Package: actuar 3.3-4

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 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>.

Authors:Vincent Goulet [cre, aut], Sébastien Auclair [ctb], Christophe Dutang [aut], Walter Garcia-Fontes [ctb], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb], Jeffrey A. Ryan [aut], Robert Gentleman [aut], Ross Ihaka [aut], R Core Team [aut], R Foundation [aut]

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Bug tracker:https://gitlab.com/vigou3/actuar

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249 exports 11 stars 4.44 score 1 dependencies 35 dependents 3 mentions 680 scripts 12.8k downloads

Last updated 11 months agofrom:65529b117e. Checks:ERROR: 1 WARNING: 8. Indexed: yes.

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Dependencies:expint