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.

Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

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')

Documentation

Please find helps in the vignette and

library(mbbefd)
help("mbbefd-package")

Citation

If you use mbbefd, you should cite:
Christophe Dutang, Giorgio Spedicato (2025). mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling. R package.