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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.
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Package details |
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| Author | Benjamin Baumgartner <benjamin@baumgrt.com>, Riccardo Gatto <gatto@stat.unibe.ch> |
| Maintainer | Benjamin Baumgartner <benjamin@baumgrt.com> |
| License | AGPL-3 |
| Version | 1.2-4 |
| Package repository | View on CRAN |
| Installation |
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