mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignettes show code snippets to fit the distribution to empirical data.

Author
Giorgio Spedicato [aut, cre], Christophe Dutang [aut], Markus Gesmann [ctb]
Date of publication
2016-07-07 23:41:37
Maintainer
Giorgio Spedicato <spedicato_giorgio@yahoo.it>
License
GPL-2
Version
0.8-5
URLs

View on CRAN

Man pages

1infl-beta
One-inflated beta distribution
1infl-Distribution
One-inflated distributions
1infl-genbeta
One-inflated generalized beta of the first kind (GB1))...
1infl-stpareto
One-inflated shifted truncated pareto distribution
1infl-unif
One-inflated uniform distribution
asiacomrisk
Large commercial risks in Asia-Pacific
beaonre
AON Re Belgian dataset
bootDR
Bootstrap simulation of destruction rate models
distr-genbeta
The generalized Beta of the first kind Distribution
distr-sfttrncPareto
The shifted truncated Pareto distribution
eecf
Empirical Exposure Curve Function
etl
Empirical total loss
exposureCurve
Exposure curves for the beta and the uniform distributions.
fitDR
Fit of destruction rate models
g2a
Get a parameter known g and b
graph-eccomp
Graphical comparison of multiple fitted distributions
lossalae
General Liability Claims
mbbefdDistribution
The MBBEFD distribution (two parametrizations)
mbbefd-package
MBBEFD distribution, destruction rate and exposure curve...
swissRe
Swiss Re exposure curve generation function

Files in this package

mbbefd
mbbefd/inst
mbbefd/inst/doc
mbbefd/inst/doc/Introduction_to_mbbefd.Rmd
mbbefd/inst/doc/Introduction_to_mbbefd.R
mbbefd/inst/doc/Introduction_to_mbbefd.pdf
mbbefd/tests
mbbefd/tests/test-GB1.R
mbbefd/tests/test-1inf-beta.R
mbbefd/tests/test-1inf-shftrncPareto.R
mbbefd/tests/test-1inf-GB1.R
mbbefd/tests/test-fit-mbbefd.R
mbbefd/tests/test-fit-oistpareto.R
mbbefd/tests/test-asiacom.R
mbbefd/tests/test-mbbefd-2ndparam.R
mbbefd/tests/test-fit-oiunif.R
mbbefd/tests/test-fit-oibeta.R
mbbefd/tests/test-rng-mbbefd.R
mbbefd/tests/test-fit-gbeta.R
mbbefd/tests/test-mbbefd-1stparam.R
mbbefd/tests/test-1inf-unif.R
mbbefd/tests/test-shftrncPareto.R
mbbefd/tests/test-fit-MBBEFDgb.R
mbbefd/tests/test-beaonre.R
mbbefd/tests/test-lossalae.R
mbbefd/tests/test-1inf-mean.R
mbbefd/tests/check-formula-variance.R
mbbefd/tests/testthat.R
mbbefd/tests/testthat
mbbefd/tests/testthat/testsDistr.R
mbbefd/tests/test-eecf.R
mbbefd/tests/test-fit-oigbeta.R
mbbefd/src
mbbefd/src/mbbefdRcppCode.cpp
mbbefd/src/RcppExports.cpp
mbbefd/NAMESPACE
mbbefd/demo
mbbefd/demo/initializers.R
mbbefd/demo/00Index
mbbefd/NEWS
mbbefd/data
mbbefd/data/asiacomrisk.rda
mbbefd/data/lossalaefull.rda
mbbefd/data/beaonre.rda
mbbefd/R
mbbefd/R/distr-mbbefdR-fromCppfile-old.R
mbbefd/R/distr-GB1.R
mbbefd/R/util-internal-test-mean.R
mbbefd/R/distr-mbbefdR-2ndparam.R
mbbefd/R/util-CInftransform.R
mbbefd/R/util-loglikfunc.R
mbbefd/R/distr-1infl-distrib.R
mbbefd/R/distr-theo-ecf.R
mbbefd/R/fitDR.R
mbbefd/R/fitDR-bootstrap.R
mbbefd/R/distr-1infl-shftrncPareto.R
mbbefd/R/distr-1infl-unif.R
mbbefd/R/distr-1infl-genbeta.R
mbbefd/R/graph-func-old.R
mbbefd/R/data-documentData-old.R
mbbefd/R/util-gendilogintegral.R
mbbefd/R/distr-shftrncPareto.R
mbbefd/R/RcppExports.R
mbbefd/R/fitDR-prefit.R
mbbefd/R/util-constr-mbbefd.R
mbbefd/R/graph-eccomp.R
mbbefd/R/data-swissrecurves.R
mbbefd/R/distr-1infl-beta.R
mbbefd/R/fitDR-output.R
mbbefd/R/distr-mbbefdR-1stparam.R
mbbefd/R/util-empiricalfunctions.R
mbbefd/R/zzz.R
mbbefd/R/distr-mbbefdCpp.R
mbbefd/vignettes
mbbefd/vignettes/Introduction_to_mbbefd.Rmd
mbbefd/vignettes/jsslogo.jpg
mbbefd/vignettes/mbbefd.bib
mbbefd/README.md
mbbefd/MD5
mbbefd/build
mbbefd/build/vignette.rds
mbbefd/DESCRIPTION
mbbefd/ChangeLog
mbbefd/man
mbbefd/man/1infl-unif.Rd
mbbefd/man/1infl-genbeta.Rd
mbbefd/man/beaonre.Rd
mbbefd/man/eecf.Rd
mbbefd/man/distr-genbeta.Rd
mbbefd/man/mbbefdDistribution.Rd
mbbefd/man/mbbefd-package.Rd
mbbefd/man/lossalae.Rd
mbbefd/man/distr-sfttrncPareto.Rd
mbbefd/man/etl.Rd
mbbefd/man/graph-eccomp.Rd
mbbefd/man/bootDR.Rd
mbbefd/man/swissRe.Rd
mbbefd/man/fitDR.Rd
mbbefd/man/g2a.Rd
mbbefd/man/1infl-Distribution.Rd
mbbefd/man/asiacomrisk.Rd
mbbefd/man/exposureCurve.Rd
mbbefd/man/1infl-stpareto.Rd
mbbefd/man/1infl-beta.Rd