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 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. Support for phase-type distributions commonly used to compute ruin probabilities.

Version: 2.3-1
Depends: R (≥ 3.3.0)
Imports: stats, graphics, expint
LinkingTo: expint
Suggests: MASS
Published: 2018-03-19
Author: Vincent Goulet [cre, aut], S├ębastien Auclair [ctb], Christophe Dutang [aut], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb]
Maintainer: Vincent Goulet <vincent.goulet at>
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
Additional continuous and discrete distributions
Loss distributions modeling
Risk and ruin theory
Simulation of insurance data
Package source: actuar_2.3-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: actuar_2.3-1.tgz, r-oldrel: actuar_2.3-1.tgz
Old sources: actuar archive

Reverse dependencies:

Reverse depends: lbiassurv, stratifyR
Reverse imports: AnnuityRIR, BTSPAS, ChainLadder, CompDist, episensr, fitur, kendallRandomWalks, mbbefd, OpVaR, ReliabilityTheory, teachingApps
Reverse suggests: extraDistr, fitdistrplus, fitteR, flexmix, GeneralizedHyperbolic, HyperbolicDist, PhaseType, raw


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