Actuarial Functions and Heavy Tailed Distributions


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Documentation for package ‘actuar’ version 3.1-2

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A B C D E F G H I K L M N O P Q R S T U V W Z misc

-- A --

adjCoef Adjustment Coefficient
aggregate.portfolio Summary Statistics of a Portfolio
aggregateDist Aggregate Claim Amount Distribution

-- B --

betaint The "Beta Integral"
BetaMoments Raw and Limited Moments of the Beta Distribution
Burr The Burr Distribution

-- C --

ChisqSupp Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution
cm Credibility Models
Coverage Density and Cumulative Distribution Function for Modified Data
coverage Density and Cumulative Distribution Function for Modified Data
CTE Conditional Tail Expectation
CTE.aggregateDist Conditional Tail Expectation

-- D --

dburr The Burr Distribution
dental Individual Dental Claims Data Set
dfpareto The Feller Pareto Distribution
dgenbeta The Generalized Beta Distribution
dgenpareto The Generalized Pareto Distribution
dgumbel The Gumbel Distribution
diff.aggregateDist Aggregate Claim Amount Distribution
dinvburr The Inverse Burr Distribution
dinvexp The Inverse Exponential Distribution
dinvgamma The Inverse Gamma Distribution
dinvgauss The Inverse Gaussian Distribution
dinvparalogis The Inverse Paralogistic Distribution
dinvpareto The Inverse Pareto Distribution
dinvtrgamma The Inverse Transformed Gamma Distribution
dinvweibull The Inverse Weibull Distribution
discretise Discretization of a Continuous Distribution
discretize Discretization of a Continuous Distribution
dlgamma The Loggamma Distribution
dlgompertz The Inverse Weibull Distribution
dllogis The Loglogistic Distribution
dlogarithmic The Logarithmic Distribution
dparalogis The Paralogistic Distribution
dpareto The Pareto Distribution
dpareto1 The Single-parameter Pareto Distribution
dpareto2 The Pareto II Distribution
dpareto3 The Pareto III Distribution
dpareto4 The Pareto IV Distribution
dpearson6 The Transformed Beta Distribution
dphtype The Phase-type Distribution
dpig The Poisson-Inverse Gaussian Distribution
dpoisinvgauss The Poisson-Inverse Gaussian Distribution
dtrbeta The Transformed Beta Distribution
dtrgamma The Transformed Gamma Distribution
dzmbinom The Zero-Modified Binomial Distribution
dzmgeom The Zero-Modified Geometric Distribution
dzmlogarithmic The Zero-Modified Logarithmic Distribution
dzmnbinom The Zero-Modified Negative Binomial Distribution
dzmpois The Zero-Modified Poisson Distribution
dztbinom The Zero-Truncated Binomial Distribution
dztgeom The Zero-Truncated Geometric Distribution
dztnbinom The Zero-Truncated Negative Binomial Distribution
dztpois The Zero-Truncated Poisson Distribution

-- E --

elev Empirical Limited Expected Value
elev.default Empirical Limited Expected Value
elev.grouped.data Empirical Limited Expected Value
emm Empirical Moments
emm.default Empirical Moments
emm.grouped.data Empirical Moments
ExponentialSupp Moments and Moment Generating Function of the Exponential Distribution
Extract.grouped.data Extract or Replace Parts of a Grouped Data Object

-- F --

FellerPareto The Feller Pareto Distribution
frequency.portfolio Summary Statistics of a Portfolio

-- G --

GammaSupp Moments and Moment Generating Function of the Gamma Distribution
gdental Grouped Dental Claims Data Set
GeneralizedBeta The Generalized Beta Distribution
GeneralizedPareto The Generalized Pareto Distribution
grouped.data Grouped data
Gumbel The Gumbel Distribution

-- H --

hachemeister Hachemeister Data Set
hist.grouped.data Histogram for Grouped Data

-- I --

InverseBurr The Inverse Burr Distribution
InverseExponential The Inverse Exponential Distribution
InverseGamma The Inverse Gamma Distribution
InverseGaussian The Inverse Gaussian Distribution
InverseParalogistic The Inverse Paralogistic Distribution
InversePareto The Inverse Pareto Distribution
InverseTransformedGamma The Inverse Transformed Gamma Distribution
InverseWeibull The Inverse Weibull Distribution

