Package: actuar 3.3-7

Vincent Goulet

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:Vincent Goulet [cre, aut], Sébastien Auclair [ctb], Jérémy Déraspe [ctb], Christophe Dutang [aut], Walter Garcia-Fontes [ctb], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb], Jeffrey A. Ryan [aut], Robert Gentleman [aut], Ross Ihaka [aut], R Core Team [aut], R Foundation [aut]

actuar_3.3-7.tar.gz
actuar_3.3-7.tar.gz(r-4.7-arm64)actuar_3.3-7.tar.gz(r-4.7-x86_64)actuar_3.3-7.tar.gz(r-4.6-arm64)actuar_3.3-7.tar.gz(r-4.6-x86_64)
actuar_3.3-7.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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

Uses libs:
  • openblas– Optimized BLAS
Datasets:

On CRAN:

Conda:

openblas

9.96 score 11 stars 45 packages 796 scripts 18k downloads 3 mentions 249 exports 1 dependencies

Last updated from:772559751b. Checks:4 WARNING, 1 ERROR, 1 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING170
linux-devel-x86_64WARNING132
source / vignettesERROR180
linux-release-arm64WARNING176
linux-release-x86_64WARNING109
wasm-releaseOK120

Exports:adjCoefaggregateDistcmcoverageCTEdburrdfparetodgenbetadgenparetodgumbeldinvburrdinvexpdinvgammadinvgaussdinvparalogisdinvparetodinvtrgammadinvweibulldiscretisediscretizedlgammadlgompertzdllogisdlogarithmicdparalogisdparetodpareto1dpareto2dpareto3dpareto4dpearson6dphtypedpigdpoisinvgaussdtrbetadtrgammadzmbinomdzmgeomdzmlogarithmicdzmnbinomdzmpoisdztbinomdztgeomdztnbinomdztpoiselevemmgrouped.datalevbetalevburrlevchisqlevexplevfparetolevgammalevgenbetalevgenparetolevinvburrlevinvexplevinvgammalevinvgausslevinvparalogislevinvparetolevinvtrgammalevinvweibulllevlgammalevlgompertzlevllogislevlnormlevparalogislevparetolevpareto1levpareto2levpareto3levpareto4levpearson6levtrbetalevtrgammalevuniflevweibullmbetamburrmchisqmdemexpmfparetomgammamgenbetamgenparetomgfchisqmgfexpmgfgammamgfgumbelmgfinvgammamgfinvgaussmgfnormmgfphtypemgfunifmgumbelminvburrminvexpminvgammaminvgaussminvparalogisminvparetominvtrgammaminvweibullmlgammamlgompertzmllogismlnormmnormmparalogismparetompareto1mpareto2mpareto3mpareto4mpearson6mphtypemtrbetamtrgammamunifmweibullogivepburrpfparetopgenbetapgenparetopgumbelpinvburrpinvexppinvgammapinvgausspinvparalogispinvparetopinvtrgammapinvweibullplgammaplgompertzpllogisplogarithmicpparalogispparetoppareto1ppareto2ppareto3ppareto4ppearson6pphtypeppigppoisinvgaussptrbetaptrgammapzmbinompzmgeompzmlogarithmicpzmnbinompzmpoispztbinompztgeompztnbinompztpoisqburrqfparetoqgenbetaqgenparetoqgumbelqinvburrqinvexpqinvgammaqinvgaussqinvparalogisqinvparetoqinvtrgammaqinvweibullqlgammaqlgompertzqllogisqlogarithmicqparalogisqparetoqpareto1qpareto2qpareto3qpareto4qpearson6qpigqpoisinvgaussqtrbetaqtrgammaqzmbinomqzmgeomqzmlogarithmicqzmnbinomqzmpoisqztbinomqztgeomqztnbinomqztpoisrburrrcomphierarcrcompoundrcomppoisrfparetorgenbetargenparetorgumbelrinvburrrinvexprinvgammarinvgaussrinvparalogisrinvparetorinvtrgammarinvweibullrlgammarlgompertzrllogisrlogarithmicrmixturerparalogisrparetorpareto1rpareto2rpareto3rpareto4rpearson6rphtyperpigrpoisinvgaussrtrbetartrgammaruinrzmbinomrzmgeomrzmlogarithmicrzmnbinomrzmpoisrztbinomrztgeomrztnbinomrztpoissdseveritysimulTVaRunrollvarVaR

Dependencies:expint

Additional continuous and discrete distributions

Rendered fromdistributions.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2026-03-02
Started: 2016-11-12

