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RcmdrPlugin.RiskDemo (version 1.9)

R Commander Plug-in for Risk Demonstration

Description

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.

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Version

Install

install.packages('RcmdrPlugin.RiskDemo')

Monthly Downloads

350

Version

1.9

License

GPL-2

Maintainer

Arto Luoma

Last Published

August 9th, 2017

Functions in RcmdrPlugin.RiskDemo (1.9)

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