A (not yet exhaustive) collection of common models of risk processes in actuarial science, represented as formal S4 classes. Each class (risk model) has a simulator of its path, and a plotting function. Further, a MonteCarlo estimator of a ruin probability for a finite time is implemented, using a parallel computation. Currently, the package extends two classical risk models CramerLundberg and Sparre Andersen models by including capital injections, that are positive jumps (see Breuer L. and Badescu A.L. (2014) <doi:10.1080/03461238.2011.636969>). The intent of the package is to provide a userfriendly interface for ruin processes' simulators, as well as a solid and extensible structure for future extensions.
Package details 


Author  Iegor Rudnytskyi [aut, cre] 
Maintainer  Iegor Rudnytskyi <[email protected]> 
License  GPL3 
Version  0.1.1 
URL  http://github.com/irudnyts/ruin 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.