actuar: Actuarial functions , Additional actuarial science functionality, 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 new probability laws commonly used in insurance, most notably heavy tailed distributions. (Source: http://cran.r-project.org/web/packages)
Keywords for this software
References in zbMATH (referenced in 4 articles , 1 standard article )
Showing results 1 to 4 of 4.
- Abu Bakar, S.A.; Hamzah, N.A.; Maghsoudi, M.; Nadarajah, S.: Modeling loss data using composite models (2015)
- Marshall, Adele H.; Zenga, Mariangela: Experimenting with the Coxian phase-type distribution to uncover suitable fits (2012)
- Ozkok, Erengul; Streftaris, George; Waters, Howard R.; Wilkie, A.David: Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model (2012)
- Belhadj, Hassine; Goulet, Vincent; Ouellet, Tommy: On parameter estimation in hierarchical credibility (2009)