Actuarial Functions and Heavy Tailed Distributions
Display a Two-Dimension Version of a Matrix of Vectors
tools:::Rd_package_title("actuar")
Adjustment Coefficient
Aggregate Claim Amount Distribution
The Beta Integral
Raw and Limited Moments of the Beta Distribution
The Burr Distribution
Moments and Moment Generating Function of the (non-central) Chi-Square...
Credibility Models
Density and Cumulative Distribution Function for Modified Data
Conditional Tail Expectation
Discretization of a Continuous Distribution
Empirical Limited Expected Value
Empirical Moments
Moments and Moment Generating Function of the Exponential Distribution
Extract or Replace Parts of a Grouped Data Object
The Feller Pareto Distribution
Moments and Moment Generating Function of the Gamma Distribution
The Generalized Beta Distribution
The Generalized Pareto Distribution
Grouped data
The Gumbel Distribution
Histogram for Grouped Data
The Inverse Burr Distribution
The Inverse Exponential Distribution
The Inverse Gamma Distribution
The Inverse Gaussian Distribution
The Inverse Paralogistic Distribution
The Inverse Pareto Distribution
The Inverse Transformed Gamma Distribution
The Inverse Weibull Distribution
The Logarithmic Distribution
The Loggamma Distribution
The Loglogistic Distribution
Raw and Limited Moments of the Lognormal Distribution
Minimum Distance Estimation
Arithmetic Mean
Moments and Moment generating function of the Normal Distribution
Ogive for Grouped Data
The Paralogistic Distribution
The Pareto Distribution
The Pareto II Distribution
The Pareto III Distribution
The Pareto IV Distribution
The Phase-type Distribution
The Poisson-Inverse Gaussian Distribution
Quantiles of Aggregate Claim Amount Distribution
Quantiles of Grouped Data
Simulation from Compound Hierarchical Models
Summary Statistics of a Portfolio
Simulation from Compound Models
Simulation from Discrete Mixtures
Probability of Ruin
Manipulation of Individual Claim Amounts
The Single-parameter Pareto Distribution
The Transformed Beta Distribution
The Transformed Gamma Distribution
Moments and Moment Generating Function of the Uniform Distribution
Variance and Standard Deviation
Value at Risk
Raw and Limited Moments of the Weibull Distribution
The Zero-Modified Binomial Distribution
The Zero-Modified Geometric Distribution
The Zero-Modified Logarithmic Distribution
The Zero-Modified Negative Binomial Distribution
The Zero-Modified Poisson Distribution
The Zero-Truncated Binomial Distribution
The Zero-Truncated Geometric Distribution
The Zero-Truncated Negative Binomial Distribution
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>.