actuar3.3-4 package

Actuarial Functions and Heavy Tailed Distributions

unroll

Display a Two-Dimension Version of a Matrix of Vectors

actuar-package

tools:::Rd_package_title("actuar")

adjCoef

Adjustment Coefficient

aggregateDist

Aggregate Claim Amount Distribution

betaint

The Beta Integral

BetaMoments

Raw and Limited Moments of the Beta Distribution

Burr

The Burr Distribution

ChisqSupp

Moments and Moment Generating Function of the (non-central) Chi-Square...

cm

Credibility Models

coverage

Density and Cumulative Distribution Function for Modified Data

CTE

Conditional Tail Expectation

discretize

Discretization of a Continuous Distribution

elev

Empirical Limited Expected Value

emm

Empirical Moments

ExponentialSupp

Moments and Moment Generating Function of the Exponential Distribution

Extract.grouped.data

Extract or Replace Parts of a Grouped Data Object

FellerPareto

The Feller Pareto Distribution

GammaSupp

Moments and Moment Generating Function of the Gamma Distribution

GeneralizedBeta

The Generalized Beta Distribution

GeneralizedPareto

The Generalized Pareto Distribution

grouped.data

Grouped data

Gumbel

The Gumbel Distribution

hist.grouped.data

Histogram for Grouped Data

InverseBurr

The Inverse Burr Distribution

InverseExponential

The Inverse Exponential Distribution

InverseGamma

The Inverse Gamma Distribution

InverseGaussian

The Inverse Gaussian Distribution

InverseParalogistic

The Inverse Paralogistic Distribution

InversePareto

The Inverse Pareto Distribution

InverseTransformedGamma

The Inverse Transformed Gamma Distribution

InverseWeibull

The Inverse Weibull Distribution

Logarithmic

The Logarithmic Distribution

Loggamma

The Loggamma Distribution

Loglogistic

The Loglogistic Distribution

LognormalMoments

Raw and Limited Moments of the Lognormal Distribution

mde

Minimum Distance Estimation

mean.grouped.data

Arithmetic Mean

NormalSupp

Moments and Moment generating function of the Normal Distribution

ogive

Ogive for Grouped Data

Paralogistic

The Paralogistic Distribution

Pareto

The Pareto Distribution

Pareto2

The Pareto II Distribution

Pareto3

The Pareto III Distribution

Pareto4

The Pareto IV Distribution

PhaseType

The Phase-type Distribution

PoissonInverseGaussian

The Poisson-Inverse Gaussian Distribution

quantile.aggregateDist

Quantiles of Aggregate Claim Amount Distribution

quantile.grouped.data

Quantiles of Grouped Data

rcomphierarc

Simulation from Compound Hierarchical Models

rcomphierarc.summaries

Summary Statistics of a Portfolio

rcompound

Simulation from Compound Models

rmixture

Simulation from Discrete Mixtures

ruin

Probability of Ruin

severity

Manipulation of Individual Claim Amounts

SingleParameterPareto

The Single-parameter Pareto Distribution

TransformedBeta

The Transformed Beta Distribution

TransformedGamma

The Transformed Gamma Distribution

UniformSupp

Moments and Moment Generating Function of the Uniform Distribution

var-methods

Variance and Standard Deviation

VaR

Value at Risk

WeibullMoments

Raw and Limited Moments of the Weibull Distribution

ZeroModifiedBinomial

The Zero-Modified Binomial Distribution

ZeroModifiedGeometric

The Zero-Modified Geometric Distribution

ZeroModifiedLogarithmic

The Zero-Modified Logarithmic Distribution

ZeroModifiedNegativeBinomial

The Zero-Modified Negative Binomial Distribution

ZeroModifiedPoisson

The Zero-Modified Poisson Distribution

ZeroTruncatedBinomial

The Zero-Truncated Binomial Distribution

ZeroTruncatedGeometric

The Zero-Truncated Geometric Distribution

ZeroTruncatedNegativeBinomial

The Zero-Truncated Negative Binomial Distribution

ZeroTruncatedPoisson

The Zero-Truncated Poisson Distribution

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>.

  • Maintainer: Vincent Goulet
  • License: GPL (>= 2)
  • Last published: 2023-11-08