actuar
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. Main reference: doi:10.18637/jss.v025.i07. Implementation of the Feller-Pareto family of distributions: doi:10.18637/jss.v103.i06.
- Version3.3-5
- R versionR (≥ 4.1.0)
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- actuar citation info
- Last release01/09/2025
Documentation
- VignetteIntroduction to actuar
- VignetteComplete formulas used by coverage
- VignetteCredibility theory
- VignetteAdditional continuous and discrete distributions
- VignetteLoss distributions modeling
- VignetteRisk and ruin theory
- VignetteSimulation of insurance data
- MaterialNEWS
- In ViewsActuarialScience
- In ViewsDistributions
- In ViewsFinance
Team
Vincent Goulet
MaintainerShow author detailsRobert Gentleman
Show author detailsRolesAuthorXavier Milhaud
Show author detailsRolesContributorWalter Garcia-Fontes
Show author detailsRolesContributorChristophe Dutang
Show author detailsRolesAuthorR Core Team
Tommy Ouellet
Show author detailsRolesContributorMathieu Pigeon
Show author detailsRolesAuthorJeffrey A. Ryan
Show author detailsRolesAuthorSébastien Auclair
Show author detailsRolesContributorR Foundation
Show author detailsRolesAuthorLouis-Philippe Pouliot
Show author detailsRolesContributorNicholas Langevin
Show author detailsRolesContributorRoss Ihaka
Show author detailsRolesAuthorAlexandre Parent
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 12,707 times in the last 30 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 510 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 231,769 times in the last 365 days. This is the kind of download count that makes grant committees nod approvingly. A job well done, even the stoic reviewers might be impressed! The day with the most downloads was Oct 17, 2024 with 1,625 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports1 package
- Suggests1 package
- Linking To1 package
- Reverse Depends2 packages
- Reverse Imports21 packages
- Reverse Suggests18 packages