### C code useDynLib(actuar, .registration = TRUE, .fixes = "C_") ### Imports import(expint) # for C code import(stats, graphics) importFrom(utils, head, tail) ### Exports export( ## Credibility theory cm, ## Simulation of insurance data rcompound, rcomppois, rmixture, rcomphierarc, simul, severity, unroll, ## Risk theory aggregateDist, CTE, TVaR, discretize, discretise, VaR, adjCoef, ruin, ## One parameter distributions dinvexp, pinvexp, qinvexp, rinvexp, minvexp, levinvexp, mexp, levexp, mgfexp, dlogarithmic, plogarithmic, qlogarithmic, rlogarithmic, dztpois, pztpois, qztpois, rztpois, dztgeom, pztgeom, qztgeom, rztgeom, ## Two parameter distributions munif, levunif, mgfunif, mnorm, mgfnorm, mbeta, levbeta, mgamma, levgamma, mgfgamma, mchisq, levchisq, mgfchisq, dinvgamma, pinvgamma, qinvgamma, rinvgamma, minvgamma, levinvgamma, mgfinvgamma, dinvparalogis, pinvparalogis, qinvparalogis, rinvparalogis, minvparalogis, levinvparalogis, dinvpareto, pinvpareto, qinvpareto, rinvpareto, minvpareto, levinvpareto, dinvweibull, pinvweibull, qinvweibull, rinvweibull, minvweibull, levinvweibull, dlgompertz, plgompertz, qlgompertz, rlgompertz, mlgompertz, levlgompertz, # aliases dlgamma, plgamma, qlgamma, rlgamma, mlgamma, levlgamma, dllogis, pllogis, qllogis, rllogis, mllogis, levllogis, mlnorm, levlnorm, dparalogis, pparalogis, qparalogis, rparalogis, mparalogis, levparalogis, dpareto, ppareto, qpareto, rpareto, mpareto, levpareto, dpareto1, ppareto1, qpareto1, rpareto1, mpareto1, levpareto1, mweibull, levweibull, ## minvGauss, levinvGauss, mgfinvGauss, [defunct v3.0-0] dgumbel, pgumbel, qgumbel, rgumbel, mgumbel, mgfgumbel, dinvgauss, pinvgauss, qinvgauss, rinvgauss, minvgauss, levinvgauss, mgfinvgauss, dztnbinom, pztnbinom, qztnbinom, rztnbinom, dztbinom, pztbinom, qztbinom, rztbinom, dzmlogarithmic, pzmlogarithmic, qzmlogarithmic, rzmlogarithmic, dzmpois, pzmpois, qzmpois, rzmpois, dzmgeom, pzmgeom, qzmgeom, rzmgeom, dpoisinvgauss, ppoisinvgauss, qpoisinvgauss, rpoisinvgauss, dpig, ppig, qpig, rpig, # aliases ## Three parameter distributions dburr, pburr, qburr, rburr, mburr, levburr, dgenpareto, pgenpareto, qgenpareto, rgenpareto, mgenpareto, levgenpareto, dinvburr, pinvburr, qinvburr, rinvburr, minvburr, levinvburr, dinvtrgamma, pinvtrgamma, qinvtrgamma, rinvtrgamma, minvtrgamma, levinvtrgamma, dtrgamma, ptrgamma, qtrgamma, rtrgamma, mtrgamma, levtrgamma, dpareto2, ppareto2, qpareto2, rpareto2, mpareto2, levpareto2, dpareto3, ppareto3, qpareto3, rpareto3, mpareto3, levpareto3, dzmnbinom, pzmnbinom, qzmnbinom, rzmnbinom, dzmbinom, pzmbinom, qzmbinom, rzmbinom, ## Four parameter distributions dgenbeta, pgenbeta, qgenbeta, rgenbeta, mgenbeta, levgenbeta, dtrbeta, ptrbeta, qtrbeta, rtrbeta, mtrbeta, levtrbeta, dpearson6, ppearson6, qpearson6, rpearson6, mpearson6, levpearson6, #aliases dpareto4, ppareto4, qpareto4, rpareto4, mpareto4, levpareto4, ## Five parameter distributions dfpareto, pfpareto, qfpareto, rfpareto, mfpareto, levfpareto, ## Phase-type distributions dphtype, pphtype, rphtype, mphtype, mgfphtype, ## Loss distributions grouped.data, ogive, emm, mde, elev, coverage, var, sd ) ### Methods S3method("[", grouped.data) S3method("[<-", grouped.data) S3method(aggregate, portfolio) S3method(CTE, aggregateDist) S3method(diff, aggregateDist) S3method(elev, default) S3method(elev, grouped.data) S3method(emm, default) S3method(emm, grouped.data) S3method(frequency, portfolio) S3method(hist, grouped.data) S3method(knots, ogive) S3method(knots, elev) S3method(mean, aggregateDist) S3method(mean, grouped.data) S3method(sd, default) S3method(sd, grouped.data) S3method(var, default) S3method(var, grouped.data) S3method(ogive, default) S3method(ogive, grouped.data) S3method(plot, adjCoef) S3method(plot, aggregateDist) S3method(plot, elev) S3method(plot, ogive) S3method(plot, ruin) S3method(predict, bstraub) S3method(predict, cm) S3method(predict, hache) S3method(predict, hierarc) S3method(predict, bayes) S3method(print, aggregateDist) S3method(print, elev) S3method(print, cm) S3method(print, mde) S3method(print, ogive) S3method(print, summary.ogive) S3method(print, portfolio) S3method(print, summary.aggregateDist) S3method(print, summary.cm) S3method(quantile, aggregateDist) S3method(quantile, grouped.data) S3method(severity, default) S3method(severity, portfolio) S3method(summary, aggregateDist) S3method(summary, cm) S3method(summary, grouped.data) S3method(summary, elev) S3method(summary, ogive) S3method(VaR, aggregateDist) S3method(weights, portfolio)