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actuar (version 0.9-3)

Actuarial functions

Description

Collection of functions and data sets related to actuarial science applications, mostly loss distributions, credibility theory and risk theory, for the moment.

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Version

Install

install.packages('actuar')

Monthly Downloads

12,584

Version

0.9-3

License

GPL version 2 or newer

Maintainer

Vincent Goulet

Last Published

January 9th, 2025

Functions in actuar (0.9-3)

InverseGamma

The Inverse Gamma Distribution
Pareto

The Pareto Distribution
LognormalMoments

Raw and Limited Moments of the Lognormal Distribution
BetaMoments

Raw and Limited Moments of the Beta Distribution
InverseWeibull

The Inverse Weibull Distribution
GeneralizedBeta

The Generalized Beta Distribution
InverseBurr

The Inverse Burr Distribution
Paralogistic

The Paralogistic Distribution
ExponentialMoments

Raw and Limited Moments of the Exponential Distribution
Burr

The Burr Distribution
InverseTransformedGamma

The Inverse Transformed Gamma Distribution
InverseParalogistic

The Inverse Paralogistic Distribution
Loggamma

The Loggamma Distribution
InversePareto

The Inverse Pareto Distribution
mean.grouped.data

Arithmetic Mean
Extract.grouped.data

Extract or Replace Parts of a Grouped Data Object
hachemeister

Hachemeister data set
GeneralizedPareto

The Generalized Pareto Distribution
Loglogistic

The Loglogistic Distribution
simpf

Simulation of a portfolio of data
TransformedBeta

The Transformed Beta Distribution
unroll

Display a Two-Dimension Version of a Matrix of Vectors
InverseExponential

The Inverse Exponential Distribution
aggregateDist

Aggregate Claim Amount Distribution
cm

Hierarchical Credibility Models
TransformedGamma

The Transformed Gamma Distribution
discretize

Discretization of a Continuous Distribution
grouped.data

Grouped data
bstraub

Buhlmann-Straub Credibility Model
quantile.aggregateDist

Quantiles of Aggregate Claim Amount Distribution
elev

Empirical Limited Expected Value
hist.grouped.data

Histogram for grouped data
emm

Empirical Moments
simpf.summaries

Summary Statistics of a Portfolio
severity

Manipulation of Individual Claim Amounts
gdental

Grouped dental claims data set
coverage

Density and Cumulative Distribution Function for Modified Data
ogive

Ogive for grouped data
mde

Minimum Distance Estimation
WeibullMoments

Raw and Limited Moments of the Weibull Distribution
dental

Individual dental claims data set
GammaMoments

Raw and Limited Moments of the Gamma Distribution
SingleParameterPareto

The Single-parameter Pareto Distribution