Pareto (1.1.3)

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The Pareto and the Piecewise Pareto Distribution.

Utilities for the Pareto and piecewise Pareto distribution that are useful for reinsurance pricing. In particular, the package provides a non-trivial algorithm that can be used to match the expected losses of a tower of reinsurance layers with a layer-independent collective risk model. The theoretical background of the matching algorithm and most other methods are described in Ulrich Riegel (2018) .

Maintainer: Ulrich Riegel
Author(s): Ulrich Riegel [aut, cre]

License: GPL (>= 2)

Uses: testthat, knitr, rmarkdown

Released 10 days ago.

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