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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>.

Version: 2.4.5
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.pdf
Vignettes: Pareto Package Vignette

Downloads:

Package source: Pareto_2.4.5.tar.gz
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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=Pareto to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.