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RcmdrPlugin.RiskDemo (version 3.2)

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, demography and epidemic.

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Version

Install

install.packages('RcmdrPlugin.RiskDemo')

Monthly Downloads

516

Version

3.2

License

GPL-2

Maintainer

Arto Luoma

Last Published

February 6th, 2024

Functions in RcmdrPlugin.RiskDemo (3.2)

Plotting the effective reproduction number (R)

Computing bond yields

Solving Lund's exponent

drawPositiveRate

Plotting the positive rate of COVID-19 tests or the tests per case

Drawing forward and yield curves

Plotting epidemic statistics with Finnish data

Population data on Finnish hospital districts

Bond price as a function of interest rate.

Efficient frontier and return distribution figures

Computing the log-likelihood of the covid model

Confirmed COVID-19 cases in Finland

Finnish mortality forecast

Plotting simulations of a surplus process

Plotting epidemic statistics

Yield curve parameter data

Lee-Carter model fit for Finnish data

Computing stock prices

Computing expected returns and their covariance matrix

Portfolio optimization for an index model

RcmdrPlugin.RiskDemo-package

R Commander Plug-in for Risk Demonstration

computeRuinFinite

Ruin probability computation with finite time horizon

RcmdrPlugin.RiskDemo-internal

Internal RiskDemo objects

Computing bond prices

Ruin probability computation with infinite time horizon

Kalman smoothing of the covid model

Forecasting new covid cases

COVID-19 statistics

Plotting incidence curves of an epidemic

drawIncidenceFin

Plotting incidence curves of an epidemic with Finnish data

Plotting time series related to COVID-19 testing

Mortality data for Finland

Population forecasting