| Name : R-finiteruinprob
| |
| Version : 0.6
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.3.7
| Date : 2024-06-14 11:36:07
|
| Group : Development/Libraries/Other
| Source RPM : R-finiteruinprob-0.6-lp153.3.7.src.rpm
|
| Size : 0.14 MB
| |
| Packager : (none)
| |
| Summary : Computation of the Probability of Ruin Within a Finite Time Horizon
|
Description :
In the Cramér–Lundberg risk process perturbed by a Wiener process, this
packages provides approximations to the probability of ruin within a
finite time horizon. Currently, there are three methods implemented:
The first one uses saddlepoint approximation (two variants are
provided), the second one uses importance sampling and the third one is
based on the simulation of a dual process. This last method is not
very accurate and only given here for completeness.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
