haydo1117/pruin: Compute finite-time ruin probability via bivariate Laguerre series
Compute finite-time ruin probability via bivariate Laguerre series, see "Finite-time ruin probabilities using bivariate Laguerre series". Currently support (1) combination of exponentials, (2) exponential, (3) generalised inverse Gaussian, (4) Normal truncated above zero, and (5) Weibull. For exponential distribution, Inverse Laplace Transform using Gaver-Stehfest algorithm is also included. As a by-product, a function to perform Inverse Laplace Transform is also included.
Getting started
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Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.0.0.9000 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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