actuar v3.0-0

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Actuarial Functions and Heavy Tailed Distributions

Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss size and frequency: 23 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities.

Functions in actuar

Name Description
CTE Conditional Tail Expectation
FellerPareto The Feller Pareto Distribution
GammaSupp Moments and Moment Generating Function of the Gamma Distribution
BetaMoments Raw and Limited Moments of the Beta Distribution
GeneralizedPareto The Generalized Pareto Distribution
GeneralizedBeta The Generalized Beta Distribution
Burr The Burr Distribution
Extract.grouped.data Extract or Replace Parts of a Grouped Data Object
ChisqSupp Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution
ExponentialSupp Moments and Moment Generating Function of the Exponential Distribution
InverseWeibull The Inverse Weibull Distribution
Loglogistic The Loglogistic Distribution
Loggamma The Loggamma Distribution
Logarithmic The Logarithmic Distribution
InverseTransformedGamma The Inverse Transformed Gamma Distribution
InversePareto The Inverse Pareto Distribution
UniformSupp Moments and Moment Generating Function of the Uniform Distribution
PhaseType The Phase-type Distribution
Pareto4 The Pareto IV Distribution
InverseGamma The Inverse Gamma Distribution
LognormalMoments Raw and Limited Moments of the Lognormal Distribution
InverseExponential The Inverse Exponential Distribution
InverseParalogistic The Inverse Paralogistic Distribution
InverseGaussian The Inverse Gaussian Distribution
Paralogistic The Paralogistic Distribution
InverseBurr The Inverse Burr Distribution
ZeroTruncatedBinomial The Zero-Truncated Binomial Distribution
VaR Value at Risk
Gumbel The Gumbel Distribution
Pareto2 The Pareto II Distribution
ZeroTruncatedNegativeBinomial The Zero-Truncated Negative Binomial Distribution
hachemeister Hachemeister Data Set
ZeroTruncatedGeometric The Zero-Truncated Geometric Distribution
PoissonInverseGaussian The Poisson-Inverse Gaussian Distribution
NormalSupp Moments and Moment generating function of the Normal Distribution
ZeroModifiedGeometric The Zero-Modified Geometric Distribution
grouped.data Grouped data
rcompound Simulation from Compound Models
WeibullMoments Raw and Limited Moments of the Weibull Distribution
Pareto3 The Pareto III Distribution
SingleParameterPareto The Single-parameter Pareto Distribution
Pareto The Pareto Distribution
TransformedBeta The Transformed Beta Distribution
ZeroModifiedBinomial The Zero-Modified Binomial Distribution
elev Empirical Limited Expected Value
betaint The “Beta Integral”
discretize Discretization of a Continuous Distribution
ZeroModifiedLogarithmic The Zero-Modified Logarithmic Distribution
TransformedGamma The Transformed Gamma Distribution
ZeroModifiedNegativeBinomial The Zero-Modified Negative Binomial Distribution
ruin Probability of Ruin
ZeroModifiedPoisson The Zero-Modified Poisson Distribution
dental Individual Dental Claims Data Set
quantile.aggregateDist Quantiles of Aggregate Claim Amount Distribution
adjCoef Adjustment Coefficient
rmixture Simulation from Discrete Mixtures
coverage Density and Cumulative Distribution Function for Modified Data
cm Credibility Models
severity Manipulation of Individual Claim Amounts
hist.grouped.data Histogram for Grouped Data
aggregateDist Aggregate Claim Amount Distribution
unroll Display a Two-Dimension Version of a Matrix of Vectors
ZeroTruncatedPoisson The Zero-Truncated Poisson Distribution
quantile.grouped.data Quantiles of Grouped Data
emm Empirical Moments
gdental Grouped Dental Claims Data Set
mean.grouped.data Arithmetic Mean
ogive Ogive for Grouped Data
mde Minimum Distance Estimation
simul.summaries Summary Statistics of a Portfolio
simul Simulation from Compound Hierarchical Models
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Vignettes of actuar

Name
actuar.Rnw
actuar.bib
coverage.Rnw
credibility.Rnw
distributions.Rnw
framed.sty
modeling.Rnw
risk.Rnw
simulation.Rnw
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Details

Type Package
Date 2020-06-04
LinkingTo expint
License GPL (>= 2)
URL https://gitlab.com/vigou3/actuar
BugReports https://gitlab.com/vigou3/actuar/issues
Encoding UTF-8
LazyData yes
Classification/MSC-2010 62P05, 91B30, 62G32
NeedsCompilation yes
Packaged 2020-06-05 03:29:47 UTC; vincent
Repository CRAN
Date/Publication 2020-06-05 05:20:06 UTC

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