Other packages > Find by keyword >

tailloss  

Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tailloss", "1.0")



Attach the package and use:
library("tailloss")
Maintained by
Isabella Gollini
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-07-08
Latest Update: 2015-07-08
Description:
Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.
How to cite:
Isabella Gollini (2015). tailloss: Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution. R package version 1.0, https://cran.r-project.org/web/packages/tailloss. Accessed 15 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited tailloss R package
View tailloss citation profile
Other R packages that tailloss depends, imports, suggests or enhances
Complete documentation for tailloss
Functions, R codes and Examples using the tailloss R package
Some associated functions: ELT . UShurricane . compressELT . fCantelli . fChernoff . fMarkov . fMoment . fMonteCarlo . fPanjer . summary.ELT . tailloss-package . zoombox . 
Some associated R codes: ELT.R . UShurricane.R . compressELT.R . fCantelli.R . fChernoff.R . fMarkov.R . fMoment.R . fMonteCarlo.R . fPanjer.R . getMaxMom.R . getMoments.R . igamma.R . is.scalar.R . summary.ELT.R . tailloss-package.R . zoombox.R .  Full tailloss package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

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  
footBayes  
Fitting Bayesian and MLE Football Models
This is the first package allowing for the estimation, visualization and prediction of the most wel ...
Download / Learn more Package Citations See dependency  
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  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
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  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
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