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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 06 Mar. 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
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