-- K --

knots.elev Empirical Limited Expected Value
knots.ogive Ogive for Grouped Data

-- L --

levbeta Raw and Limited Moments of the Beta Distribution
levburr The Burr Distribution
levchisq Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution
levexp Moments and Moment Generating Function of the Exponential Distribution
levfpareto The Feller Pareto Distribution
levgamma Moments and Moment Generating Function of the Gamma Distribution
levgenbeta The Generalized Beta Distribution
levgenpareto The Generalized Pareto Distribution
levinvburr The Inverse Burr Distribution
levinvexp The Inverse Exponential Distribution
levinvgamma The Inverse Gamma Distribution
levinvgauss The Inverse Gaussian Distribution
levinvparalogis The Inverse Paralogistic Distribution
levinvpareto The Inverse Pareto Distribution
levinvtrgamma The Inverse Transformed Gamma Distribution
levinvweibull The Inverse Weibull Distribution
levlgamma The Loggamma Distribution
levlgompertz The Inverse Weibull Distribution
levllogis The Loglogistic Distribution
levlnorm Raw and Limited Moments of the Lognormal Distribution
levparalogis The Paralogistic Distribution
levpareto The Pareto Distribution
levpareto1 The Single-parameter Pareto Distribution
levpareto2 The Pareto II Distribution
levpareto3 The Pareto III Distribution
levpareto4 The Pareto IV Distribution
levpearson6 The Transformed Beta Distribution
levtrbeta The Transformed Beta Distribution
levtrgamma The Transformed Gamma Distribution
levunif Moments and Moment Generating Function of the Uniform Distribution
levweibull Raw and Limited Moments of the Weibull Distribution
log-series The Logarithmic Distribution
Logarithmic The Logarithmic Distribution
Loggamma The Loggamma Distribution
Loglogistic The Loglogistic Distribution
LognormalMoments Raw and Limited Moments of the Lognormal Distribution

-- M --

mbeta Raw and Limited Moments of the Beta Distribution
mburr The Burr Distribution
mchisq Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution
Mde Minimum Distance Estimation
mde Minimum Distance Estimation
mean.aggregateDist Aggregate Claim Amount Distribution
mean.grouped.data Arithmetic Mean
mexp Moments and Moment Generating Function of the Exponential Distribution
mfpareto The Feller Pareto Distribution
mgamma Moments and Moment Generating Function of the Gamma Distribution
mgenbeta The Generalized Beta Distribution
mgenpareto The Generalized Pareto Distribution
mgfchisq Moments and Moment Generating Function of the (non-central) Chi-Squared Distribution
mgfexp Moments and Moment Generating Function of the Exponential Distribution
mgfgamma Moments and Moment Generating Function of the Gamma Distribution
mgfgumbel The Gumbel Distribution
mgfinvgamma The Inverse Gamma Distribution
mgfinvgauss The Inverse Gaussian Distribution
mgfnorm Moments and Moment generating function of the Normal Distribution
mgfphtype The Phase-type Distribution
mgfunif Moments and Moment Generating Function of the Uniform Distribution
mgumbel The Gumbel Distribution
minvburr The Inverse Burr Distribution
minvexp The Inverse Exponential Distribution
minvgamma The Inverse Gamma Distribution
minvgauss The Inverse Gaussian Distribution
minvparalogis The Inverse Paralogistic Distribution
minvpareto The Inverse Pareto Distribution
minvtrgamma The Inverse Transformed Gamma Distribution
minvweibull The Inverse Weibull Distribution
mlgamma The Loggamma Distribution
mlgompertz The Inverse Weibull Distribution
mllogis The Loglogistic Distribution
mlnorm Raw and Limited Moments of the Lognormal Distribution
mnorm Moments and Moment generating function of the Normal Distribution
mparalogis The Paralogistic Distribution
mpareto The Pareto Distribution
mpareto1 The Single-parameter Pareto Distribution
mpareto2 The Pareto II Distribution
mpareto3 The Pareto III Distribution
mpareto4 The Pareto IV Distribution
mpearson6 The Transformed Beta Distribution
mphtype The Phase-type Distribution
mtrbeta The Transformed Beta Distribution
mtrgamma The Transformed Gamma Distribution
munif Moments and Moment Generating Function of the Uniform Distribution
mweibull Raw and Limited Moments of the Weibull Distribution

