Man pages for lucazama/CollectiveRisk
Collective Risk Model Functions.

AggregateRawMomentsAggregate Moments
centraltorawFunction to convert Central Moments to raw ones.
FFTFast Fourier Transform
FFT2Fast Fourier Transform
IndividualAggregateDistAggregate distribution in the Individual Risk Model
IndividualAggregateDist2Aggregate distribution in the Individual Risk Model
MomentsRaw Moments of common distribution functions
MomentsApproxAggregate distribution approximation based on moments
panjerPanjer approximation
rawtocentralFunction to convert raw Moments to Central ones.
rawtostandardFunction to convert raw Moments to Standard ones.
simulationSimulation of Aggregate Claim Size
simulatorSimulator of random numbers from some not-so-common...
lucazama/CollectiveRisk documentation built on July 25, 2020, 7:22 a.m.