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ruin  

Simulation of Various Risk Processes
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ruin", "0.1.1")



Attach the package and use:
library("ruin")
Maintained by
Iegor Rudnytskyi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-07-30
Latest Update: 2018-07-30
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.
How to cite:
Iegor Rudnytskyi (2018). ruin: Simulation of Various Risk Processes. R package version 0.1.1, https://cran.r-project.org/web/packages/ruin
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