actuar (2.3-1)

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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 amounts and loss frequency: 19 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.

Maintainer: Vincent Goulet
Author(s): Vincent Goulet [cre, aut], Sbastien Auclair [ctb], Christophe Dutang [aut], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb]

License: GPL (>= 2)

Uses: expint, MASS
Reverse depends: ActuDistns, BTSPAS, ChainLadder, distrEx, lbiassurv, LindleyR, mbbefd, mombf
Reverse suggests: fitdistrplus, fitteR, flexmix, GeneralizedHyperbolic, HyperbolicDist, IPSUR, PhaseType, raw

Released 5 days ago.

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