actuar

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)


References in zbMATH (referenced in 12 articles , 2 standard articles )

Showing results 1 to 12 of 12.
Sorted by year (citations)

  1. Abu Bakar, S. A.; Hamzah, N. A.; Maghsoudi, M.; Nadarajah, S.: Modeling loss data using composite models (2015)
  2. Marie Delignette-Muller; Christophe Dutang: fitdistrplus: An R Package for Fitting Distributions (2015) not zbMATH
  3. Nadarajah, S.; Bakar, S. A. A.: New composite models for the Danish fire insurance data (2014)
  4. Peter Ruckdeschel; Matthias Kohl: General Purpose Convolution Algorithm in S4 Classes by Means of FFT (2014) not zbMATH
  5. Slud, Eric V.; Suntornchost, Jiraphan: Parametric survival densities from phase-type models (2014)
  6. Giorgio Spedicato: The lifecontingencies Package: Performing Financial and Actuarial Mathematics Calculations in R (2013) not zbMATH
  7. Marshall, Adele H.; Zenga, Mariangela: Experimenting with the Coxian phase-type distribution to uncover suitable fits (2012)
  8. 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)
  9. Matthias Kohl; Peter Ruckdeschel: R Package distrMod: S4 Classes and Methods for Probability Models (2010) not zbMATH
  10. Belhadj, Hassine; Goulet, Vincent; Ouellet, Tommy: On parameter estimation in hierarchical credibility (2009)
  11. Christophe Dutang; Vincent Goulet; Mathieu Pigeon: actuar: An R Package for Actuarial Science (2008) not zbMATH
  12. Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel: Modern actuarial risk theory. Using R (2008)