Man pages for sunhfsc/SC19052
Functions for collective risk model and risk measures

Panjer.PoissonCalculation of cumulative loss by Panjer recursion.
ParaAppCalculation of cumulative loss by parametric approximation.
rwCA random walk Metropolis sampler using Rcpp
SC19052-packageThis package provides several functions for collective risk...
SparseVecCalculation of cumulative loss by sparse vector.
VaRplotVaR and TVaR plot.
sunhfsc/SC19052 documentation built on Jan. 3, 2020, 9:19 p.m.