bootruin
A Bootstrap Test for the Probability of Ruin in the Classical Risk Process
We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2-4 |
rolling linux/jammy R-4.5 | bootruin_1.2-4.tar.gz |
68.5 KiB |
1.2-4 |
rolling linux/noble R-4.5 | bootruin_1.2-4.tar.gz |
68.4 KiB |
1.2-4 |
rolling source/ R- | bootruin_1.2-4.tar.gz |
13.5 KiB |
1.2-4 |
latest linux/jammy R-4.5 | bootruin_1.2-4.tar.gz |
68.5 KiB |
1.2-4 |
latest linux/noble R-4.5 | bootruin_1.2-4.tar.gz |
68.4 KiB |
1.2-4 |
latest source/ R- | bootruin_1.2-4.tar.gz |
13.5 KiB |
1.2-4 |
2026-04-26 source/ R- | bootruin_1.2-4.tar.gz |
13.5 KiB |
1.2-4 |
2026-04-23 source/ R- | bootruin_1.2-4.tar.gz |
13.5 KiB |
1.2-4 |
2026-04-09 windows/windows R-4.5 | bootruin_1.2-4.zip |
75.3 KiB |
1.2-4 |
2025-04-20 source/ R- | bootruin_1.2-4.tar.gz |
13.5 KiB |