| Name : R-Pareto
| |
| Version : 2.4.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:03:30
|
| Group : Development/Libraries/Other
| Source RPM : R-Pareto-2.4.5-lp153.1.5.src.rpm
|
| Size : 0.53 MB
| |
| Packager : (none)
| |
| 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/openSUSE_Leap_15.3/x86_64 |
