Actuarial Functions and Heavy Tailed Distributions

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. 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. Support for phase-type distributions commonly used to compute ruin probabilities.


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Reference manual

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install.packages("actuar")

2.1-1 by Vincent Goulet, 2 months ago


Browse source code at https://github.com/cran/actuar


Authors: Vincent Goulet [cre, aut], S├ębastien Auclair [ctb], Christophe Dutang [aut], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Louis-Philippe Pouliot [ctb], Mathieu Pigeon [aut]


Documentation:   PDF Manual  


Task views: Probability Distributions, Empirical Finance


GPL (>= 2) license


Imports stats, graphics, expint

Suggests MASS

Linking to expint


Imported by BTSPAS, ChainLadder, ReliabilityTheory, fitur, mbbefd.

Depended on by ActuDistns, lbiassurv, mombf.

Suggested by GeneralizedHyperbolic, HyperbolicDist, IPSUR, PhaseType, fitdistrplus, flexmix, raw.


See at CRAN