actuar: An R Package for Actuarial Science

Article English OPEN
Dutang, Christophe; Goulet, Vincent; Pigeon, Mathieu;
(2008)
  • Publisher: Foundation for Open Access Statistics
  • Journal: Journal of Statistical Software (issn: 1548-7660)
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.18637/jss.v025.i07
  • Subject: insurance | matrix exponential | simulation | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST] | [ STAT.CO ] Statistics [stat]/Computation [stat.CO] | [ STAT.AP ] Statistics [stat]/Applications [stat.AP] | [ QFIN.CP ] Quantitative Finance [q-fin]/Computational Finance [q-fin.CP] | distributions | R | risk theory ruin theory | loss distributions | hierarchical | HA1-4737 | phase-type | credibility theory | Statistics

actuar is a package providing additional Actuarial Science functionality to the R statistical system. The project was launched in 2005 and the package is available on the Comprehensive R Archive Network since February 2006. The current version of the package contains f... View more
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