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actuar (version 1.2-2)

Actuarial Functions and Heavy Tailed Distributions

Description

Various actuarial science functionalities, mostly in the fields of loss distributions, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory. The package also features 17 probability laws commonly used in insurance, mostly heavy tailed distributions.

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Version

Install

install.packages('actuar')

Monthly Downloads

12,584

Version

1.2-2

License

GPL (>= 2)

Maintainer

Vincent Goulet

Last Published

July 13th, 2016

Functions in actuar (1.2-2)

simul

Simulation from Compound Hierarchical Models
discretize

Discretization of a Continuous Distribution
severity

Manipulation of Individual Claim Amounts
dental

Individual Dental Claims Data Set
NormalSupp

Moments and Moment generating function of the Normal Distribution
GeneralizedPareto

The Generalized Pareto Distribution
InverseBurr

The Inverse Burr Distribution
GeneralizedBeta

The Generalized Beta Distribution
cm

Credibility Models
ExponentialSupp

Moments and Moment Generating Function of the Exponential Distribution
BetaMoments

Raw and Limited Moments of the Beta Distribution
emm

Empirical Moments
elev

Empirical Limited Expected Value
Burr

The Burr Distribution
InverseTransformedGamma

The Inverse Transformed Gamma Distribution
InverseWeibull

The Inverse Weibull Distribution
Loglogistic

The Loglogistic Distribution
ogive

Ogive for Grouped Data
VaR

Value at Risk
WeibullMoments

Raw and Limited Moments of the Weibull Distribution
InverseExponential

The Inverse Exponential Distribution
ChisqSupp

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

The Inverse Gamma Distribution
Extract.grouped.data

Extract or Replace Parts of a Grouped Data Object
UniformSupp

Moments and Moment Generating Function of the Uniform Distribution
PhaseType

The Phase-type Distribution
unroll

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

Raw and Limited Moments of the Lognormal Distribution
Paralogistic

The Paralogistic Distribution
hist.grouped.data

Histogram for Grouped Data
Pareto

The Pareto Distribution
TransformedBeta

The Transformed Beta Distribution
gdental

Grouped Dental Claims Data Set
GammaSupp

Moments and Moment Generating Function of the Gamma Distribution
CTE

Conditional Tail Expectation
TransformedGamma

The Transformed Gamma Distribution
hachemeister

Hachemeister Data Set
adjCoef

Adjustment Coefficient
quantile.aggregateDist

Quantiles of Aggregate Claim Amount Distribution
grouped.data

Grouped data
Loggamma

The Loggamma Distribution
aggregateDist

Aggregate Claim Amount Distribution
mde

Minimum Distance Estimation
InvGaussSupp

Moments and Moment Generating Function of the Inverse Gaussian Distribution
simul.summaries

Summary Statistics of a Portfolio
mean.grouped.data

Arithmetic Mean
coverage

Density and Cumulative Distribution Function for Modified Data
InverseParalogistic

The Inverse Paralogistic Distribution
InversePareto

The Inverse Pareto Distribution
quantile.grouped.data

Quantiles of Grouped Data
ruin

Probability of Ruin
SingleParameterPareto

The Single-parameter Pareto Distribution