Name : R-Pareto
| |
Version : 2.4.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
Release : lp154.1.1
| Date : 2023-09-05 20:02:28
|
Group : Development/Libraries/Other
| Source RPM : R-Pareto-2.4.5-lp154.1.1.src.rpm
|
Size : 0.52 MB
| |
Packager : https://www_suse_com/
| |
Summary : The Pareto, Piecewise Pareto and Generalized Pareto Distribution
|
Description :
Utilities for the Pareto, piecewise Pareto and generalized 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) < doi:10.1007/s13385-018-0177-3>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |