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 publication2017-02-09 18:27:42
MaintainerVincent Goulet <vincent.goulet@act.ulaval.ca>
LicenseGPL (>= 2)
Version2.1-0

View on CRAN

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

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

Files

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/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/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/betaint.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/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/betaint.Rd actuar/man/ruin.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.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.