-- N --

NormalSupp Moments and Moment generating function of the Normal Distribution

-- O --

ogive Ogive for Grouped Data
ogive.default Ogive for Grouped Data
ogive.grouped.data Ogive for Grouped Data

-- P --

Paralogistic The Paralogistic Distribution
Pareto The Pareto Distribution
Pareto2 The Pareto II Distribution
Pareto3 The Pareto III Distribution
Pareto4 The Pareto IV Distribution
pburr The Burr Distribution
Pearson6 The Transformed Beta Distribution
pfpareto The Feller Pareto Distribution
pgenbeta The Generalized Beta Distribution
pgenpareto The Generalized Pareto Distribution
pgumbel The Gumbel Distribution
PIG The Poisson-Inverse Gaussian Distribution
pinvburr The Inverse Burr Distribution
pinvexp The Inverse Exponential Distribution
pinvgamma The Inverse Gamma Distribution
pinvgauss The Inverse Gaussian Distribution
pinvparalogis The Inverse Paralogistic Distribution
pinvpareto The Inverse Pareto Distribution
pinvtrgamma The Inverse Transformed Gamma Distribution
pinvweibull The Inverse Weibull Distribution
plgamma The Loggamma Distribution
plgompertz The Inverse Weibull Distribution
pllogis The Loglogistic Distribution
plogarithmic The Logarithmic Distribution
plot.adjCoef Adjustment Coefficient
plot.aggregateDist Aggregate Claim Amount Distribution
plot.elev Empirical Limited Expected Value
plot.ogive Ogive for Grouped Data
plot.ruin Probability of Ruin
PoissonInverseGaussian The Poisson-Inverse Gaussian Distribution
pparalogis The Paralogistic Distribution
ppareto The Pareto Distribution
ppareto1 The Single-parameter Pareto Distribution
ppareto2 The Pareto II Distribution
ppareto3 The Pareto III Distribution
ppareto4 The Pareto IV Distribution
ppearson6 The Transformed Beta Distribution
pphtype The Phase-type Distribution
ppig The Poisson-Inverse Gaussian Distribution
ppoisinvgauss The Poisson-Inverse Gaussian Distribution
predict.cm Credibility Models
print.aggregateDist Aggregate Claim Amount Distribution
print.cm Credibility Models
print.elev Empirical Limited Expected Value
print.ogive Ogive for Grouped Data
print.portfolio Simulation from Compound Hierarchical Models
print.summary.cm Credibility Models
ptrbeta The Transformed Beta Distribution
ptrgamma The Transformed Gamma Distribution
pzmbinom The Zero-Modified Binomial Distribution
pzmgeom The Zero-Modified Geometric Distribution
pzmlogarithmic The Zero-Modified Logarithmic Distribution
pzmnbinom The Zero-Modified Negative Binomial Distribution
pzmpois The Zero-Modified Poisson Distribution
pztbinom The Zero-Truncated Binomial Distribution
pztgeom The Zero-Truncated Geometric Distribution
pztnbinom The Zero-Truncated Negative Binomial Distribution
pztpois The Zero-Truncated Poisson Distribution

