| Name : R-sdprisk
| |
| Version : 1.1.6
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.3.7
| Date : 2024-06-14 11:04:04
|
| Group : Development/Libraries/Other
| Source RPM : R-sdprisk-1.1.6-lp153.3.7.src.rpm
|
| Size : 0.10 MB
| |
| Packager : (none)
| |
| Summary : Measures of Risk for the Compound Poisson Risk Process with Diffusion
|
Description :
Based on the compound Poisson risk process that is perturbed by a
Brownian motion, saddlepoint approximations to some measures of risk
are provided. Various approximation methods for the probability of ruin
are also included. Furthermore, exact values of both the risk measures
as well as the probability of ruin are available if the individual
claims follow a hypo-exponential distribution (i. e., if it can be
represented as a sum of independent exponentially distributed random
variables with different rate parameters). For more details see Gatto
and Baumgartner (2014) < doi:10.1007/s11009-012-9316-5>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
