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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.
| Version: | 1.2-4 |
| Imports: | stats, utils |
| Published: | 2016-12-30 |
| DOI: | 10.32614/CRAN.package.bootruin |
| Author: | Benjamin Baumgartner, Riccardo Gatto |
| Maintainer: | Benjamin Baumgartner <benjamin at baumgrt.com> |
| License: | AGPL-3 |
| NeedsCompilation: | yes |
| Citation: | bootruin citation info |
| CRAN checks: | bootruin results |
| Reference manual: | bootruin.pdf |
| Package source: | bootruin_1.2-4.tar.gz |
| Windows binaries: | r-devel: bootruin_1.2-4.zip, r-release: bootruin_1.2-4.zip, r-oldrel: bootruin_1.2-4.zip |
| macOS binaries: | r-release (arm64): bootruin_1.2-4.tgz, r-oldrel (arm64): bootruin_1.2-4.tgz, r-release (x86_64): bootruin_1.2-4.tgz, r-oldrel (x86_64): bootruin_1.2-4.tgz |
| Old sources: | bootruin archive |
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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.