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RcmdrPlugin.RiskDemo (version 3.3)

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

465

Version

3.3

License

GPL-2

Maintainer

Arto Luoma

Last Published

February 6th, 2026

Functions in RcmdrPlugin.RiskDemo (3.3)

Plotting time series related to COVID-19 testing

Forecasting new covid cases

Lee-Carter model fit for Finnish data

Population data on Finnish hospital districts

Plotting the effective reproduction number (R)

Yield curve parameter data

Computing the log-likelihood of the covid model

Computing stock prices

Computing expected returns and their covariance matrix

Solving Lund's exponent

Computing bond yields

Drawing forward and yield curves

Ruin probability computation with infinite time horizon

Computing bond prices

Kalman smoothing of the covid model

COVID-19 statistics

RcmdrPlugin.RiskDemo-internal

Internal RiskDemo objects

Bond price as a function of interest rate.

computeRuinFinite

Ruin probability computation with finite time horizon

drawPositiveRate

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

Confirmed COVID-19 cases in Finland

Plotting simulations of a surplus process

Plotting incidence curves of an epidemic

drawIncidenceFin

Plotting incidence curves of an epidemic with Finnish data

Portfolio optimization for an index model

Mortality data for Finland

RcmdrPlugin.RiskDemo-package

R Commander Plug-in for Risk Demonstration

Population forecasting

Efficient frontier and return distribution figures

Plotting epidemic statistics with Finnish data

Finnish mortality forecast

Plotting epidemic statistics