r-actuar 3.0-0 Actuarial functions and heavy tailed distributions
This package provides 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. It boasts support for many additional probability distributions to model insurance loss amounts and loss frequency: 19 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. It also supports phase-type distributions commonly used to compute ruin probabilities.
- Website: https://gitlab.com/vigou3/actuar
- License: GPL 2+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux