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.

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ctmcdtmcmarkov-chainmarkov-modelr-programmingrcppopenblascpp

12.95 score 113 stars 4 dependents 876 scripts 9.9k 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>.

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actuarialfinanciallife-contingencieslife-insurancecpp

7.43 score 71 stars 171 scripts 1.5k 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.

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actuarialdestruction-rate-modelingreinsurancecpp

7.41 score 17 stars 167 scripts 343 downloads