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Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

MBBEFD provides additional distributions to R, such as the MBBEFD and shifted truncated Pareto as well as functions to handle destruction rate models.

The distributions and models of the mbbefd package are particular popular for understanding and pricing risk in general insurance and reinsurance and are used for exposure rating, benchmarking and curve fitting.

Install the current release from CRAN:

install.packages('mbbefd')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/mbbefd')

Citation

If you use mbbefd, you should cite: Christophe Dutang, Giorgio Spedicato (2023). mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling. R package.

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Version

Install

install.packages('mbbefd')

Monthly Downloads

458

Version

0.8.11

License

GPL-2

Issues

Pull Requests

Stars

Forks

Maintainer

Christophe Dutang

Last Published

August 28th, 2023

Functions in mbbefd (0.8.11)

swissRe

Swiss Re exposure curve generation function
mbbefd-distr

The MBBEFD distribution (two parametrizations)
oigbeta

One-inflated generalized beta of the first kind (GB1)) distribution
oiunif

One-inflated uniform distribution
asiacomrisk

Large commercial risks in Asia-Pacific
oidistribution

One-inflated distributions
gbeta

The generalized Beta of the first kind Distribution
stpareto

The shifted truncated Pareto distribution
beaonre

AON Re Belgian dataset
oibeta

One-inflated beta distribution
bootDR

Bootstrap simulation of destruction rate models
oistpareto

One-inflated shifted truncated pareto distribution
eecf

Empirical Exposure Curve Function
exposureCurve

Exposure curves for the beta and the uniform distributions.
graph-eccomp

Graphical comparison of multiple fitted distributions
g2a

Get a parameter known g and b
etl

Empirical total loss
mbbefd-package

tools:::Rd_package_title("mbbefd")
lossalae

General Liability Claims
fitDR

Fit of destruction rate models
itagradescore

Italian grade scores