tailloss (1.0)

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Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution.

http://github.com/igollini/tailloss
http://cran.r-project.org/web/packages/tailloss

Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.

Maintainer: Isabella Gollini
Author(s): Isabella Gollini [aut, cre], Jonathan Rougier [ctb]

License: GPL-2 | GPL-3

Uses: MASS

Released almost 4 years ago.


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