Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution (original) (raw)
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>.
| Version: | 2.4.5 |
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| Depends: | R (≥ 2.10) |
| Suggests: | testthat, knitr, rmarkdown, lpSolve |
| Published: | 2023-04-18 |
| DOI: | 10.32614/CRAN.package.Pareto |
| Author: | Ulrich Riegel [aut, cre] |
| Maintainer: | Ulrich Riegel <ulrich.riegel at gmx.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/ulrichriegel/Pareto#pareto |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README, NEWS |
| In views: | Distributions |
| CRAN checks: | Pareto results |
Documentation:
| Reference manual: | Pareto.html , <Pareto.pdf> |
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| Vignettes: | Pareto Package Vignette (source, R code) |
Downloads:
| Package source: | Pareto_2.4.5.tar.gz |
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| Windows binaries: | r-devel: Pareto_2.4.5.zip, r-release: Pareto_2.4.5.zip, r-oldrel: Pareto_2.4.5.zip |
| macOS binaries: | r-release (arm64): Pareto_2.4.5.tgz, r-oldrel (arm64): Pareto_2.4.5.tgz, r-release (x86_64): Pareto_2.4.5.tgz, r-oldrel (x86_64): Pareto_2.4.5.tgz |
| Old sources: | Pareto archive |
Reverse dependencies:
| Reverse imports: | NetSimR |
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Linking:
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