bootruin: A bootstrap test for the probability of ruin in the classical risk process

This package provides 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.

Author
Benjamin Baumgartner <benjamin@baumgrt.com>, Riccardo Gatto <gatto@stat.unibe.ch>
Date of publication
2014-05-29 10:31:38
Maintainer
Benjamin Baumgartner <benjamin@baumgrt.com>
License
AGPL-3
Version
1.2-1

View on CRAN

Man pages

bootruin-package
A Bootstrap Test for the Probability of Ruin in the Compound...
pvaldens
Density Estimation of Data in the Unit Interval
pvaldistance
Distance Measures of Empirical Probability Functions
rpdataboot
Creating Bootstrap Replications from an Matrix of...
rpdataconv
Convert a List of Numerics to a Matrix
rpdatasim
Simulating Data, Shaped into a Matrix
rpjack
A Jackknife Estimator of the Standard Error of the...
rppvalue
P-values for the Test of the Probability of Ruin
rpteststat
Computation of the Test Statistic for the Probability of Ruin
ruinprob
The Probability of Ruin in the Classical Risk Process
ruinprob.test
A Bootstrap Test for the Probability of Ruin in the Classical...

Files in this package

bootruin
bootruin/inst
bootruin/inst/CITATION
bootruin/src
bootruin/src/rplimits.c
bootruin/NAMESPACE
bootruin/R
bootruin/R/rpdatasim.R
bootruin/R/pvaldistance.R
bootruin/R/rpjack.R
bootruin/R/pvaldens.R
bootruin/R/rpteststat.R
bootruin/R/rpdataboot.R
bootruin/R/rppvalue.R
bootruin/R/ruinprob.R
bootruin/R/rpdataconv.R
bootruin/R/ruinprob.test.R
bootruin/MD5
bootruin/DESCRIPTION
bootruin/man
bootruin/man/rpdatasim.Rd
bootruin/man/rpdataconv.Rd
bootruin/man/rpteststat.Rd
bootruin/man/ruinprob.test.Rd
bootruin/man/pvaldistance.Rd
bootruin/man/rpjack.Rd
bootruin/man/bootruin-package.Rd
bootruin/man/pvaldens.Rd
bootruin/man/ruinprob.Rd
bootruin/man/rpdataboot.Rd
bootruin/man/rppvalue.Rd