markovchain - Easy Handling Discrete Time Markov Chains

Functions and S4 methods to create and manage discrete time Markov chains more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of their structural proprieties) analysis are provided. See Spedicato (2017) <doi:10.32614/RJ-2017-036>. Some functions for continuous times Markov chains depend on the suggested ctmcd package.

Last updated 4 months ago

ctmcdtmcmarkov-chainmarkov-modelr-programmingrcppopenblascpp

12.77 score 105 stars 4 dependents 712 scripts 6.2k downloads

lifecontingencies - Financial and Actuarial Mathematics for Life Contingencies

Classes and methods that allow the user to manage life table, actuarial tables (also multiple decrements tables). Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein. See Spedicato (2013) <doi:10.18637/jss.v055.i10>.

Last updated 6 months ago

actuarialfinanciallife-contingencieslife-insurancecpp

7.09 score 62 stars 156 scripts 2.1k downloads

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.

Last updated 19 days ago

actuarialdestruction-rate-modelingreinsurancecpp

7.05 score 15 stars 99 scripts 631 downloads