bootruin (1.1-579)
A bootstrap test for the probability of ruin in the classical risk process.
http://cran.r-project.org/web/packages/bootruin
This package provides a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.
Maintainer:
Benjamin Baumgartner
Author(s): Benjamin Baumgartner <benjamin.baumgartner@stat.unibe.ch>, Riccardo Gatto <gatto@stat.unibe.ch>
License: AGPL-3
Uses: Does not use any package
Released 9 months ago.
