actuar

Actuarial Functions and Heavy Tailed Distributions

Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss amounts and loss frequency: 19 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities.

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Description file content

Package
actuar
Type
Package
Title
Actuarial Functions and Heavy Tailed Distributions
Version
2.3-2
Date
2019-07-24
Description
Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss amounts and loss frequency: 19 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities.
Depends
R (>= 3.3.0)
Imports
stats, graphics, expint
LinkingTo
expint
Suggests
MASS
License
GPL (>= 2)
URL
BugReports
https://github.com/vigou3/actuar/issues
Encoding
UTF-8
LazyLoad
yes
LazyData
yes
NeedsCompilation
yes
Packaged
2019-07-24 22:02:09 UTC; vincent
Author
Vincent Goulet [cre, aut], Sébastien Auclair [ctb], Christophe Dutang [aut], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb]
Maintainer
Vincent Goulet
Repository
CRAN
Date/Publication
2019-07-25 08:10:06 UTC

install.packages('actuar')

2.3-2

28 days ago

https://github.com/vigou3/actuar

Vincent Goulet

GPL (>= 2)

Depends on

R (>= 3.3.0)

Imports

stats, graphics, expint

Suggests

MASS

Discussions