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actuar (version 0.9-4)

Actuarial functions

Description

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

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Version

Install

install.packages('actuar')

Monthly Downloads

12,584

Version

0.9-4

License

GPL (>= 2)

Maintainer

Vincent Goulet

Last Published

January 9th, 2025

Functions in actuar (0.9-4)

InverseExponential

The Inverse Exponential Distribution
simpf.summaries

Summary Statistics of a Portfolio
Paralogistic

The Paralogistic Distribution
CTE

Conditional Tail Expectation
InversePareto

The Inverse Pareto Distribution
Loglogistic

The Loglogistic Distribution
WeibullMoments

Raw and Limited Moments of the Weibull Distribution
mde

Minimum Distance Estimation
emm

Empirical Moments
dental

Individual dental claims data set
TransformedGamma

The Transformed Gamma Distribution
InvGaussSupp

Moments and Moment Generating Function of the Inverse Gaussian Distribution
gdental

Grouped dental claims data set
GeneralizedBeta

The Generalized Beta Distribution
bstraub

Buhlmann-Straub Credibility Model
InverseWeibull

The Inverse Weibull Distribution
mean.grouped.data

Arithmetic Mean
BetaMoments

Raw and Limited Moments of the Beta Distribution
TransformedBeta

The Transformed Beta Distribution
SingleParameterPareto

The Single-parameter Pareto Distribution
InverseBurr

The Inverse Burr Distribution
UniformSupp

Moments and Moment Generating Function of the Uniform Distribution
InverseTransformedGamma

The Inverse Transformed Gamma Distribution
InverseParalogistic

The Inverse Paralogistic Distribution
severity

Manipulation of Individual Claim Amounts
NormalSupp

Moments and Moment generating function of the Normal Distribution
discretize

Discretization of a Continuous Distribution
ogive

Ogive for grouped data
cm

Hierarchical Credibility Models
simpf

Simulation of a portfolio of data
PhaseType

The Phase-type Distribution
adjCoef

Adjustment coefficient
ChisqSupp

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

Grouped data
GeneralizedPareto

The Generalized Pareto Distribution
Burr

The Burr Distribution
GammaSupp

Moments and Moment Generating Function of the Gamma Distribution
hist.grouped.data

Histogram for grouped data
LognormalMoments

Raw and Limited Moments of the Lognormal Distribution
hachemeister

Hachemeister data set
quantile.aggregateDist

Quantiles of Aggregate Claim Amount Distribution
Extract.grouped.data

Extract or Replace Parts of a Grouped Data Object
unroll

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

Value at Risk
Loggamma

The Loggamma Distribution
ExponentialSupp

Moments and Moment Generating Function of the Exponential Distribution
aggregateDist

Aggregate Claim Amount Distribution
elev

Empirical Limited Expected Value
coverage

Density and Cumulative Distribution Function for Modified Data
ruin

Probability of Ruin
InverseGamma

The Inverse Gamma Distribution
Pareto

The Pareto Distribution