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bootruin  

A Bootstrap Test for the Probability of Ruin in the Classical Risk Process
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bootruin", "1.2-4")



Attach the package and use:
library("bootruin")
Maintained by
Benjamin Baumgartner
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-03-26
Latest Update: 2016-12-30
Description:
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.
How to cite:
Benjamin Baumgartner (2010). bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process. R package version 1.2-4, https://cran.r-project.org/web/packages/bootruin
Previous versions and publish date:
1.0-139 (2010-03-26 12:17), 1.0-146 (2010-04-02 19:07), 1.0-156 (2010-06-04 15:47), 1.1-221 (2011-08-17 22:26), 1.1-224 (2011-08-18 17:14), 1.1-254 (2011-10-20 13:54), 1.1-579 (2012-08-22 16:49), 1.2-0 (2013-12-30 15:56), 1.2-1 (2014-05-29 10:31)
Other packages that cited bootruin R package
View bootruin citation profile
Other R packages that bootruin depends, imports, suggests or enhances
Functions, R codes and Examples using the bootruin R package
Some associated functions: bootruin-package . pvaldens . pvaldistance . rpdataboot . rpdataconv . rpdatasim . rpjack . rppvalue . rpteststat . ruinprob . ruinprob.test . 
Some associated R codes: pvaldens.R . pvaldistance.R . rpdataboot.R . rpdataconv.R . rpdatasim.R . rpjack.R . rppvalue.R . rpteststat.R . ruinprob.R . ruinprob.test.R .  Full bootruin package functions and examples
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