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univar

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 size and
frequency: 23 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.

Vincent Goulet

actuar

Actuarial Functions and Heavy Tailed Distributions

S<c3><a9>bastien Auclair

Christophe Dutang

Nicholas Langevin

Xavier Milhaud

Tommy Ouellet

Alexandre Parent

Mathieu Pigeon

Louis-Philippe Pouliot

Jeffrey A. Ryan

Robert Gentleman

Ross Ihaka

 R Core Team

 R Foundation

VaR function

Value at Risk — VaR

Value at Risk

VaR: Value at Risk

Description

Usage

Arguments

Value

Details

See Also