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.

Package details

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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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actuar documentation built on May 30, 2017, 3:24 a.m.