Various actuarial science functionalities, mostly in the fields of loss distributions, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory. The package also features 17 probability laws commonly used in insurance, mostly heavy tailed distributions.
| Version: | 1.1-10 |
| Depends: | R (≥ 2.6.0) |
| Imports: | stats, graphics |
| Suggests: | MASS |
| Published: | 2015-07-22 |
| Author: | Vincent Goulet, Sébastien Auclair, Christophe Dutang, Xavier Milhaud, Tommy Ouellet, Louis-Philippe Pouliot, Mathieu Pigeon |
| Maintainer: | Vincent Goulet <vincent.goulet at act.ulaval.ca> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | actuar citation info |
| Materials: | NEWS |
| In views: | Distributions, Finance |
| CRAN checks: | actuar results |
| Reference manual: | actuar.pdf |
| Vignettes: |
Introduction to actuar Complete formulas used by coverage Credibility theory Loss distributions modeling Risk and ruin theory Simulation of compound hierarchical models |
| Package source: | actuar_1.1-10.tar.gz |
| Windows binaries: | r-devel: actuar_1.1-10.zip, r-release: actuar_1.1-10.zip, r-oldrel: actuar_1.1-10.zip |
| OS X Snow Leopard binaries: | r-release: actuar_1.1-10.tgz, r-oldrel: actuar_1.1-8.tgz |
| OS X Mavericks binaries: | r-release: actuar_1.1-10.tgz |
| Old sources: | actuar archive |
| Reverse depends: | ActuDistns, lbiassurv, mbbefd, mombf |
| Reverse imports: | BTSPAS, ChainLadder, eggCounts, ReliabilityTheory |
| Reverse suggests: | fitdistrplus, GeneralizedHyperbolic, HyperbolicDist, IPSUR, PhaseType |