Learn R Programming

⚠️There's a newer version (3.3-5) of this package.Take me there.

actuar (version 0.9-7)

Actuarial functions

Description

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

Copy Link

Version

Install

install.packages('actuar')

Monthly Downloads

12,584

Version

0.9-7

License

GPL (>= 2)

Maintainer

Vincent Goulet

Last Published

January 9th, 2025

Functions in actuar (0.9-7)

TransformedBeta

The Transformed Beta Distribution

Conditional Tail Expectation

Aggregate Claim Amount Distribution

Extract.grouped.data

Extract or Replace Parts of a Grouped Data Object

The Inverse Burr Distribution

LognormalMoments

Raw and Limited Moments of the Lognormal Distribution

Moments and Moment generating function of the Normal Distribution

The Inverse Weibull Distribution

SingleParameterPareto

The Single-parameter Pareto Distribution

Probability of Ruin

InverseParalogistic

The Inverse Paralogistic Distribution

The Loglogistic Distribution

TransformedGamma

The Transformed Gamma Distribution

Minimum Distance Estimation

Grouped dental claims data set

Raw and Limited Moments of the Beta Distribution

Ogive for grouped data

Raw and Limited Moments of the Weibull Distribution

Hachemeister data set

The Loggamma Distribution

The Pareto Distribution

Manipulation of Individual Claim Amounts

Display a Two-Dimension Version of a Matrix of Vectors

InverseTransformedGamma

The Inverse Transformed Gamma Distribution

GeneralizedPareto

The Generalized Pareto Distribution

Empirical Limited Expected Value

The Inverse Gamma Distribution

Credibility Models

Moments and Moment Generating Function of the Gamma Distribution

Discretization of a Continuous Distribution

Adjustment coefficient

Individual dental claims data set

Empirical Moments

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

Moments and Moment Generating Function of the Uniform Distribution

Simulation of a portfolio of data

ExponentialSupp

Moments and Moment Generating Function of the Exponential Distribution

The Inverse Pareto Distribution

The Phase-type Distribution

The Burr Distribution

The Paralogistic Distribution

GeneralizedBeta

The Generalized Beta Distribution

InverseExponential

The Inverse Exponential Distribution

hist.grouped.data

Histogram for grouped data

Buhlmann-Straub Credibility Model

simul.summaries

Summary Statistics of a Portfolio

quantile.aggregateDist

Quantiles of Aggregate Claim Amount Distribution

Density and Cumulative Distribution Function for Modified Data

Moments and Moment Generating Function of the Inverse Gaussian Distribution

mean.grouped.data

Arithmetic Mean