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Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

MBBEFD provides additional distributions to R, such as the MBBEFD and shifted truncated Pareto as well as functions to handle destruction rate models.

The distributions and models of the mbbefd package are particular popular for understanding and pricing risk in general insurance and reinsurance and are used for exposure rating, benchmarking and curve fitting.

Install the current release from CRAN:

install.packages('mbbefd')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/mbbefd')

Documentation

Please find helps in the vignette and

library(mbbefd)
help("mbbefd-package")

Citation

If you use mbbefd, you should cite: Christophe Dutang, Giorgio Spedicato (2024). mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling. R package.

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Version

Install

install.packages('mbbefd')

Monthly Downloads

493

Version

0.8.13

License

GPL-2

Issues

Pull Requests

Stars

Forks

Last Published

December 18th, 2024

Functions in mbbefd (0.8.13)

etl

Empirical total loss
swissRe

Swiss Re exposure curve generation function
fitDR

Fit of destruction rate models
oiunif

One-inflated uniform distribution
g2a

Get a parameter known g and b
mbbefd-distr

The MBBEFD distribution (two parametrizations)
exposureCurve

Exposure curves for the beta and the uniform distributions.
eecf

Empirical Exposure Curve Function
asiacomrisk

Large commercial risks in Asia-Pacific
gbeta

The generalized Beta of the first kind Distribution
oigbeta

One-inflated generalized beta of the first kind (GB1)) distribution
beaonre

AON Re Belgian dataset
stpareto

The shifted truncated Pareto distribution
bootDR

Bootstrap simulation of destruction rate models
itagradescore

Italian grade scores
oistpareto

One-inflated shifted truncated pareto distribution
lossalae

General Liability Claims
oibeta

One-inflated beta distribution
mbbefd-package

tools:::Rd_package_title("mbbefd")
oidistribution

One-inflated distributions
graph-eccomp

Graphical comparison of multiple fitted distributions