Complete formulas used by coverage

Rendered fromcoverage.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2023-02-07
Started: 2012-01-19

Credibility theory

Rendered fromcredibility.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2025-01-09
Started: 2012-01-19

Introduction to actuar

Rendered fromactuar.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2023-02-07
Started: 2012-01-19

Loss distributions modeling

Rendered frommodeling.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2025-01-09
Started: 2016-11-12

Risk and ruin theory

Rendered fromrisk.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2023-02-07
Started: 2012-01-19

Simulation of insurance data

Rendered fromsimulation.Rnwusingutils::Sweaveon Jun 02 2026.

Last update: 2026-03-02
Started: 2012-01-19

Readme and manuals

Help Manual

Help pageTopics
Actuarial Functions and Heavy Tailed Distributionsactuar-package actuar
Adjustment CoefficientadjCoef plot.adjCoef
Aggregate Claim Amount DistributionaggregateDist diff.aggregateDist mean.aggregateDist plot.aggregateDist print.aggregateDist summary.aggregateDist
The "Beta Integral"betaint
Raw and Limited Moments of the Beta DistributionBetaMoments levbeta mbeta
The Burr DistributionBurr dburr levburr mburr pburr qburr rburr
Moments and Moment Generating Function of the (non-central) Chi-Squared DistributionChisqSupp levchisq mchisq mgfchisq
Credibility Modelscm predict.cm print.cm print.summary.cm summary.cm
Density and Cumulative Distribution Function for Modified DataCoverage coverage
Conditional Tail ExpectationCTE CTE.aggregateDist TVaR
Individual Dental Claims Data Setdental
Discretization of a Continuous Distributiondiscretise discretize
Empirical Limited Expected Valueelev elev.default elev.grouped.data knots.elev plot.elev print.elev summary.elev
Empirical Momentsemm emm.default emm.grouped.data
Moments and Moment Generating Function of the Exponential DistributionExponentialSupp levexp mexp mgfexp
Extract or Replace Parts of a Grouped Data ObjectExtract.grouped.data [.grouped.data [<-.grouped.data
The Feller Pareto Distributiondfpareto FellerPareto levfpareto mfpareto pfpareto qfpareto rfpareto
Moments and Moment Generating Function of the Gamma DistributionGammaSupp levgamma mgamma mgfgamma
Grouped Dental Claims Data Setgdental
The Generalized Beta Distributiondgenbeta GeneralizedBeta levgenbeta mgenbeta pgenbeta qgenbeta rgenbeta
The Generalized Pareto Distributiondgenpareto GeneralizedPareto levgenpareto mgenpareto pgenpareto qgenpareto rgenpareto
Grouped datagrouped.data
The Gumbel Distributiondgumbel Gumbel mgfgumbel mgumbel pgumbel qgumbel rgumbel
Hachemeister Data Sethachemeister
Histogram for Grouped Datahist.grouped.data
The Inverse Burr Distributiondinvburr InverseBurr levinvburr minvburr pinvburr qinvburr rinvburr
The Inverse Exponential Distributiondinvexp InverseExponential levinvexp minvexp pinvexp qinvexp rinvexp
The Inverse Gamma Distributiondinvgamma InverseGamma levinvgamma mgfinvgamma minvgamma pinvgamma qinvgamma rinvgamma
The Inverse Gaussian Distributiondinvgauss InverseGaussian levinvgauss mgfinvgauss minvgauss pinvgauss qinvgauss rinvgauss
The Inverse Paralogistic Distributiondinvparalogis InverseParalogistic levinvparalogis minvparalogis pinvparalogis qinvparalogis rinvparalogis
The Inverse Pareto Distributiondinvpareto InversePareto levinvpareto minvpareto pinvpareto qinvpareto rinvpareto
The Inverse Transformed Gamma Distributiondinvtrgamma InverseTransformedGamma levinvtrgamma minvtrgamma pinvtrgamma qinvtrgamma rinvtrgamma
The Inverse Weibull Distributiondinvweibull dlgompertz InverseWeibull levinvweibull levlgompertz minvweibull mlgompertz pinvweibull plgompertz qinvweibull qlgompertz rinvweibull rlgompertz
