Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignette shows code snippets to fit the distribution to empirical data. See, e.g., Bernegger (1997) freely available on-line.


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MBBEFD provides additional distributions to R, such as the MBBEFD and shifted truncated Pareto as well as functions to handle destruction rate models.

The distributions and models of the mbbefd package are particular popular for understanding and pricing risk in general insurance and reinsurance and are used for exposure rating, benchmarking and curve fitting.

Install the current release from CRAN:

install.packages('mbbefd')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/mbbefd')

News

Version 0.8.8.5 Added ORCID res[q <= 0] <- 0, from res[q < 0] <- 0

Reference manual

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install.packages("mbbefd")

0.8.10 by Christophe Dutang, 6 months ago


https://github.com/spedygiorgio/mbbefd


Report a bug at https://github.com/spedygiorgio/mbbefd/issues


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


Authors: Christophe Dutang [aut, cre] , Giorgio Spedicato [aut] , Markus Gesmann [ctb]


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL-2 license


Imports utils, actuar, gsl, MASS

Depends on fitdistrplus, alabama, Rcpp

Suggests testthat, pander, rmarkdown, knitr, lattice

Linking to Rcpp

System requirements: GNU make


See at CRAN