R Commander Plug-in for Risk Demonstration
Drawing forward and yield curves
Bond price as a function of interest rate.
Computing bond prices
Ruin probability computation with infinite time horizon
Ruin probability computation with finite time horizon
Kalman smoothing of the covid model
Plotting epidemic statistics
Plotting epidemic statistics with Finnish data
Efficient frontier and return distribution figures
Plotting incidence curves of an epidemic
Plotting incidence curves of an epidemic with Finnish data
Plotting the positive rate of COVID-19 tests or the tests per case
Plotting simulations of a surplus process
Plotting time series related to COVID-19 testing
Computing the log-likelihood of the covid model
Forecasting new covid cases
Plotting the effective reproduction number (R)
Population forecasting
Portfolio optimization for an index model
Internal RiskDemo objects
R Commander Plug-in for Risk Demonstration
Computing expected returns and their covariance matrix
Solving Lund's exponent
Computing bond yields
Computing stock prices
R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory, demography and epidemic.