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. Main reference: <doi:10.18637/jss.v025.i07>.
Implementation of the Feller-Pareto family of distributions:
<doi:10.18637/jss.v103.i06>.

Vincent Goulet

actuar

Actuarial Functions and Heavy Tailed Distributions

Sébastien Auclair

Christophe Dutang

Walter Garcia-Fontes

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

<dl> <dt>x</dt>
<dd>an R object.</dd> <dt>...</dt>
<dd>further arguments passed to or from other methods.</dd></dl>

Arguments

Vincent Goulet <a href="/link/vincent.goulet%40act.ulaval.ca?package=actuar&version=3.3-4" data-mini-rdoc="actuar::vincent.goulet@act.ulaval.ca">vincent.goulet@act.ulaval.ca</a> and 
 Tommy Ouellet

Author

Value at Risk — VaR

<dl>

 <dt>x</dt>
<dd>an R object.</dd>

 <dt>...</dt>
<dd>further arguments passed to or from other methods.</dd>

</dl>

Vincent Goulet <a href='mailto:vincent.goulet@act.ulaval.ca'>vincent.goulet@act.ulaval.ca</a> and 
 Tommy Ouellet

Value at Risk

VaR: Value at Risk

Description

Usage

Value

Arguments

Author

Details

See Also