r-actuar 3.3-4
Propagated dependencies: r-expint@0.1-8
Channel: guix
Home page: https://gitlab.com/vigou3/actuar
Licenses: GPL 2+
Synopsis: Actuarial functions and heavy tailed distributions
Description:
This package provides functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. It boasts support for many additional probability distributions to model insurance loss amounts and loss frequency: 19 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. It also supports phase-type distributions commonly used to compute ruin probabilities.
Total results: 4