actuar

MaRDI QIDQ18217swMATHCRANFDO

Authors Ross Ihaka, Vincent Goulet, The R Foundation, Jeffrey A. Ryan, R Development Core Team, Christophe Dutang, Robert Gentleman, Mathieu Pigeon

Last update 8 November 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 3.3-2, 0.1-2, 0.1-3, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-6, 0.9-7, 1.0-0, 1.0-1, 1.0-2, 1.1-0, 1.1-1, 1.1-2, 1.1-3, 1.1-4, 1.1-5, 1.1-6, 1.1-7, 1.1-8, 1.1-9, 1.1-10, 1.2-0, 1.2-1, 1.2-2, 2.0-0, 2.1-0, 2.1-1, 2.2-0, 2.3-0, 2.3-1, 2.3-2, 2.3-3, 3.0-0, 3.1-0, 3.1-1, 3.1-2, 3.1-3, 3.1-4, 3.2-0, 3.2-1, 3.2-2, 3.3-0, 3.3-1, 3.3-3, 3.3-4

Official website http://cran.r-project.org/web/packages/actuar/

Source code repository https://github.com/cran/actuar

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 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>.

Cites work

• Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications
• actuar: An R Package for Actuarial Science

Described by source

• On parameter estimation in hierarchical credibility
• Simulation of compound hierarchical models in R

Cited in

(73)

• A Simple and Effective Inequality Measure
• Characterizations of non-normalized discrete probability distributions and their application in statistics
• Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
• New composite models for the Danish fire insurance data
• Risk measure estimation under two component mixture models with trimmed data
• Computation of the Aggregate Claim Amount Distribution Using R and Actuar
• Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period
• Experimenting with the Coxian phase-type distribution to uncover suitable fits
• Modeling loss data using composite models
• Size-biased risk measures of compound sums
• XploRe
• gbs
• RandVar
• ROptEst
• R.oo
• distrMod
• distr
• RobAStBase
• HYDRA
• Kpc-toolbox
• SuppDists
• ChainLadder
• DCL
• bbmle
• modeest
• SMPracticals
• zipfR
• vrtest
• episensr
• fitdistrplus
• extraDistr
• cplm
• Lmoments
• CompLognormal
• lifecontingencies
• alphastable
• matrixdist
• gendist
• stratifyR
• SynthETIC
• proteus
• eoa3
• FMAdist
• teachingApps
• TidyDensity
• robmixglm
• expint
• PTSR
• GofCens
• BTSPAS
• fitur
• OpVaR
• orders
• mbbefd
• RobExtremes
• kendallRandomWalks
• AnnuityRIR
• CompDist
• survstan
• PhaseTypeR
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
• ReliabilityTheory
• rQCC
• bibs
• \texttt{SynthETIC}: an individual insurance claim simulator with feature control
• CompPareto
• On a fuzzy discretization of continuous distributions with applications to risk models
• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• Modelling Earthquakes: Characterizing Magnitudes and Inter-Arrival Times
• Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
• Parametric survival densities from phase-type models
• From grouped to de-grouped data: a new approach in distribution fitting for grouped data
• Investing in your own and peers' risks: the simple analytics of P2P insurance

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