tailloss
Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution
Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | tailloss_1.0.tar.gz |
208.3 KiB |
1.0 |
rolling linux/noble R-4.5 | tailloss_1.0.tar.gz |
208.2 KiB |
1.0 |
rolling source/ R- | tailloss_1.0.tar.gz |
247.2 KiB |
1.0 |
latest linux/jammy R-4.5 | tailloss_1.0.tar.gz |
208.3 KiB |
1.0 |
latest linux/noble R-4.5 | tailloss_1.0.tar.gz |
208.2 KiB |
1.0 |
latest source/ R- | tailloss_1.0.tar.gz |
247.2 KiB |
1.0 |
2026-04-26 source/ R- | tailloss_1.0.tar.gz |
247.2 KiB |
1.0 |
2026-04-23 source/ R- | tailloss_1.0.tar.gz |
247.2 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | tailloss_1.0.zip |
210.6 KiB |
1.0 |
2025-04-20 source/ R- | tailloss_1.0.tar.gz |
247.2 KiB |