Other packages > Find by keyword >

Pareto  

The Pareto, Piecewise Pareto and Generalized Pareto Distribution
View on CRAN: Click here


Download and install Pareto package within the R console
Install from CRAN:
install.packages("Pareto")

Install from Github:
library("remotes")
install_github("cran/Pareto")

Install by package version:
library("remotes")
install_version("Pareto", "2.4.5")



Attach the package and use:
library("Pareto")
Maintained by
Ulrich Riegel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-12-17
Latest Update: 2023-04-18
Description:
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) .
How to cite:
Ulrich Riegel (2019). Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution. R package version 2.4.5, https://cran.r-project.org/web/packages/Pareto. Accessed 15 Jul. 2026.
Previous versions and publish date:
(2026-07-09 08:16), 1.1.0 (2019-12-17 16:50), 1.1.3 (2020-02-14 00:10), 1.1.5 (2020-04-03 11:30), 2.0.0 (2020-05-02 09:40), 2.1.0 (2020-07-09 23:50), 2.2.0 (2020-08-03 08:40), 2.2.1 (2020-09-11 15:30), 2.2.2 (2021-01-28 00:00), 2.3.0 (2021-02-07 06:10), 2.4.0 (2021-02-18 10:50), 2.4.2 (2021-03-03 10:30), 2.4.4 (2023-04-08 15:40)
Other packages that cited Pareto R package
View Pareto citation profile
Other R packages that Pareto depends, imports, suggests or enhances
Complete documentation for Pareto
Functions, R codes and Examples using the Pareto R package
Some associated functions: Example1_AP . Example1_EL . Excess_Frequency.PGP_Model . Excess_Frequency.PPP_Model . Excess_Frequency . Fit_PML_Curve . Fit_References . GenPareto_Layer_Mean . GenPareto_Layer_SM . GenPareto_Layer_Var . GenPareto_ML_Estimator_Alpha . Layer_Mean.PGP_Model . Layer_Mean.PPP_Model . Layer_Mean . Layer_Sd.PGP_Model . Layer_Sd.PPP_Model . Layer_Sd . Layer_Var.PGP_Model . Layer_Var.PPP_Model . Layer_Var . Local_Pareto_Alpha . PGP_Model . PPP_Model . PPP_Model_Excess_Frequency . PPP_Model_Exp_Layer_Loss . PPP_Model_Layer_Sd . PPP_Model_Layer_Var . PPP_Model_Simulate . Pareto_CDF . Pareto_Extrapolation . Pareto_Find_Alpha_btw_FQ_Layer . Pareto_Find_Alpha_btw_FQs . Pareto_Find_Alpha_btw_Layers . Pareto_Layer_Mean . Pareto_Layer_SM . Pareto_Layer_Var . Pareto_ML_Estimator_Alpha . Pareto_PDF . PiecewisePareto_CDF . PiecewisePareto_Layer_Mean . PiecewisePareto_Layer_SM . PiecewisePareto_Layer_Var . PiecewisePareto_ML_Estimator_Alpha . PiecewisePareto_Match_Layer_Losses . PiecewisePareto_PDF . Simulate_Losses.PGP_Model . Simulate_Losses.PPP_Model . Simulate_Losses . dGenPareto . dPareto . dPiecewisePareto . is.PGP_Model . is.PPP_Model . is.valid.PGP_Model . is.valid.PPP_Model . pGenPareto . pPareto . pPiecewisePareto . print.PGP_Model . print.PPP_Model . qGenPareto . qPareto . qPiecewisePareto . rGenPareto . rPareto . rPiecewisePareto . 
Some associated R codes: CollectiveModelMethods.R . Documentation.R . FitPP.R . Functions.R . PGPModel.R . PPPModel.R . ValidationFunctions.R . lp_functions.R .  Full Pareto package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  
PermAlgo  
Permutational Algorithm to Simulate Survival Data
This version of the permutational algorithm generates a dataset in which event and censoring times ...
Download / Learn more Package Citations See dependency  
pulseTD  
Identification of Transcriptional Dynamics using Pulse Models via 4su-Seq Data and RNA-Seq Data
A tool for analyzing the transcription, processing and degradation rates of genes by 4sU-seq (the Me ...
Download / Learn more Package Citations See dependency  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA