The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
A (not yet exhaustive) collection of common models of risk processes in actuarial science, represented as formal S4 classes. Each class (risk model) has a simulator of its path, and a plotting function. Further, a Monte-Carlo estimator of a ruin probability for a finite time is implemented, using a parallel computation. Currently, the package extends two classical risk models Cramer-Lundberg and Sparre Andersen models by including capital injections, that are positive jumps (see Breuer L. and Badescu A.L. (2014) <doi:10.1080/03461238.2011.636969>). The intent of the package is to provide a user-friendly interface for ruin processes' simulators, as well as a solid and extensible structure for future extensions.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | methods, parallel, ggplot2 (≥ 2.2.1) |
| Suggests: | testthat, actuar (≥ 2.3.0), knitr, rmarkdown |
| Published: | 2018-07-30 |
| DOI: | 10.32614/CRAN.package.ruin |
| Author: | Iegor Rudnytskyi [aut, cre] |
| Maintainer: | Iegor Rudnytskyi <iegor.rudnytskyi at gmail.com> |
| BugReports: | http://github.com/irudnyts/ruin/issues |
| License: | GPL-3 |
| URL: | http://github.com/irudnyts/ruin |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | ActuarialScience |
| CRAN checks: | ruin results |
| Reference manual: | ruin.pdf |
| Vignettes: |
A Very Short Introduction to ruin |
| Package source: | ruin_0.1.1.tar.gz |
| Windows binaries: | r-devel: ruin_0.1.1.zip, r-release: ruin_0.1.1.zip, r-oldrel: ruin_0.1.1.zip |
| macOS binaries: | r-release (arm64): ruin_0.1.1.tgz, r-oldrel (arm64): ruin_0.1.1.tgz, r-release (x86_64): ruin_0.1.1.tgz, r-oldrel (x86_64): ruin_0.1.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=ruin 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.