Additional actuarial science functionality, mostly in the fields of loss distributions, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory. The package also features 17 new probability laws commonly used in insurance, most notably heavy tailed distributions.
| Version: | 1.1-3 |
| Depends: | R (≥ 2.6.0) |
| Imports: | stats, graphics |
| Suggests: | MASS |
| Published: | 2012-01-19 |
| Author: | Vincent Goulet, Sébastien Auclair, Christophe Dutang, Xavier Milhaud, Tommy Ouellet, Louis-Philippe Pouliot, Mathieu Pigeon |
| Maintainer: | Vincent Goulet <vincent.goulet at act.ulaval.ca> |
| License: | GPL (≥ 2) |
| Citation: | actuar citation info |
| In views: | Distributions, Finance |
| CRAN checks: | actuar results |
| Package source: | actuar_1.1-3.tar.gz |
| MacOS X binary: | actuar_1.1-3.tgz |
| Windows binary: | actuar_1.1-3.zip |
| Reference manual: | actuar.pdf |
| Vignettes: |
Introduction to actuar Complete formulas used by coverage Credibility theory Loss distributions modeling Risk and ruin theory Simulation of compound hierarchical models |
| News/ChangeLog: | NEWS |
| Old sources: | actuar archive |
| Reverse depends: | BTSPAS, ChainLadder, distrEx, mombf |
| Reverse suggests: | GeneralizedHyperbolic, HyperbolicDist, IPSUR, PhaseType |