source code
levinvpareto Man page Source code
levinvtrgamma Man page Source code
levinvweibull Man page Source code
levlgamma Man page Source code
levlgompertz Man page
levllogis Man page Source code
levlnorm Man page Source code
levparalogis Man page Source code
levpareto Man page Source code
levpareto1 Man page Source code
levpareto2 Man page
levpearson6 Man page
levtrbeta Man page Source code
levtrgamma Man page Source code
levunif Man page Source code
levweibull Man page Source code
log-series Man page
mbeta Man page Source code
mburr Man page Source code
mchisq Man page Source code
mde Man page Source code
mean.aggregateDist Man page Source code
mean.grouped.data Man page Source code
mexp Man page Source code
mgamma Man page Source code
mgenbeta Man page Source code
mgenpareto Man page Source code
mgfchisq Man page Source code
mgfexp Man page Source code
mgfgamma Man page Source code
mgfgumbel Man page Source code
mgfinvGauss Man page Source code
mgfinvgamma Man page Source code
mgfinvgauss Man page Source code
mgfnorm Man page Source code
mgfphtype Man page Source code
mgfunif Man page Source code
mgumbel Man page Source code
minvGauss Man page Source code
minvburr Man page Source code
minvexp Man page Source code
minvgamma Man page Source code
minvgauss Man page Source code
minvparalogis Man page Source code
minvpareto Man page Source code
minvtrgamma Man page Source code
minvweibull Man page Source code
mlgamma Man page Source code
mlgompertz Man page
mllogis Man page Source code
mlnorm Man page Source code
mnorm Man page Source code
mparalogis Man page Source code
mpareto Man page Source code
mpareto1 Man page Source code
mpareto2 Man page
mpearson6 Man page
mphtype Man page Source code
mtrbeta Man page Source code
mtrgamma Man page Source code
munif Man page Source code
mweibull Man page Source code
normal Source code
npower Source code
ogive Man page Source code
ogive.default Man page Source code
ogive.grouped.data Man page Source code
ogiveFUN Source code
panjer Source code
pareto2 Man page
pburr Man page Source code
pgenbeta Man page Source code
pgenpareto Man page Source code
pgflogarithmic Source code
pgfztbinom Source code
pgfztnbinom Source code
pgfztpois Source code
pgumbel Man page Source code
pinvburr Man page Source code
pinvexp Man page Source code
pinvgamma Man page Source code
pinvgauss Man page Source code
pinvparalogis Man page Source code
pinvpareto Man page Source code
pinvtrgamma Man page Source code
pinvweibull Man page Source code
plgamma Man page Source code
plgompertz Man page
pllogis Man page Source code
plogarithmic Man page Source code
plot.adjCoef Man page Source code
plot.aggregateDist Man page Source code
plot.elev Man page Source code
plot.ogive Man page Source code
plot.ruin Man page Source code
pparalogis Man page Source code
ppareto Man page Source code
ppareto1 Man page Source code
ppareto2 Man page
ppearson6 Man page
pphtype Man page Source code
ppig Man page
ppoisinvgauss Man page Source code
predict.bstraub Source code
predict.cm Man page Source code
predict.hache Source code
predict.hierarc Source code
print.aggregateDist Man page Source code
print.cm Man page Source code
print.elev Man page Source code
print.hache Source code
print.mde Source code
print.ogive Man page Source code
print.portfolio Man page Source code
print.summary.aggregateDist Source code
print.summary.cm Man page Source code
print.summary.ogive Source code
ptrbeta Man page Source code
ptrgamma Man page Source code
pzmbinom Man page Source code
pzmgeom Man page Source code
pzmlogarithmic Man page Source code
pzmnbinom Man page Source code
pzmpois Man page Source code
pztbinom Man page Source code
pztgeom Man page Source code
pztnbinom Man page Source code
