# Jonathan Rougier

#### tensor

cran
99.99th

Percentile

The tensor product of two arrays is notionally an outer product of the arrays collapsed in specific extents by summing along the appropriate diagonals.

#### Oarray

cran
99.99th

Percentile

Generalise the starting point of the array index.

#### tailloss

cran
99.99th

Percentile

Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.