Package: actuar 3.3-4
actuar: Actuarial Functions and Heavy Tailed Distributions
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>.
Authors:
actuar_3.3-4.tar.gz
actuar_3.3-4.tar.gz(r-4.5-noble)actuar_3.3-4.tar.gz(r-4.4-noble)
actuar_3.3-4.tgz(r-4.4-emscripten)actuar_3.3-4.tgz(r-4.3-emscripten)
actuar.pdf |actuar.html✨
actuar/json (API)
NEWS
# Install 'actuar' in R: |
install.packages('actuar', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://gitlab.com/vigou3/actuar
- dental - Individual Dental Claims Data Set
- gdental - Grouped Dental Claims Data Set
- hachemeister - Hachemeister Data Set
Last updated 1 years agofrom:65529b117e. Checks:ERROR: 1 WARNING: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | FAIL | Dec 02 2024 |
R-4.5-linux-x86_64 | WARNING | Dec 02 2024 |
Exports:adjCoefaggregateDistcmcoverageCTEdburrdfparetodgenbetadgenparetodgumbeldinvburrdinvexpdinvgammadinvgaussdinvparalogisdinvparetodinvtrgammadinvweibulldiscretisediscretizedlgammadlgompertzdllogisdlogarithmicdparalogisdparetodpareto1dpareto2dpareto3dpareto4dpearson6dphtypedpigdpoisinvgaussdtrbetadtrgammadzmbinomdzmgeomdzmlogarithmicdzmnbinomdzmpoisdztbinomdztgeomdztnbinomdztpoiselevemmgrouped.datalevbetalevburrlevchisqlevexplevfparetolevgammalevgenbetalevgenparetolevinvburrlevinvexplevinvgammalevinvgausslevinvparalogislevinvparetolevinvtrgammalevinvweibulllevlgammalevlgompertzlevllogislevlnormlevparalogislevparetolevpareto1levpareto2levpareto3levpareto4levpearson6levtrbetalevtrgammalevuniflevweibullmbetamburrmchisqmdemexpmfparetomgammamgenbetamgenparetomgfchisqmgfexpmgfgammamgfgumbelmgfinvgammamgfinvgaussmgfnormmgfphtypemgfunifmgumbelminvburrminvexpminvgammaminvgaussminvparalogisminvparetominvtrgammaminvweibullmlgammamlgompertzmllogismlnormmnormmparalogismparetompareto1mpareto2mpareto3mpareto4mpearson6mphtypemtrbetamtrgammamunifmweibullogivepburrpfparetopgenbetapgenparetopgumbelpinvburrpinvexppinvgammapinvgausspinvparalogispinvparetopinvtrgammapinvweibullplgammaplgompertzpllogisplogarithmicpparalogispparetoppareto1ppareto2ppareto3ppareto4ppearson6pphtypeppigppoisinvgaussptrbetaptrgammapzmbinompzmgeompzmlogarithmicpzmnbinompzmpoispztbinompztgeompztnbinompztpoisqburrqfparetoqgenbetaqgenparetoqgumbelqinvburrqinvexpqinvgammaqinvgaussqinvparalogisqinvparetoqinvtrgammaqinvweibullqlgammaqlgompertzqllogisqlogarithmicqparalogisqparetoqpareto1qpareto2qpareto3qpareto4qpearson6qpigqpoisinvgaussqtrbetaqtrgammaqzmbinomqzmgeomqzmlogarithmicqzmnbinomqzmpoisqztbinomqztgeomqztnbinomqztpoisrburrrcomphierarcrcompoundrcomppoisrfparetorgenbetargenparetorgumbelrinvburrrinvexprinvgammarinvgaussrinvparalogisrinvparetorinvtrgammarinvweibullrlgammarlgompertzrllogisrlogarithmicrmixturerparalogisrparetorpareto1rpareto2rpareto3rpareto4rpearson6rphtyperpigrpoisinvgaussrtrbetartrgammaruinrzmbinomrzmgeomrzmlogarithmicrzmnbinomrzmpoisrztbinomrztgeomrztnbinomrztpoissdseveritysimulTVaRunrollvarVaR
Dependencies:expint
Additional continuous and discrete distributions
Rendered fromdistributions.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-02-07
Started: 2016-11-12
Complete formulas used by coverage
Rendered fromcoverage.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-02-07
Started: 2012-01-19
Credibility theory
Rendered fromcredibility.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-02-07
Started: 2012-01-19
Introduction to actuar
Rendered fromactuar.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-02-07
Started: 2012-01-19
Loss distributions modeling
Rendered frommodeling.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-02-07
Started: 2016-11-12
Risk and ruin theory