pztpois Man page Source code
qburr Man page Source code
qgenbeta Man page Source code
qgenpareto Man page Source code
qgumbel Man page Source code
qinvburr Man page Source code
qinvexp Man page Source code
qinvgamma Man page Source code
qinvgauss Man page Source code
qinvparalogis Man page Source code
qinvpareto Man page Source code
qinvtrgamma Man page Source code
qinvweibull Man page Source code
qlgamma Man page Source code
qlgompertz Man page
qllogis Man page Source code
qlogarithmic Man page Source code
qparalogis Man page Source code
qpareto Man page Source code
qpareto1 Man page Source code
qpareto2 Man page
qpearson6 Man page
qpig Man page
qpoisinvgauss Man page Source code
qtrbeta Man page Source code
qtrgamma Man page Source code
quantile.aggregateDist Man page Source code
quantile.grouped.data Man page Source code
qzmbinom Man page Source code
qzmgeom Man page Source code
qzmlogarithmic Man page Source code
qzmnbinom Man page Source code
qzmpois Man page Source code
qztbinom Man page Source code
qztgeom Man page Source code
qztnbinom Man page Source code
qztpois Man page Source code
rburr Man page Source code
rcomphierarc Man page
rcompound Man page Source code
rcomppois Man page Source code
rgenbeta Man page Source code
rgenpareto Man page Source code
rgumbel Man page Source code
rinvburr Man page Source code
rinvexp Man page Source code
rinvgamma Man page Source code
rinvgauss Man page Source code
rinvparalogis Man page Source code
rinvpareto Man page Source code
rinvtrgamma Man page Source code
rinvweibull Man page Source code
rlgamma Man page Source code
rlgompertz Man page
rllogis Man page Source code
rlogarithmic Man page Source code
rmixture Man page Source code
rparalogis Man page Source code
rpareto Man page Source code
rpareto1 Man page Source code
rpareto2 Man page
rpearson6 Man page
rphtype Man page Source code
rpig Man page
rpoisinvgauss Man page Source code
rtrbeta Man page Source code
rtrgamma Man page Source code
ruin Man page Source code
rzmbinom Man page Source code
rzmgeom Man page Source code
rzmlogarithmic Man page Source code
rzmnbinom Man page Source code
rzmpois Man page Source code
rztbinom Man page Source code
rztgeom Man page Source code
rztnbinom Man page Source code
rztpois Man page Source code
severity Man page Source code
severity.default Man page Source code
severity.portfolio Man page Source code
simS Source code
simpf Man page
simul Man page Source code
simul.summaries Man page
summary.aggregateDist Man page Source code
summary.cm Man page Source code
summary.elev Man page Source code
summary.ogive Man page Source code
unroll Man page Source code
weights.portfolio Man page Source code

Files

po
po/R-fr.po
po/R-actuar.pot
po/fr.po
po/actuar.pot
inst
inst/po
inst/po/en@quot
inst/po/en@quot/LC_MESSAGES
inst/po/en@quot/LC_MESSAGES/R-actuar.mo
inst/po/en@quot/LC_MESSAGES/actuar.mo
inst/po/fr
inst/po/fr/LC_MESSAGES
inst/po/fr/LC_MESSAGES/R-actuar.mo
inst/po/fr/LC_MESSAGES/actuar.mo
inst/CITATION
inst/NEWS.Rd
inst/NEWS.1.Rd
inst/NEWS.0.Rd
inst/doc
inst/doc/actuar.pdf
inst/doc/modeling.Rnw
inst/doc/modeling.pdf
inst/doc/coverage.pdf
inst/doc/simulation.Rnw
inst/doc/distributions.Rnw
inst/doc/simulation.pdf
inst/doc/modeling.R
inst/doc/risk.pdf
inst/doc/simulation.R
inst/doc/actuar.R
inst/doc/risk.R
inst/doc/coverage.R
inst/doc/credibility.R
inst/doc/actuar.Rnw
inst/doc/risk.Rnw
inst/doc/coverage.Rnw
inst/doc/credibility.Rnw
inst/doc/distributions.pdf
inst/doc/credibility.pdf
src
src/genpareto.c
src/locale.h
src/invpareto.c
src/pareto.c
src/Makevars
src/util.c
src/ztpois.c
src/burr.c
src/gamma.c
src/unif.c
src/invweibull.c
src/pareto1.c
src/dpqphtype.c
src/zmlogarithmic.c
src/invgauss.c
src/hierarc.c
src/dpq.h
src/zmgeom.c
