bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process

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 <[email protected]>, Riccardo Gatto <[email protected]>
MaintainerBenjamin Baumgartner <[email protected]>
Package repositoryView on CRAN
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bootruin documentation built on May 2, 2019, 10:23 a.m.