RcmdrPlugin.RiskDemo v1.9
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R Commander Plug-in for Risk Demonstration
R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory and demography.
Functions in RcmdrPlugin.RiskDemo
| Name | Description | |
| bondPrice | Computing bond prices | |
| computeRuin | Ruin probability computation with infinite time horizon | |
| solveLund | Solving Lund's exponent | |
| RcmdrPlugin.RiskDemo-internal | Internal RiskDemo objects | |
| RcmdrPlugin.RiskDemo-package | R Commander Plug-in for Risk Demonstration | |
| computeRuinFinite | Ruin probability computation with finite time horizon | |
| countries | Names of the countries in the Human Mortality Database | |
| params | Yield curve parameter data | |
| pop.pred | Population forecasting | |
| solveYield | Computing bond yields | |
| stock.price | Computing stock prices | |
| stockData | Stock data | |
| bondCurve | Drawing forward and yield curves | |
| bondFigure | Bond price as a function of interest rate. | |
| portfOptim | Portfolio optimization for an index model | |
| returns | Computing expected returns and their covariance matrix | |
| fin.fcast | Finnish mortality forecast | |
| fin.lca | Lee-Carter model fit for Finnish data | |
| countries.mort | Mortality data | |
| drawFigure | Efficient frontier and return distribution figures | |
| drawRuin | Plotting simulations of a surplus process | |
| fin | Mortality data for Finland | |
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Details
| Type | Package |
| Date | 2017-8-9 |
| License | GPL-2 |
| LazyData | no |
| LazyLoad | yes |
| NeedsCompilation | no |
| Packaged | 2017-08-09 14:17:24 UTC; arolluom |
| Repository | CRAN |
| Date/Publication | 2017-08-09 21:11:46 UTC |
| depends | demography , R (>= 2.10) , rgl |
| imports | Rcmdr |
| suggests | tkrplot |
| Contributors | Arto Luoma |
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[](http://www.rdocumentation.org/packages/RcmdrPlugin.RiskDemo)