Rendered fromrisk.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-02-07
Started: 2012-01-19
Simulation of insurance data
Rendered fromsimulation.Rnw
usingutils::Sweave
on Dec 02 2024.Last update: 2023-10-24
Started: 2012-01-19
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Actuarial Functions and Heavy Tailed Distributions | actuar-package actuar |
Adjustment Coefficient | adjCoef plot.adjCoef |
Aggregate Claim Amount Distribution | aggregateDist diff.aggregateDist mean.aggregateDist plot.aggregateDist print.aggregateDist summary.aggregateDist |
The "Beta Integral" | betaint |
Raw and Limited Moments of the Beta Distribution | BetaMoments levbeta mbeta |
The Burr Distribution | Burr dburr levburr mburr pburr qburr rburr |
Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution | ChisqSupp levchisq mchisq mgfchisq |
Credibility Models | cm predict.cm print.cm print.summary.cm summary.cm |
Density and Cumulative Distribution Function for Modified Data | Coverage coverage |
Conditional Tail Expectation | CTE CTE.aggregateDist TVaR |
Individual Dental Claims Data Set | dental |
Discretization of a Continuous Distribution | discretise discretize |
Empirical Limited Expected Value | elev elev.default elev.grouped.data knots.elev plot.elev print.elev summary.elev |
Empirical Moments | emm emm.default emm.grouped.data |
Moments and Moment Generating Function of the Exponential Distribution | ExponentialSupp levexp mexp mgfexp |
Extract or Replace Parts of a Grouped Data Object | Extract.grouped.data [.grouped.data [<-.grouped.data |
The Feller Pareto Distribution | dfpareto FellerPareto levfpareto mfpareto pfpareto qfpareto rfpareto |
Moments and Moment Generating Function of the Gamma Distribution | GammaSupp levgamma mgamma mgfgamma |
Grouped Dental Claims Data Set | gdental |
The Generalized Beta Distribution | dgenbeta GeneralizedBeta levgenbeta mgenbeta pgenbeta qgenbeta rgenbeta |
The Generalized Pareto Distribution | dgenpareto GeneralizedPareto levgenpareto mgenpareto pgenpareto qgenpareto rgenpareto |
Grouped data | grouped.data |
The Gumbel Distribution | dgumbel Gumbel mgfgumbel mgumbel pgumbel qgumbel rgumbel |
Hachemeister Data Set | hachemeister |
Histogram for Grouped Data | hist.grouped.data |
The Inverse Burr Distribution | dinvburr InverseBurr levinvburr minvburr pinvburr qinvburr rinvburr |
The Inverse Exponential Distribution | dinvexp InverseExponential levinvexp minvexp pinvexp qinvexp rinvexp |
The Inverse Gamma Distribution | dinvgamma InverseGamma levinvgamma mgfinvgamma minvgamma pinvgamma qinvgamma rinvgamma |
The Inverse Gaussian Distribution | dinvgauss InverseGaussian levinvgauss mgfinvgauss minvgauss pinvgauss qinvgauss rinvgauss |
The Inverse Paralogistic Distribution | dinvparalogis InverseParalogistic levinvparalogis minvparalogis pinvparalogis qinvparalogis rinvparalogis |
The Inverse Pareto Distribution | dinvpareto InversePareto levinvpareto minvpareto pinvpareto qinvpareto rinvpareto |
The Inverse Transformed Gamma Distribution | dinvtrgamma InverseTransformedGamma levinvtrgamma minvtrgamma pinvtrgamma qinvtrgamma rinvtrgamma |
The Inverse Weibull Distribution | dinvweibull dlgompertz InverseWeibull levinvweibull levlgompertz minvweibull mlgompertz pinvweibull plgompertz qinvweibull qlgompertz rinvweibull rlgompertz |
The Logarithmic Distribution | dlogarithmic log-series Logarithmic plogarithmic qlogarithmic rlogarithmic |
The Loggamma Distribution | dlgamma levlgamma Loggamma mlgamma plgamma qlgamma rlgamma |
The Loglogistic Distribution | dllogis levllogis Loglogistic mllogis pllogis qllogis rllogis |
