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DESCRIPTION
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DESCRIPTION
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Package: ruin
Type: Package
Title: Simulation of Various Risk Processes
Version: 0.1.1
Date: 2018-07-20
Authors@R: person("Iegor", "Rudnytskyi", email = "iegor.rudnytskyi@gmail.com",
role = c("aut", "cre"))
Description: 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.
License: GPL-3
Encoding: UTF-8
LazyData: true
URL: http://github.com/irudnyts/ruin
BugReports: http://github.com/irudnyts/ruin/issues
Depends:
R (>= 3.5.0)
Imports:
methods,
parallel,
ggplot2 (>= 2.2.1)
Collate:
'AllClass.R'
'AllGeneric.R'
'methods-CramerLundberg.R'
'methods-CramerLundbergCapitalInjections.R'
'methods-SparreAndersen.R'
'methods-SparreAndersenCapitalInjections.R'
'plot_path.R'
'ruin_probability.R'
'zzz.R'
RoxygenNote: 6.0.1
Suggests:
testthat,
actuar (>= 2.3.0),
knitr,
rmarkdown
VignetteBuilder: knitr