README.md
In TReynkens/ReIns: Functions from "Reinsurance: Actuarial and Statistical Aspects"
ReIns
The ReIns package contains functions from the book “Reinsurance:
Actuarial and Statistical Aspects” (Wiley, 2017) by Hansjörg Albrecher,
Jan Beirlant and Jef Teugels. It contains implementations of
-
Basic extreme value theory (EVT) estimators and graphical methods as
described in “Statistics of Extremes: Theory and Applications”
(2004) of Jan Beirlant, Yuri Goegebeur, Johan Segers and Jef
Teugels.
-
EVT estimators and graphical methods adapted for censored and/or
truncated data.
-
Splicing of mixed Erlang (ME) distribution with EVT distributions
(Pareto, GPD).
-
Value-at-Risk (VaR), Conditional Tail Expectation (CTE) and
excess-loss premium estimates.
You can install the latest development version of ReIns from GitHub.
If you work on Windows, make sure first that
Rtools is installed.
Then, install the latest development version of ReIns using
install.packages("remotes")
remotes::install_github("TReynkens/ReIns")
TReynkens/ReIns documentation built on Nov. 9, 2023, 1:29 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
ReIns
The ReIns package contains functions from the book “Reinsurance: Actuarial and Statistical Aspects” (Wiley, 2017) by Hansjörg Albrecher, Jan Beirlant and Jef Teugels. It contains implementations of
-
Basic extreme value theory (EVT) estimators and graphical methods as described in “Statistics of Extremes: Theory and Applications” (2004) of Jan Beirlant, Yuri Goegebeur, Johan Segers and Jef Teugels.
-
EVT estimators and graphical methods adapted for censored and/or truncated data.
-
Splicing of mixed Erlang (ME) distribution with EVT distributions (Pareto, GPD).
-
Value-at-Risk (VaR), Conditional Tail Expectation (CTE) and excess-loss premium estimates.
You can install the latest development version of ReIns from GitHub. If you work on Windows, make sure first that Rtools is installed. Then, install the latest development version of ReIns using
install.packages("remotes")
remotes::install_github("TReynkens/ReIns")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.