The Logarithmic Distributiondlogarithmic log-series Logarithmic plogarithmic qlogarithmic rlogarithmic
The Loggamma Distributiondlgamma levlgamma Loggamma mlgamma plgamma qlgamma rlgamma
The Loglogistic Distributiondllogis levllogis Loglogistic mllogis pllogis qllogis rllogis
Raw and Limited Moments of the Lognormal Distributionlevlnorm LognormalMoments mlnorm
Minimum Distance EstimationMde mde
Arithmetic Meanmean.grouped.data
Moments and Moment generating function of the Normal Distributionmgfnorm mnorm NormalSupp
Ogive for Grouped Dataknots.ogive ogive ogive.default ogive.grouped.data plot.ogive print.ogive summary.ogive
The Paralogistic Distributiondparalogis levparalogis mparalogis Paralogistic pparalogis qparalogis rparalogis
The Pareto Distributiondpareto levpareto mpareto Pareto ppareto qpareto rpareto
The Pareto II Distributiondpareto2 levpareto2 mpareto2 Pareto2 ppareto2 qpareto2 rpareto2
The Pareto III Distributiondpareto3 levpareto3 mpareto3 Pareto3 ppareto3 qpareto3 rpareto3
The Pareto IV Distributiondpareto4 levpareto4 mpareto4 Pareto4 ppareto4 qpareto4 rpareto4
The Phase-type Distributiondphtype mgfphtype mphtype PhaseType pphtype rphtype
The Poisson-Inverse Gaussian Distributiondpig dpoisinvgauss PIG PoissonInverseGaussian ppig ppoisinvgauss qpig qpoisinvgauss rpig rpoisinvgauss
Quantiles of Aggregate Claim Amount Distributionquantile.aggregateDist VaR.aggregateDist
Quantiles of Grouped Dataquantile.grouped.data summary.grouped.data
Simulation from Compound Hierarchical Modelsprint.portfolio rcomphierarc simul
Summary Statistics of a Portfolioaggregate.portfolio frequency.portfolio rcomphierarc.summaries severity.portfolio weights.portfolio
Simulation from Compound Modelsrcompound rcomppois
Simulation from Discrete Mixturesrmixture
Probability of Ruinplot.ruin ruin
Manipulation of Individual Claim Amountsseverity severity.default
The Single-parameter Pareto Distributiondpareto1 levpareto1 mpareto1 ppareto1 qpareto1 rpareto1 SingleParameterPareto
The Transformed Beta Distributiondpearson6 dtrbeta levpearson6 levtrbeta mpearson6 mtrbeta Pearson6 ppearson6 ptrbeta qpearson6 qtrbeta rpearson6 rtrbeta TransformedBeta
The Transformed Gamma Distributiondtrgamma levtrgamma mtrgamma ptrgamma qtrgamma rtrgamma TransformedGamma
Moments and Moment Generating Function of the Uniform Distributionlevunif mgfunif munif UniformSupp
Display a Two-Dimension Version of a Matrix of Vectorsunroll
Variance and Standard Deviationsd sd.default sd.grouped.data var var.default var.grouped.data
Value at RiskVaR
Raw and Limited Moments of the Weibull Distributionlevweibull mweibull WeibullMoments
The Zero-Modified Binomial Distributiondzmbinom pzmbinom qzmbinom rzmbinom ZeroModifiedBinomial ZMBinomial
The Zero-Modified Geometric Distributiondzmgeom pzmgeom qzmgeom rzmgeom ZeroModifiedGeometric Zmgeometric
The Zero-Modified Logarithmic Distributiondzmlogarithmic pzmlogarithmic qzmlogarithmic rzmlogarithmic ZeroModifiedLogarithmic ZMLogarithmic
The Zero-Modified Negative Binomial Distributiondzmnbinom pzmnbinom qzmnbinom rzmnbinom ZeroModifiedNegativeBinomial ZMNegativeBinomial ZMNegBinomial
The Zero-Modified Poisson Distributiondzmpois pzmpois qzmpois rzmpois ZeroModifiedPoisson ZMpoisson
The Zero-Truncated Binomial Distributiondztbinom pztbinom qztbinom rztbinom ZeroTruncatedBinomial ZTBinomial
The Zero-Truncated Geometric Distributiondztgeom pztgeom qztgeom rztgeom ZeroTruncatedGeometric ZTGeometric
The Zero-Truncated Negative Binomial Distributiondztnbinom pztnbinom qztnbinom rztnbinom ZeroTruncatedNegativeBinomial ZTNegativeBinomial ZTNegBinomial
The Zero-Truncated Poisson Distributiondztpois pztpois qztpois rztpois ZeroTruncatedPoisson ZTPoisson