# 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 No Results!

## Vignettes of actuar

 Name actuar.Rnw actuar.bib coverage.Rnw credibility.Rnw distributions.Rnw framed.sty modeling.Rnw risk.Rnw simulation.Rnw No Results!