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actuar (version 3.3-4)

Actuarial Functions and Heavy Tailed Distributions

Description

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. Main reference: . Implementation of the Feller-Pareto family of distributions: .

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Version

Install

install.packages('actuar')

Monthly Downloads

35,180

Version

3.3-4

License

GPL (>= 2)

Maintainer

Last Published

November 8th, 2023

Functions in actuar (3.3-4)

InverseWeibull

The Inverse Weibull Distribution
Gumbel

The Gumbel Distribution
InverseGaussian

The Inverse Gaussian Distribution
Logarithmic

The Logarithmic Distribution
InverseParalogistic

The Inverse Paralogistic Distribution
InverseBurr

The Inverse Burr Distribution
InverseTransformedGamma

The Inverse Transformed Gamma Distribution
InversePareto

The Inverse Pareto Distribution
InverseExponential

The Inverse Exponential Distribution
InverseGamma

The Inverse Gamma Distribution
Pareto3

The Pareto III Distribution
PhaseType

The Phase-type Distribution
Paralogistic

The Paralogistic Distribution
Pareto4

The Pareto IV Distribution
Loglogistic

The Loglogistic Distribution
Pareto

The Pareto Distribution
Pareto2

The Pareto II Distribution
Loggamma

The Loggamma Distribution
NormalSupp

Moments and Moment generating function of the Normal Distribution
SingleParameterPareto

The Single-parameter Pareto Distribution
LognormalMoments

Raw and Limited Moments of the Lognormal Distribution
WeibullMoments

Raw and Limited Moments of the Weibull Distribution
TransformedBeta

The Transformed Beta Distribution
PoissonInverseGaussian

The Poisson-Inverse Gaussian Distribution
TransformedGamma

The Transformed Gamma Distribution
ZeroModifiedGeometric

The Zero-Modified Geometric Distribution
UniformSupp

Moments and Moment Generating Function of the Uniform Distribution
ZeroModifiedBinomial

The Zero-Modified Binomial Distribution
ZeroModifiedLogarithmic

The Zero-Modified Logarithmic Distribution
VaR

Value at Risk
actuar-package

tools:::Rd_package_title("actuar")
ZeroTruncatedBinomial

The Zero-Truncated Binomial Distribution
ZeroTruncatedGeometric

The Zero-Truncated Geometric Distribution
ZeroModifiedPoisson

The Zero-Modified Poisson Distribution
ZeroModifiedNegativeBinomial

The Zero-Modified Negative Binomial Distribution
adjCoef

Adjustment Coefficient
ZeroTruncatedNegativeBinomial

The Zero-Truncated Negative Binomial Distribution
ZeroTruncatedPoisson

The Zero-Truncated Poisson Distribution
aggregateDist

Aggregate Claim Amount Distribution
betaint

The “Beta Integral”
dental

Individual Dental Claims Data Set
hachemeister

Hachemeister Data Set
elev

Empirical Limited Expected Value
gdental

Grouped Dental Claims Data Set
cm

Credibility Models
discretize

Discretization of a Continuous Distribution
coverage

Density and Cumulative Distribution Function for Modified Data
emm

Empirical Moments
hist.grouped.data

Histogram for Grouped Data
rmixture

Simulation from Discrete Mixtures
quantile.grouped.data

Quantiles of Grouped Data
grouped.data

Grouped data
rcompound

Simulation from Compound Models
rcomphierarc

Simulation from Compound Hierarchical Models
rcomphierarc.summaries

Summary Statistics of a Portfolio
mde

Minimum Distance Estimation
mean.grouped.data

Arithmetic Mean
unroll

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

Manipulation of Individual Claim Amounts
ogive

Ogive for Grouped Data
quantile.aggregateDist

Quantiles of Aggregate Claim Amount Distribution
var

Variance and Standard Deviation
ruin

Probability of Ruin
BetaMoments

Raw and Limited Moments of the Beta Distribution
GammaSupp

Moments and Moment Generating Function of the Gamma Distribution
GeneralizedPareto

The Generalized Pareto Distribution
CTE

Conditional Tail Expectation
FellerPareto

The Feller Pareto Distribution
GeneralizedBeta

The Generalized Beta Distribution
Burr

The Burr Distribution
ExponentialSupp

Moments and Moment Generating Function of the Exponential Distribution
Extract.grouped.data

Extract or Replace Parts of a Grouped Data Object
ChisqSupp

Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution