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ruin
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]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-07-30
Latest Update:
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) ). 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. Accessed 08 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:54), 0.1.1 (2018-07-30 14:56)
Other packages that cited ruin R package
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Other R packages that ruin depends,
imports, suggests or enhances
Complete documentation for ruin
Functions, R codes and Examples using
the ruin R package
Some associated functions: CramerLundberg-class . CramerLundberg . CramerLundbergCapitalInjections-class . CramerLundbergCapitalInjections . PathCramerLundberg-class . PathCramerLundbergCapitalInjections-class . PathSparreAndersen-class . PathSparreAndersenCapitalInjections-class . SparreAndersen-class . SparreAndersen . SparreAndersenCapitalInjections-class . SparreAndersenCapitalInjections . plot_path . ruin_probability . simulate_path-CramerLundberg-method . simulate_path-CramerLundbergCapitalInjections-method . simulate_path-SparreAndersen-method . simulate_path-SparreAndersenCapitalInjections-method . simulate_path .
Some associated R codes: AllClass.R . AllGeneric.R . methods-CramerLundberg.R . methods-CramerLundbergCapitalInjections.R . methods-SparreAndersen.R . methods-SparreAndersenCapitalInjections.R . plot_path.R . ruin_probability.R . zzz.R . Full ruin package functions and examples
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