Man pages for TReynkens/ReIns
Functions from "Reinsurance: Actuarial and Statistical Aspects"

BurrThe Burr distribution
cEPDEPD estimator for right censored data
cExpQQExponential quantile plot for right censored data
cgenHillGeneralised Hill estimator for right censored data
cGPDGPD-ML estimator for right censored data
cHillHill estimator for right censored data
cLognormalQQLog-normal quantile plot for right censored data
cMomentMOM estimator for right censored data
cParetoQQPareto quantile plot for right censored data
cProbEstimator of small exceedance probabilities and large return...
cProbEPDEstimator of small exceedance probabilities and large return...
cProbGHEstimator of small exceedance probabilities and large return...
cProbGPDEstimator of small exceedance probabilities and large return...
cProbMOMEstimator of small exceedance probabilities and large return...
cQuantEstimator of large quantiles using censored Hill
cQuantGHEstimator of large quantiles using censored Hill
cQuantGPDEstimator of large quantiles using censored GPD-MLE
cQuantMOMEstimator of large quantiles using censored MOM
crHillHill-type estimator for the conditional EVI
crParetoQQConditional Pareto quantile plot for right censored data
crSurvNon-parametric estimator of conditional survival function
CTEConditional Tail Expectation
cWeibullQQWeibull quantile plot for right censored data
EPDEPD estimator
EPDfitFit EPD using MLE
EPdistThe Extended Pareto Distribution
EVTfitEVT fit
ExcessEPDEstimates for excess-loss premiums using EPD estimates
ExcessGPDEstimates for excess-loss premiums using GPD-MLE estimates
ExcessParetoEstimates for excess-loss premiums using a Pareto model
ExcessSpliceEstimates for excess-loss premiums using splicing
ExpQQExponential quantile plot
FrechetThe Frechet distribution
genHillGeneralised Hill estimator
genQQGeneralised quantile plot
GPDThe generalised Pareto distribution
GPDfitFit GPD using MLE
GPDmleGPD-ML estimator
GPDresidualsGPD residual plot
HillHill estimator
Hill2oQVBias-reduced MLE (Quantile view)
Hill.koptSelect optimal threshold for Hill estimator
icHillHill estimator for interval censored data
icParetoQQPareto quantile plot for interval censored data
KaplanMeierKaplan-Meier estimator
LognormalQQLog-normal quantile plot
LognormalQQ_derDerivative plot of the log-normal QQ-plot
LStailLeast Squares tail estimator
MeanExcessMean excess function
MeanExcess_TBMean excess function using Turnbull estimator
MEfitMixed Erlang fit
MomentMoment estimator
norwegianfireNorwegian fire insurance data
ParetoThe Pareto distribution
ParetoQQPareto quantile plot
ParetoQQ_derDerivative plot of the Pareto QQ-plot
pClasClassical estimators for the CDF
pEdgeEdgeworth approximation
pGCGram-Charlier approximation
ProbWeissman estimator of small exceedance probabilities and...
ProbEPDEstimator of small exceedance probabilities and large return...
ProbGHEstimator of small exceedance probabilities and large return...
ProbGPDEstimator of small exceedance probabilities and large return...
ProbMOMEstimator of small exceedance probabilities and large return...
ProbRegEstimator of small tail probability in regression
QuantWeissman estimator of extreme quantiles
Quant2oSecond order refined Weissman estimator of extreme quantiles...
QuantGHEstimator of extreme quantiles using generalised Hill
QuantGPDEstimator of extreme quantiles using GPD-MLE
QuantMOMEstimator of extreme quantiles using MOM
QuantRegEstimator of extreme quantiles in regression
ScaleScale estimator
Scale.2oBias-reduced scale estimator using second order Hill...
ScaleEPDBias-reduced scale estimator using EPD estimator
ScaleRegScale estimator in regression
securaSecura dataset
soaSOA Group Medical Insurance Large Claims Database
SpliceSpliced distribution
SpliceECDFPlot of fitted and empirical survival function
SpliceFitSplicing fit
SpliceFitGPDSplicing of mixed Erlang and GPD using POT-MLE
SpliceFiticParetoSplicing of mixed Erlang and Pareto for interval censored...
SpliceFitParetoSplicing of mixed Erlang and Pareto
SpliceLLLL-plot with fitted and empirical survival function
SpliceLL_TBLL-plot with fitted and Turnbull survival function
SplicePPPP-plot with fitted and empirical survival function
SplicePP_TBPP-plot with fitted and Turnbull survival function
SpliceQQSplicing quantile plot
SpliceQQ_TBSplicing quantile plot using Turnbull estimator
SpliceTBPlot of fitted and Turnbull survival function
stdfNon-parametric estimators of the STDF
tBurrThe truncated Burr distribution
tExpThe truncated exponential distribution
tFrechetThe truncated Frechet distribution
tGPDThe truncated generalised Pareto distribution
tlnormThe truncated log-normal distribution
tParetoThe truncated Pareto distribution
trDTTruncation odds
trDTMLETruncation odds
trEndpointEstimator of endpoint
trEndpointMLEEstimator of endpoint
trHillHill estimator for upper truncated data
trMLEMLE estimator for upper truncated data
trParetoQQTruncated Pareto quantile plot
trProbEstimator of small exceedance probabilities using truncated...
trProbMLEEstimator of small exceedance probabilities using truncated...
trQuantEstimator of large quantiles using truncated Hill
trQuantMLEEstimator of large quantiles using truncated MLE
trTestTest for truncated Pareto-type tails
trTestMLETest for truncated GPD tails
TurnbullTurnbull estimator
tWeibullThe truncated Weibull distribution
VaRVaR of splicing fit
WeibullQQWeibull quantile plot
WeibullQQ_derDerivative plot of the Weibull QQ-plot
TReynkens/ReIns documentation built on Jan. 9, 2018, 12:17 p.m.