Package: mbbefd 0.8.12

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]

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mbbefd.pdf |mbbefd.html✨
mbbefd/json (API)

Peer review:

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

On CRAN:

actuarialdestruction-rate-modelingreinsurance

75 exports 12 stars 1.83 score 12 dependencies 93 scripts 518 downloads

Last updated 1 years agofrom:70e6923747. Checks:OK: 1 NOTE: 8. Indexed: yes.

Exports:bootDRdgbetadgbeta1dmbbefddMBBEFDdmbbefd1dMBBEFD1dmbbefd2dMBBEFD2doibetadoifundoigbetadoistparetodoiunifdstparetoecbetaeccompecgbetaecmbbefdecMBBEFDecoibetaecoifunecoigbetaecoistparetoecoiunifecstparetoecunifeecfetlfitDRg2amgbetammbbefdmMBBEFDmoibetamoifunmoigbetamoistparetomoiunifmstparetopgbetapmbbefdpMBBEFDpoibetapoifunpoigbetapoistparetopoiunifpstparetoqgbetaqmbbefdqMBBEFDqoibetaqoifunqoigbetaqoistparetoqoiunifqstparetorgbetarmbbefdrMBBEFDroibetaroifunroigbetaroistparetoroiunifrstparetoswissRetlmbbefdtlMBBEFDtloibetatloifuntloigbetatloistparetotloiunif

Dependencies:actuaralabamaexpintfitdistrplusgsllatticeMASSMatrixnumDerivRcpprlangsurvival