ReIns

MaRDI QIDQ37462swMATHCRANFDO

Authors Roel Verbelen, Tom Reynkens

Last update 3 November 2023

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

Software version identifier 1.0.12, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0.6, 1.0.7, 1.0.8, 1.0.9, 1.0.10, 1.0.11, 1.0.13, 1.0.14

Official website https://cran.r-project.org/web/packages/ReIns/index.html

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

Description

Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.

Cited in

(35)

• Reinsurance. Actuarial and statistical aspects
• Compound unimodal distributions for insurance losses
• tea
• RTDE
• evd
• SMPracticals
• DBKGrad
• qrmtools
• futureheatwaves
• hkevp
• MCMC4Extremes
• extremogram
• eva
• VaRES
• evmix
• ExtremalDep
• evt0
• fCopulae
• CompLognormal
• insuranceData
• ltmix
• matrixdist
• extremefit
• OpVaR
• mvPot
• Phase-type distributions for claim severity regression modeling
• extremeStat
• extremis
• lax
• RWsearch
• ptsuite
• ExtremeRisks
• RobExtremes
• egpd4gamlss
• On automatic bias reduction for extreme expectile estimation

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