| Name : R-ruin
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.14.5
| Date : 2024-06-14 11:56:24
|
| Group : Development/Libraries/Other
| Source RPM : R-ruin-0.1.1-lp153.14.5.src.rpm
|
| Size : 0.17 MB
| |
| Packager : (none)
| |
| Summary : Simulation of Various Risk Processes
|
Description :
A (not yet exhaustive) collection of common models of risk processes in
actuarial science, represented as formal S4 classes. Each class (risk
model) has a simulator of its path, and a plotting function. Further, a
Monte-Carlo estimator of a ruin probability for a finite time is
implemented, using a parallel computation. Currently, the package
extends two classical risk models Cramer-Lundberg and Sparre Andersen
models by including capital injections, that are positive jumps (see
Breuer L. and Badescu A.L. (2014) < doi:10.1080/03461238.2011.636969>).
The intent of the package is to provide a user-friendly interface for
ruin processes\' simulators, as well as a solid and extensible structure
for future extensions.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
