Man pages for irudnyts/ruin
Simulation of Various Risk Processes

CramerLundbergConstructs an object of CramerLundberg S4 class
CramerLundbergCapitalInjectionsConstructs an object of CramerLundbergCapitalInjections S4...
CramerLundbergCapitalInjections-classA formal S4 class CramerLundbergCapitalInjections
CramerLundberg-classA formal S4 class CramerLundberg
PathCramerLundbergCapitalInjections-classA formal S4 class PathCramerLundbergCapitalInjections
PathCramerLundberg-classA formal S4 class PathCramerLundberg
PathSparreAndersenCapitalInjections-classA formal S4 class PathSparreAndersenCapitalInjections
PathSparreAndersen-classA formal S4 class PathSparreAndersen
plot_pathPlot a path of the simulated ruin process
ruin_probabilityEstimate a ruin probability for a finite time horizon
simulate_pathGeneric for simulating a path of a given risk model
simulate_path-CramerLundbergCapitalInjections-methodSimulates a path of a Cramer-Lundberg model's extension with...
simulate_path-CramerLundberg-methodSimulates a path of a Cramer-Lundberg model
simulate_path-SparreAndersenCapitalInjections-methodSimulates a path of a Sparre Andersen model's extension with...
simulate_path-SparreAndersen-methodSimulates a path of a Sparre Andersen model
SparreAndersenConstructs an object of SparreAndersen S4 class
SparreAndersenCapitalInjectionsConstructs an object of SparreAndersenCapitalInjections S4...
SparreAndersenCapitalInjections-classA formal S4 class SparreAndersenCapitalInjections
SparreAndersen-classA formal S4 class SparreAndersen
irudnyts/ruin documentation built on May 15, 2019, 2:52 a.m.