actuar (Q18217): Difference between revisions

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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 size and frequency: 23 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. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.
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Latest revision as of 17:21, 21 March 2024

Actuarial Functions and Heavy Tailed Distributions
Language Label Description Also known as
English
actuar
Actuarial Functions and Heavy Tailed Distributions

    Statements

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    3.3-2
    7 February 2023
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    0.1-2
    17 February 2006
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    0.1-3
    24 March 2006
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    0.9-1
    22 April 2007
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    0.9-2
    23 April 2007
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    0.9-3
    1 May 2007
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    0.9-4
    17 November 2007
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    0.9-5
    12 February 2008
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    0.9-6
    18 February 2008
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    0.9-7
    26 March 2008
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    1.0-0
    15 September 2008
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    1.0-1
    29 January 2009
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    1.0-2
    15 May 2009
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    1.1-0
    23 February 2010
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    1.1-1
    24 July 2010
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    1.1-2
    24 April 2011
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    1.1-3
    19 January 2012
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    1.1-4
    26 May 2012
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    1.1-5
    17 September 2012
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    1.1-6
    13 January 2013
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    1.1-7
    11 December 2014
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    1.1-8
    16 December 2014
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    1.1-9
    7 July 2015
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    1.1-10
    22 July 2015
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    1.2-0
    9 March 2016
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    1.2-1
    10 May 2016
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    1.2-2
    13 July 2016
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    2.0-0
    12 November 2016
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    2.1-0
    9 February 2017
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    2.1-1
    6 May 2017
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    2.2-0
    7 January 2018
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    2.3-0
    7 February 2018
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    2.3-1
    19 March 2018
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    2.3-2
    25 July 2019
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    2.3-3
    4 December 2019
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    3.0-0
    5 June 2020
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    3.1-0
    6 January 2021
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    3 February 2021
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    3.1-2
    31 March 2021
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    3.1-3
    28 May 2021
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    31 May 2021
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    3.2-0
    5 October 2021
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    24 January 2022
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    28 March 2022
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    3.3-0
    16 July 2022
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    3.3-1
    28 October 2022
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    24 October 2023
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    3.3-4
    8 November 2023
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    8 November 2023
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    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 size and frequency: 23 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. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.
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    Identifiers