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ReIns (version 1.0.16)

Functions from "Reinsurance: Actuarial and Statistical Aspects"

Description

Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels .

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Install

install.packages('ReIns')

Monthly Downloads

553

Version

1.0.16

License

GPL (>= 2)

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Repository

https://github.com/TReynkens/ReIns

Maintainer

Tom Reynkens

Last Published

February 27th, 2026

Functions in ReIns (1.0.16)

Kaplan-Meier estimator

Bias-reduced MLE (Quantile view)

The generalised Pareto distribution

LognormalQQ_der

Derivative plot of the log-normal QQ-plot

Mean excess function

Mean excess function using Turnbull estimator

Moment estimator

The Pareto distribution

Log-normal quantile plot

Fit GPD using MLE

Least Squares tail estimator

Estimator of small tail probability in regression

Estimator of small exceedance probabilities and large return periods using MOM

Mixed Erlang fit

Second order refined Weissman estimator of extreme quantiles (QV)

Weissman estimator of extreme quantiles

Estimator of small exceedance probabilities and large return periods using EPD

Weissman estimator of small exceedance probabilities and large return periods

Estimator of extreme quantiles using GPD-MLE

Estimator of extreme quantiles using generalised Hill

Pareto quantile plot

Derivative plot of the Pareto QQ-plot

Estimator of small exceedance probabilities and large return periods using generalised Hill

Estimator of small exceedance probabilities and large return periods using GPD-MLE

Bias-reduced scale estimator using second order Hill estimator

Splicing of mixed Erlang and GPD using POT-MLE

Plot of fitted and empirical survival function

Estimator of extreme quantiles in regression

Estimator of extreme quantiles using MOM

Spliced distribution

LL-plot with fitted and empirical survival function

LL-plot with fitted and Turnbull survival function

Scale estimator in regression

Bias-reduced scale estimator using EPD estimator

Splicing quantile plot using Turnbull estimator

Splicing quantile plot

Plot of fitted and Turnbull survival function

Turnbull estimator

SpliceFitPareto

Splicing of mixed Erlang and Pareto

SpliceFiticPareto

Splicing of mixed Erlang and Pareto for interval censored data

Hill estimator for right censored data

Log-normal quantile plot for right censored data

Weibull quantile plot

Estimator of small exceedance probabilities and large return periods using censored generalised Hill

VaR of splicing fit

Estimator of small exceedance probabilities and large return periods using censored GPD-MLE

Estimator of small exceedance probabilities and large return periods using censored MOM

PP-plot with fitted and empirical survival function

Scale estimator

Estimator of large quantiles using censored MOM

Derivative plot of the Weibull QQ-plot

Estimator of large quantiles using censored Hill

Pareto quantile plot for right censored data

Weibull quantile plot for right censored data

Estimator of large quantiles using censored GPD-MLE

Hill estimator for interval censored data

MOM estimator for right censored data

PP-plot with fitted and Turnbull survival function

Pareto quantile plot for interval censored data

Conditional Pareto quantile plot for right censored data

Non-parametric estimator of conditional survival function

EPD estimator for right censored data

The truncated generalised Pareto distribution

Generalised Hill estimator for right censored data

The truncated Pareto distribution

Estimator of small exceedance probabilities and large return periods using censored EPD

Estimator of small exceedance probabilities and large return periods using censored Hill

GPD-ML estimator for right censored data

Exponential quantile plot for right censored data

Estimator of large quantiles using censored Hill

Classical estimators for the CDF

Norwegian fire insurance data

SOA Group Medical Insurance Large Claims Database

The truncated Frechet distribution

The truncated exponential distribution

The truncated log-normal distribution

Generalised Hill estimator

The truncated Weibull distribution

Non-parametric estimators of the STDF

Generalised quantile plot

The truncated Burr distribution

Estimator of endpoint

Estimator of endpoint

Estimator of large quantiles using truncated MLE

Test for truncated Pareto-type tails

Estimator of small exceedance probabilities using truncated Hill

Truncated Pareto quantile plot

Test for truncated GPD tails

Hill estimator for upper truncated data

Edgeworth approximation

Truncation odds

Estimator of large quantiles using truncated Hill

Truncation odds

Gram-Charlier approximation

Hill-type estimator for the conditional EVI

MLE estimator for upper truncated data

Estimator of small exceedance probabilities using truncated MLE

Conditional Tail Expectation

Fit EPD using MLE

Estimates for excess-loss premiums using EPD estimates

Estimates for excess-loss premiums using a Pareto model

Estimates for excess-loss premiums using GPD-MLE estimates

Estimates for excess-loss premiums using splicing

The Burr distribution

GPD residual plot

Extended Pareto

The Extended Pareto Distribution

Exponential quantile plot

Select optimal threshold for Hill estimator

GPD-ML estimator

The Frechet distribution