Pareto
The Pareto, Piecewise Pareto and Generalized Pareto Distribution
Utilities for the Pareto, piecewise Pareto and generalized Pareto distribution that are useful for reinsurance pricing. In particular, the package provides a non-trivial algorithm that can be used to match the expected losses of a tower of reinsurance layers with a layer-independent collective risk model. The theoretical background of the matching algorithm and most other methods are described in Ulrich Riegel (2018) <doi:10.1007/s13385-018-0177-3>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.4.5 |
rolling linux/jammy R-4.5 | Pareto_2.4.5.tar.gz |
404.1 KiB |
2.4.5 |
rolling linux/noble R-4.5 | Pareto_2.4.5.tar.gz |
403.9 KiB |
2.4.5 |
rolling source/ R- | Pareto_2.4.5.tar.gz |
100.4 KiB |
2.4.5 |
latest linux/jammy R-4.5 | Pareto_2.4.5.tar.gz |
404.1 KiB |
2.4.5 |
latest linux/noble R-4.5 | Pareto_2.4.5.tar.gz |
403.9 KiB |
2.4.5 |
latest source/ R- | Pareto_2.4.5.tar.gz |
100.4 KiB |
2.4.5 |
2026-04-26 source/ R- | Pareto_2.4.5.tar.gz |
100.4 KiB |
2.4.5 |
2026-04-23 source/ R- | Pareto_2.4.5.tar.gz |
100.4 KiB |
2.4.5 |
2026-04-09 windows/windows R-4.5 | Pareto_2.4.5.zip |
410.6 KiB |
2.4.5 |
2025-04-20 source/ R- | Pareto_2.4.5.tar.gz |
100.4 KiB |