actuar: Actuarial Functions and Heavy Tailed Distributions
Version 2.2-0

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 publication2018-01-07 22:27:37 UTC
MaintainerVincent Goulet <[email protected]>
LicenseGPL (>= 2)
Version2.2-0
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 Jan. 8, 2018, 1:04 a.m.