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DESCRIPTION
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DESCRIPTION
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Package: actuar
Type: Package
Title: Actuarial Functions and Heavy Tailed Distributions
Version: 2.1-1
Date: 2017-05-05
Authors@R: c(person("Vincent", "Goulet", role = c("cre", "aut"),
email = "[email protected]"),
person("Sébastien", "Auclair", role = "ctb"),
person("Christophe", "Dutang", role = "aut",
email = "[email protected]"),
person("Xavier", "Milhaud", role = "ctb"),
person("Tommy", "Ouellet", role = "ctb"),
person("Louis-Philippe", "Pouliot", role = "ctb"),
person("Mathieu", "Pigeon", role = "aut",
email = "[email protected]"))
Description: 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 amounts and loss
frequency: 19 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.
Depends: R (>= 3.3.0)
Imports: stats, graphics, expint
LinkingTo: expint
Suggests: MASS
License: GPL (>= 2)
Encoding: UTF-8
LazyLoad: yes
LazyData: yes
NeedsCompilation: yes
Packaged: 2017-05-05 18:50:36 UTC; vincent
Author: Vincent Goulet [cre, aut],
Sébastien Auclair [ctb],
Christophe Dutang [aut],
Xavier Milhaud [ctb],
Tommy Ouellet [ctb],
Louis-Philippe Pouliot [ctb],
Mathieu Pigeon [aut]
Maintainer: Vincent Goulet <[email protected]>
Repository: CRAN
Date/Publication: 2017-05-06 00:02:59 UTC