actuar
Actuarial Functions and Heavy Tailed Distributions
Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss size and frequency: 23 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.3-7 |
rolling linux/jammy R-4.5 | actuar_3.3-7.tar.gz |
1.4 MiB |
3.3-7 |
rolling linux/noble R-4.5 | actuar_3.3-7.tar.gz |
1.4 MiB |
3.3-7 |
rolling source/ R- | actuar_3.3-7.tar.gz |
974.8 KiB |
3.3-7 |
latest linux/jammy R-4.5 | actuar_3.3-7.tar.gz |
1.4 MiB |
3.3-7 |
latest linux/noble R-4.5 | actuar_3.3-7.tar.gz |
1.4 MiB |
3.3-7 |
latest source/ R- | actuar_3.3-7.tar.gz |
974.8 KiB |
3.3-7 |
2026-04-26 source/ R- | actuar_3.3-7.tar.gz |
974.8 KiB |
3.3-7 |
2026-04-23 source/ R- | actuar_3.3-7.tar.gz |
974.8 KiB |
3.3-7 |
2026-04-09 windows/windows R-4.5 | actuar_3.3-7.zip |
1.4 MiB |
3.3-5 |
2025-04-20 source/ R- | actuar_3.3-5.tar.gz |
965.3 KiB |