Other packages > Find by keyword >

sdprisk  

Measures of Risk for the Compound Poisson Risk Process with Diffusion
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sdprisk", "1.1-6")



Attach the package and use:
library("sdprisk")
Maintained by
Benjamin Baumgartner
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-03-23
Latest Update: 2019-04-29
Description:
Based on the compound Poisson risk process that is perturbed by a Brownian motion, saddlepoint approximations to some measures of risk are provided. Various approximation methods for the probability of ruin are also included. Furthermore, exact values of both the risk measures as well as the probability of ruin are available if the individual claims follow a hypo-exponential distribution (i. e., if it can be represented as a sum of independent exponentially distributed random variables with different rate parameters). For more details see Gatto and Baumgartner (2014) .
How to cite:
Benjamin Baumgartner (2012). sdprisk: Measures of Risk for the Compound Poisson Risk Process with Diffusion. R package version 1.1-6, https://cran.r-project.org/web/packages/sdprisk. Accessed 07 Nov. 2024.
Previous versions and publish date:
0.9-518 (2012-03-23 06:56), 0.9-727 (2012-11-26 13:40), 1.0-0 (2013-05-01 07:12), 1.0-3 (2013-12-30 15:56), 1.1-0 (2015-04-29 14:56), 1.1-3 (2015-05-15 00:58), 1.1-5 (2016-12-31 01:41)
Other packages that cited sdprisk R package
View sdprisk citation profile
Other R packages that sdprisk depends, imports, suggests or enhances
Complete documentation for sdprisk
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  
con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

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