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 size and frequency: 23 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], S├ębastien Auclair [ctb], Christophe Dutang [aut], Walter Garcia-Fontes [ctb], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb], Jeffrey A. Ryan [aut] (Package API), Robert Gentleman [aut] (Parts of the R to C interface), Ross Ihaka [aut] (Parts of the R to C interface), R Core Team [aut] (Parts of the R to C interface), R Foundation [aut] (Parts of the R to C interface)
MaintainerVincent Goulet <vincent.goulet@act.ulaval.ca>
LicenseGPL (>= 2)
Version3.2-0
URL https://gitlab.com/vigou3/actuar
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("actuar")

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actuar documentation built on Oct. 5, 2021, 9:07 a.m.