Raw and Limited Moments of the Lognormal Distribution | levlnorm LognormalMoments mlnorm |
Minimum Distance Estimation | Mde mde |
Arithmetic Mean | mean.grouped.data |
Moments and Moment generating function of the Normal Distribution | mgfnorm mnorm NormalSupp |
Ogive for Grouped Data | knots.ogive ogive ogive.default ogive.grouped.data plot.ogive print.ogive summary.ogive |
The Paralogistic Distribution | dparalogis levparalogis mparalogis Paralogistic pparalogis qparalogis rparalogis |
The Pareto Distribution | dpareto levpareto mpareto Pareto ppareto qpareto rpareto |
The Pareto II Distribution | dpareto2 levpareto2 mpareto2 Pareto2 ppareto2 qpareto2 rpareto2 |
The Pareto III Distribution | dpareto3 levpareto3 mpareto3 Pareto3 ppareto3 qpareto3 rpareto3 |
The Pareto IV Distribution | dpareto4 levpareto4 mpareto4 Pareto4 ppareto4 qpareto4 rpareto4 |
The Phase-type Distribution | dphtype mgfphtype mphtype PhaseType pphtype rphtype |
The Poisson-Inverse Gaussian Distribution | dpig dpoisinvgauss PIG PoissonInverseGaussian ppig ppoisinvgauss qpig qpoisinvgauss rpig rpoisinvgauss |
Quantiles of Aggregate Claim Amount Distribution | quantile.aggregateDist VaR.aggregateDist |
Quantiles of Grouped Data | quantile.grouped.data summary.grouped.data |
Simulation from Compound Hierarchical Models | print.portfolio rcomphierarc simul |
Summary Statistics of a Portfolio | aggregate.portfolio frequency.portfolio rcomphierarc.summaries severity.portfolio weights.portfolio |
Simulation from Compound Models | rcompound rcomppois |
Simulation from Discrete Mixtures | rmixture |
Probability of Ruin | plot.ruin ruin |
Manipulation of Individual Claim Amounts | severity severity.default |
The Single-parameter Pareto Distribution | dpareto1 levpareto1 mpareto1 ppareto1 qpareto1 rpareto1 SingleParameterPareto |
The Transformed Beta Distribution | dpearson6 dtrbeta levpearson6 levtrbeta mpearson6 mtrbeta Pearson6 ppearson6 ptrbeta qpearson6 qtrbeta rpearson6 rtrbeta TransformedBeta |
The Transformed Gamma Distribution | dtrgamma levtrgamma mtrgamma ptrgamma qtrgamma rtrgamma TransformedGamma |
Moments and Moment Generating Function of the Uniform Distribution | levunif mgfunif munif UniformSupp |
Display a Two-Dimension Version of a Matrix of Vectors | unroll |
Variance and Standard Deviation | sd sd.default sd.grouped.data var var.default var.grouped.data |
Value at Risk | VaR |
Raw and Limited Moments of the Weibull Distribution | levweibull mweibull WeibullMoments |
The Zero-Modified Binomial Distribution | dzmbinom pzmbinom qzmbinom rzmbinom ZeroModifiedBinomial ZMBinomial |
The Zero-Modified Geometric Distribution | dzmgeom pzmgeom qzmgeom rzmgeom ZeroModifiedGeometric Zmgeometric |
The Zero-Modified Logarithmic Distribution | dzmlogarithmic pzmlogarithmic qzmlogarithmic rzmlogarithmic ZeroModifiedLogarithmic ZMLogarithmic |
The Zero-Modified Negative Binomial Distribution | dzmnbinom pzmnbinom qzmnbinom rzmnbinom ZeroModifiedNegativeBinomial ZMNegativeBinomial ZMNegBinomial |
The Zero-Modified Poisson Distribution | dzmpois pzmpois qzmpois rzmpois ZeroModifiedPoisson ZMpoisson |
The Zero-Truncated Binomial Distribution | dztbinom pztbinom qztbinom rztbinom ZeroTruncatedBinomial ZTBinomial |
The Zero-Truncated Geometric Distribution | dztgeom pztgeom qztgeom rztgeom ZeroTruncatedGeometric ZTGeometric |
The Zero-Truncated Negative Binomial Distribution | dztnbinom pztnbinom qztnbinom rztnbinom ZeroTruncatedNegativeBinomial ZTNegativeBinomial ZTNegBinomial |
The Zero-Truncated Poisson Distribution | dztpois pztpois qztpois rztpois ZeroTruncatedPoisson ZTPoisson |