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mbbefd (version 0.7)

Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Description

Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignettes show code snippets to fit the distribution to empirical data.

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Install

install.packages('mbbefd')

Monthly Downloads

340

Version

0.7

License

GPL-2

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Repository

http://github.com/spedygiorgio/mbbefd

Maintainer

Giorgio Spedicato

Last Published

May 5th, 2015

Functions in mbbefd (0.7)

eecf

Empirical Exposure Curve Function

mbbefd-distr

The MBBEFD distribution (two parametrizations)

etl

Empirical total loss

oistpareto

One-inflated shifted truncated pareto distribution

oiunif

One-inflated uniform distribution

rstpareto

The shifted truncated Pareto distribution

oidistribution

One-inflated distributions

g2a

Get a parameter known g and b

mbbefd-package

MBBEFD distribution and exposure curve

oibeta

One-inflated beta distribution

mbbefdExposure

MBBEFD exposure curves and its derivative

swissRe

Swiss Re exposure curve generation function