bootruin: A bootstrap test for the probability of ruin in the classical risk process

This package provides a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

Version: 1.2-1
Published: 2014-05-29
Author: Benjamin Baumgartner, Riccardo Gatto
Maintainer: Benjamin Baumgartner <benjamin at baumgrt.com>
License: AGPL-3
NeedsCompilation: yes
Citation: bootruin citation info
CRAN checks: bootruin results

Downloads:

Reference manual: bootruin.pdf
Package source: bootruin_1.2-1.tar.gz
Windows binaries: r-devel: bootruin_1.2-1.zip, r-release: bootruin_1.2-1.zip, r-oldrel: bootruin_1.2-1.zip
OS X Snow Leopard binaries: r-release: bootruin_1.2-1.tgz, r-oldrel: bootruin_1.2-1.tgz
OS X Mavericks binaries: r-release: bootruin_1.2-1.tgz
Old sources: bootruin archive