src/chisq.c
src/zmbinom.c
src/dpq.c
src/gumbel.c
src/beta.c
src/actuar.h
src/random.c
src/trbeta.c
src/genbeta.c
src/ztbinom.c
src/phtype.c
src/weibull.c
src/exp.c
src/paralogis.c
src/norm.c
src/randomphtype.c
src/ztnbinom.c
src/poisinvgauss.c
src/names.c
src/zmpois.c
src/lnorm.c
src/llogis.c
src/logarithmic.c
src/lgamma.c
src/invparalogis.c
src/invburr.c
src/betaint.c
src/trgamma.c
src/ztgeom.c
src/init.c
src/actuar-win.def
src/invtrgamma.c
src/zmnbinom.c
src/invgamma.c
src/panjer.c
src/invexp.c
NAMESPACE
demo
demo/lossdist.R
demo/simulation.R
demo/risk.R
demo/credibility.R
demo/00Index
data
data/gdental.rda
data/hachemeister.rda
data/dental.rda
R
R/GammaSupp.R
R/ZeroTruncatedGeometric.R
R/InverseGamma.R
R/InverseParalogistic.R
R/InverseExponential.R
R/panjer.R
R/unroll.R
R/InverseBurr.R
R/SingleParameterPareto.R
R/mean.grouped.data.R
R/cm.R
R/elev.R
R/InversePareto.R
R/VaR.R
R/simS.R
R/mde.R
R/quantile.grouped.data.R
R/hache.barycenter.R
R/ZeroModifiedNegativeBinomial.R
R/severity.R
R/Gumbel.R
R/GeneralizedPareto.R
R/betaint.R
R/grouped.data.R
R/ZeroTruncatedNegativeBinomial.R
R/ogive.R
R/ZeroModifiedGeometric.R
R/InverseTransformedGamma.R
R/ZeroTruncatedPoisson.R
R/exact.R
R/Loggamma.R
R/GeneralizedBeta.R
R/Burr.R
R/ExponentialSupp.R
R/ZeroModifiedBinomial.R
R/hierarc.R
R/hache.origin.R
R/InverseWeibull.R
R/aggregateDist.R
R/ChisqSupp.R
R/ZeroModifiedLogarithmic.R
R/Paralogistic.R
R/emm.R
R/normal.R
R/ruin.R
R/coverage.R
R/hist.grouped.data.R
R/PoissonInverseGaussian.R
R/BetaMoments.R
R/CTE.R
R/adjCoef.R
R/PhaseType.R
R/TransformedGamma.R
R/simul.R
R/rcompound.R
R/UniformSupp.R
R/quantile.aggregateDist.R
R/simul.summaries.R
R/Extract.grouped.data.R
R/LognormalMoments.R
R/Pareto.R
R/discretize.R
R/Loglogistic.R
R/ZeroTruncatedBinomial.R
R/bstraub.R
R/hache.R
R/WeibullMoments.R
R/TransformedBeta.R
R/NormalSupp.R
R/InverseGaussian.R
R/rmixture.R
R/Logarithmic.R
R/ZeroModifiedPoisson.R
vignettes
vignettes/modeling.Rnw
vignettes/actuar.bib
vignettes/simulation.Rnw
vignettes/distributions.Rnw
vignettes/actuar.Rnw
vignettes/risk.Rnw
vignettes/coverage.Rnw
vignettes/credibility.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/aggregateDist.Rd
man/quantile.aggregateDist.Rd
man/cm.Rd
man/ZeroTruncatedNegativeBinomial.Rd
man/Loglogistic.Rd
man/adjCoef.Rd
man/Pareto.Rd
man/unroll.Rd
man/simul.Rd
man/SingleParameterPareto.Rd
man/Logarithmic.Rd
man/InverseWeibull.Rd
man/mde.Rd
man/ZeroTruncatedPoisson.Rd
man/Loggamma.Rd
man/InverseBurr.Rd
man/quantile.grouped.data.Rd
man/InverseExponential.Rd
man/ChisqSupp.Rd
man/ZeroModifiedLogarithmic.Rd
man/coverage.Rd
man/VaR.Rd
man/NormalSupp.Rd
man/LognormalMoments.Rd
man/InverseParalogistic.Rd
man/BetaMoments.Rd
man/InverseGamma.Rd
man/ZeroModifiedBinomial.Rd
man/emm.Rd
man/rcompound.Rd
man/discretize.Rd
man/ZeroModifiedNegativeBinomial.Rd
man/PoissonInverseGaussian.Rd
man/ExponentialSupp.Rd
man/hachemeister.Rd
man/ZeroTruncatedGeometric.Rd
man/InversePareto.Rd
man/gdental.Rd
man/Extract.grouped.data.Rd
man/UniformSupp.Rd
man/Paralogistic.Rd
man/ZeroModifiedPoisson.Rd
man/severity.Rd
man/actuar-deprecated.Rd
man/betaint.Rd
man/ruin.Rd
man/CTE.Rd
man/GammaSupp.Rd
man/ZeroModifiedGeometric.Rd
man/hist.grouped.data.Rd
man/rmixture.Rd
man/dental.Rd
man/mean.grouped.data.Rd
man/PhaseType.Rd
man/simul.summaries.Rd
man/GeneralizedPareto.Rd
man/Burr.Rd
man/TransformedGamma.Rd
man/GeneralizedBeta.Rd
man/ogive.Rd
man/TransformedBeta.Rd
man/InverseTransformedGamma.Rd
man/InverseGaussian.Rd
man/grouped.data.Rd
man/Gumbel.Rd
man/WeibullMoments.Rd
man/ZeroTruncatedBinomial.Rd
man/elev.Rd
actuar documentation built on May 20, 2017, 1:08 a.m.

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

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