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 vignettes show code snippets to fit the distribution to empirical data.

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.



Version 0.8.5 Minor changes to cope with fitdistrplus changes.

Reference manual

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install.packages("mbbefd") by Giorgio Spedicato, 5 months ago

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Browse source code at

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

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-2 license

Imports Rcpp, utils, actuar, gsl, MASS

Depends on fitdistrplus, alabama

Suggests testthat, copula, pander, knitcitations, rmarkdown, knitr, lattice

Linking to Rcpp

See at CRAN