bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process
Version 1.2-4

We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

Package details

AuthorBenjamin Baumgartner <benjamin@baumgrt.com>, Riccardo Gatto <gatto@stat.unibe.ch>
Date of publication2016-12-30 19:39:15
MaintainerBenjamin Baumgartner <benjamin@baumgrt.com>
LicenseAGPL-3
Version1.2-4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bootruin")

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bootruin documentation built on May 30, 2017, 1:47 a.m.