CRAN/E | actuar

actuar

Actuarial Functions and Heavy Tailed Distributions

Installation

About

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.

Citation actuar citation info
gitlab.com/vigou3/actuar
Bug report File report

Key Metrics

Version 3.3-4
R ≥ 4.1.0
Published 2023-11-08 259 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks actuar results

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Maintainer

Maintainer

Vincent Goulet

Authors

Vincent Goulet

cre / aut

Sébastien Auclair

ctb

Christophe Dutang

aut

Walter Garcia-Fontes

ctb

Nicholas Langevin

ctb

Xavier Milhaud

ctb

Tommy Ouellet

ctb

Alexandre Parent

ctb

Mathieu Pigeon

aut

Louis-Philippe Pouliot

ctb

Jeffrey A. Ryan

aut

(Package API)

Robert Gentleman

aut

(Parts of the R to C interface)

Ross Ihaka

aut

(Parts of the R to C interface)

R Core Team

aut

(Parts of the R to C interface)

R Foundation

aut

(Parts of the R to C interface)

Material

NEWS
Reference manual
Package source

In Views

ActuarialScience
Distributions
Finance

Vignettes

Introduction to actuar
Complete formulas used by coverage
Credibility theory
Additional continuous and discrete distributions
Loss distributions modeling
Risk and ruin theory
Simulation of insurance data

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

actuar archive

Depends

R ≥ 4.1.0

Imports

stats
graphics
expint

Suggests

MASS

LinkingTo

expint

Reverse Depends

GofCens
stratifyR

Reverse Imports

AnnuityRIR
BTSPAS
ChainLadder
CompDist
CompPareto
eoa3
episensr
fitur
FMAdist
kendallRandomWalks
mbbefd
OpVaR
orders
proteus
PTSR
RobExtremes
robmixglm
survstan
teachingApps
TidyDensity
univariateML

Reverse Suggests

actuaRE
ChIPsim
distributional
extraDistr
fitdistrplus
fitteR
flexmix
GeneralizedHyperbolic
GeoModels
HyperbolicDist
OneStep
PhaseType
PredictionR
raw
ruin
sageR
SPLICE
SynthETIC