Package: mbbefd 0.8.13

Christophe Dutang

mbbefd: 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) <doi:10.2143/AST.27.1.563208> freely available on-line.

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

mbbefd_0.8.13.tar.gz
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mbbefd.pdf |mbbefd.html✨
mbbefd/json (API)
NEWS

# Install 'mbbefd' in R:

install.packages('mbbefd', repos = c('https://spedygiorgio.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/spedygiorgio/mbbefd/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

asiacomrisk - Large commercial risks in Asia-Pacific
beaonre - AON Re Belgian dataset
itagradescore - Italian grade scores
lossalaefull - General Liability Claims

On CRAN:

actuarial destruction-rate-modeling reinsurance

6.63 score 15 stars 95 scripts 563 downloads 75 exports 12 dependencies

Last updated 1 months agofrom:1299917ee2. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 23 2024
R-4.5-win-x86_64	OK	Nov 23 2024
R-4.5-linux-x86_64	OK	Nov 23 2024
R-4.4-win-x86_64	OK	Nov 23 2024
R-4.4-mac-x86_64	OK	Nov 23 2024
R-4.4-mac-aarch64	OK	Nov 23 2024
R-4.3-win-x86_64	OK	Nov 23 2024
R-4.3-mac-x86_64	OK	Nov 23 2024
R-4.3-mac-aarch64	OK	Nov 23 2024

Exports:bootDR dgbeta dgbeta1 dmbbefd dMBBEFD dmbbefd1 dMBBEFD1 dmbbefd2 dMBBEFD2 doibeta doifun doigbeta doistpareto doiunif dstpareto ecbeta eccomp ecgbeta ecmbbefd ecMBBEFD ecoibeta ecoifun ecoigbeta ecoistpareto ecoiunif ecstpareto ecunif eecf etl fitDR g2a mgbeta mmbbefd mMBBEFD moibeta moifun moigbeta moistpareto moiunif mstpareto pgbeta pmbbefd pMBBEFD poibeta poifun poigbeta poistpareto poiunif pstpareto qgbeta qmbbefd qMBBEFD qoibeta qoifun qoigbeta qoistpareto qoiunif qstpareto rgbeta rmbbefd rMBBEFD roibeta roifun roigbeta roistpareto roiunif rstpareto swissRe tlmbbefd tlMBBEFD tloibeta tloifun tloigbeta tloistpareto tloiunif

Dependencies:actuar alabama expint fitdistrplus gsl lattice MASS Matrix numDeriv Rcpp rlang survival

Exposure rating, destruction rate models and the mbbefd package

Christophe Dutang, Markus Gesmann, Giorgio Spedicato

Rendered fromIntroduction_to_mbbefd.Rmdusingknitr::rmarkdownon Nov 23 2024.

Last update: 2021-07-31
Started: 2016-02-23

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling	mbbefd-package
Large commercial risks in Asia-Pacific	asiacomrisk
AON Re Belgian dataset	beaonre
Bootstrap simulation of destruction rate models	bootDR
Empirical Exposure Curve Function	eecf lines.eecf plot.eecf print.eecf summary.eecf
Empirical total loss	etl
Exposure curves for the beta and the uniform distributions.	ecbeta ecunif exposureCurve
Fit of destruction rate models	fitDR
Get a parameter known g and b	g2a
The generalized Beta of the first kind Distribution	dgbeta dgbeta1 ecgbeta gbeta mgbeta pgbeta qgbeta rgbeta
Graphical comparison of multiple fitted distributions	eccomp graph-eccomp
Italian grade scores	itagradescore
General Liability Claims	lossalaefull
The MBBEFD distribution (two parametrizations)	dMBBEFD dmbbefd dMBBEFD1 dmbbefd1 dMBBEFD2 dmbbefd2 ecMBBEFD ecmbbefd MBBEFD mbbefd mbbefd-distr mMBBEFD mmbbefd pMBBEFD pmbbefd qMBBEFD qmbbefd rMBBEFD rmbbefd tlMBBEFD tlmbbefd
One-inflated beta distribution	doibeta ecoibeta moibeta oibeta poibeta qoibeta roibeta tloibeta
One-inflated distributions	doifun ecoifun moifun oidistribution poifun qoifun roifun tloifun
One-inflated generalized beta of the first kind (GB1)) distribution	doigbeta ecoigbeta moigbeta oigbeta poigbeta qoigbeta roigbeta tloigbeta
One-inflated shifted truncated pareto distribution	doistpareto ecoistpareto moistpareto oistpareto poistpareto qoistpareto roistpareto tloistpareto
One-inflated uniform distribution	doiunif ecoiunif moiunif oiunif poiunif qoiunif roiunif tloiunif
The shifted truncated Pareto distribution	dstpareto ecstpareto mstpareto pstpareto qstpareto rstpareto stpareto
Swiss Re exposure curve generation function	swissRe