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 22 articles , 3 standard articles )

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  1. Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard: \textttSynthETIC: an individual insurance claim simulator with feature control (2021)
  2. Bulinskaya, Ekaterina; Shigida, Boris: Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period (2021)
  3. Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu: On fitting dependent nonhomogeneous loss models to unearned premium risk (2021)
  4. Denuit, Michel: Size-biased risk measures of compound sums (2020)
  5. Denuit, Michel: Investing in your own and peers’ risks: the simple analytics of P2P insurance (2020)
  6. Abu Bakar, S. A.; Nadarajah, S.: Risk measure estimation under two component mixture models with trimmed data (2019)
  7. Chen, Ying-Ju; Miljkovic, Tatjana: From grouped to de-grouped data: a new approach in distribution fitting for grouped data (2019)
  8. Denuit, Michel: Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines (2019)
  9. Abu Bakar, S. A.; Hamzah, N. A.; Maghsoudi, M.; Nadarajah, S.: Modeling loss data using composite models (2015)
  10. Marie Delignette-Muller; Christophe Dutang: fitdistrplus: An R Package for Fitting Distributions (2015) not zbMATH
  11. Nadarajah, S.; Bakar, S. A. A.: New composite models for the Danish fire insurance data (2014)
  12. Peter Ruckdeschel; Matthias Kohl: General Purpose Convolution Algorithm in S4 Classes by Means of FFT (2014) not zbMATH
  13. Slud, Eric V.; Suntornchost, Jiraphan: Parametric survival densities from phase-type models (2014)
  14. Giorgio Spedicato: The lifecontingencies Package: Performing Financial and Actuarial Mathematics Calculations in R (2013) not zbMATH
  15. Marshall, Adele H.; Zenga, Mariangela: Experimenting with the Coxian phase-type distribution to uncover suitable fits (2012)
  16. 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)
  17. Goulet, Vincent: Computation of the aggregate claim amount distribution using R and \textbfactuar (2010)
  18. Matthias Kohl; Peter Ruckdeschel: R Package distrMod: S4 Classes and Methods for Probability Models (2010) not zbMATH
  19. Belhadj, Hassine; Goulet, Vincent; Ouellet, Tommy: On parameter estimation in hierarchical credibility (2009)
  20. Christophe Dutang; Vincent Goulet; Mathieu Pigeon: actuar: An R Package for Actuarial Science (2008) not zbMATH

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