bootruin-package: A Bootstrap Test for the Probability of Ruin in the Compound...
In bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process
Description
Details
Author(s)
References
Description
This package provides a bootstrap test for the probability of ruin in the classical (compound
Poisson) risk process and some procedures for comparing the performance of the bootstrap test and
the test using the asymptotic normal approximation.
Details
See the reference for more information.
Author(s)
Benjamin Baumgartner benjamin@baumgrt.com,
Riccardo Gatto gatto@stat.unibe.ch
References
Baumgartner, B. and Gatto, R. (2010) A Bootstrap Test for the Probability of Ruin in the
Compound Poisson Risk Process. ASTIN Bulletin, 40(1), pp. 241–255.
bootruin documentation built on May 2, 2019, 10:23 a.m.
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Description Details Author(s) References
Description
This package provides a bootstrap test for the probability of ruin in the classical (compound Poisson) risk process and some procedures for comparing the performance of the bootstrap test and the test using the asymptotic normal approximation.
Details
See the reference for more information.
Author(s)
Benjamin Baumgartner benjamin@baumgrt.com,
Riccardo Gatto gatto@stat.unibe.ch
References
Baumgartner, B. and Gatto, R. (2010) A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process. ASTIN Bulletin, 40(1), pp. 241–255.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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