README.md

CollectiveRisk is a project aimed at developing a set of useful functions to be used in a collective risk model setting (insurance). The functions include numerical algorithms to approximate the probability P(S>m) for some fixed m, such as Panjer, the Fast Fourier Transform and some Moments Approximations.



lucazama/CollectiveRisk documentation built on July 25, 2020, 7:22 a.m.