actuar
swMATH6079CRANactuarMaRDI QIDQ18217FDOQ18217
Actuarial Functions and Heavy Tailed Distributions
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
Source code repository: https://github.com/cran/actuar
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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