lucazama/CollectiveRisk: Collective Risk Model Functions.
the package consists of a set of functions to approximate the aggregate claim distribution in the collective risk model setting. The approximations include Panjer, FFT, and moments approximations. Regarding the latter, the package contains useful functions to quickly derive the first 5 moments of the aggregate distribution.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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