Pareto (1.1.0)

The Pareto and the Piecewise Pareto Distribution.

https://github.com/ulrichriegel/Pareto#pareto
http://cran.r-project.org/web/packages/Pareto

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 2 months ago.