Functions from "Reinsurance: Actuarial and Statistical Aspects"

Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <>.


Reference manual

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1.0.6 by Tom Reynkens, 3 months ago,

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Authors: Tom Reynkens [aut, cre], Roel Verbelen [aut] (R code for Mixed Erlang distribution), Anastasios Bardoutsos [ctb] (Original R code for cEPD estimator), Dries Cornilly [ctb] (Original R code for EVT estimators for truncated data), Yuri Goegebeur [ctb] (Original S-Plus code for basic EVT estimators), Klaus Herrmann [ctb] (Original R code for GPD estimator)

Documentation:   PDF Manual  

Task views: Extreme Value Analysis, Probability Distributions

GPL (>= 2) license

Imports stats, graphics, survival, utils, parallel, foreach, doParallel, Rcpp

Suggests testthat, knitr, rmarkdown, interval, Icens

Linking to Rcpp

Imported by OpVaR.

Suggested by fitteR.

See at CRAN