-- Q --

qburr The Burr Distribution
qfpareto The Feller Pareto Distribution
qgenbeta The Generalized Beta Distribution
qgenpareto The Generalized Pareto Distribution
qgumbel The Gumbel Distribution
qinvburr The Inverse Burr Distribution
qinvexp The Inverse Exponential Distribution
qinvgamma The Inverse Gamma Distribution
qinvgauss The Inverse Gaussian Distribution
qinvparalogis The Inverse Paralogistic Distribution
qinvpareto The Inverse Pareto Distribution
qinvtrgamma The Inverse Transformed Gamma Distribution
qinvweibull The Inverse Weibull Distribution
qlgamma The Loggamma Distribution
qlgompertz The Inverse Weibull Distribution
qllogis The Loglogistic Distribution
qlogarithmic The Logarithmic Distribution
qparalogis The Paralogistic Distribution
qpareto The Pareto Distribution
qpareto1 The Single-parameter Pareto Distribution
qpareto2 The Pareto II Distribution
qpareto3 The Pareto III Distribution
qpareto4 The Pareto IV Distribution
qpearson6 The Transformed Beta Distribution
qpig The Poisson-Inverse Gaussian Distribution
qpoisinvgauss The Poisson-Inverse Gaussian Distribution
qtrbeta The Transformed Beta Distribution
qtrgamma The Transformed Gamma Distribution
quantile.aggregateDist Quantiles of Aggregate Claim Amount Distribution
quantile.grouped.data Quantiles of Grouped Data
qzmbinom The Zero-Modified Binomial Distribution
qzmgeom The Zero-Modified Geometric Distribution
qzmlogarithmic The Zero-Modified Logarithmic Distribution
qzmnbinom The Zero-Modified Negative Binomial Distribution
qzmpois The Zero-Modified Poisson Distribution
qztbinom The Zero-Truncated Binomial Distribution
qztgeom The Zero-Truncated Geometric Distribution
qztnbinom The Zero-Truncated Negative Binomial Distribution
qztpois The Zero-Truncated Poisson Distribution

-- R --

rburr The Burr Distribution
rcomphierarc Simulation from Compound Hierarchical Models
rcomphierarc.summaries Summary Statistics of a Portfolio
rcompound Simulation from Compound Models
rcomppois Simulation from Compound Models
rfpareto The Feller Pareto Distribution
rgenbeta The Generalized Beta Distribution
rgenpareto The Generalized Pareto Distribution
rgumbel The Gumbel Distribution
rinvburr The Inverse Burr Distribution
rinvexp The Inverse Exponential Distribution
rinvgamma The Inverse Gamma Distribution
rinvgauss The Inverse Gaussian Distribution
rinvparalogis The Inverse Paralogistic Distribution
rinvpareto The Inverse Pareto Distribution
rinvtrgamma The Inverse Transformed Gamma Distribution
rinvweibull The Inverse Weibull Distribution
rlgamma The Loggamma Distribution
rlgompertz The Inverse Weibull Distribution
rllogis The Loglogistic Distribution
rlogarithmic The Logarithmic Distribution
rmixture Simulation from Discrete Mixtures
rparalogis The Paralogistic Distribution
rpareto The Pareto Distribution
rpareto1 The Single-parameter Pareto Distribution
rpareto2 The Pareto II Distribution
rpareto3 The Pareto III Distribution
rpareto4 The Pareto IV Distribution
rpearson6 The Transformed Beta Distribution
rphtype The Phase-type Distribution
rpig The Poisson-Inverse Gaussian Distribution
rpoisinvgauss The Poisson-Inverse Gaussian Distribution
rtrbeta The Transformed Beta Distribution
rtrgamma The Transformed Gamma Distribution
ruin Probability of Ruin
rzmbinom The Zero-Modified Binomial Distribution
rzmgeom The Zero-Modified Geometric Distribution
rzmlogarithmic The Zero-Modified Logarithmic Distribution
rzmnbinom The Zero-Modified Negative Binomial Distribution
rzmpois The Zero-Modified Poisson Distribution
rztbinom The Zero-Truncated Binomial Distribution
rztgeom The Zero-Truncated Geometric Distribution
rztnbinom The Zero-Truncated Negative Binomial Distribution
rztpois The Zero-Truncated Poisson Distribution

-- S --

severity Manipulation of Individual Claim Amounts
severity.default Manipulation of Individual Claim Amounts
severity.portfolio Summary Statistics of a Portfolio
simpf Simulation from Compound Hierarchical Models
simul Simulation from Compound Hierarchical Models
simul.summaries Summary Statistics of a Portfolio
SingleParameterPareto The Single-parameter Pareto Distribution
summary.aggregateDist Aggregate Claim Amount Distribution
summary.cm Credibility Models
summary.elev Empirical Limited Expected Value
summary.ogive Ogive for Grouped Data

-- T --

TransformedBeta The Transformed Beta Distribution
TransformedGamma The Transformed Gamma Distribution
TVaR Conditional Tail Expectation

-- U --

UniformSupp Moments and Moment Generating Function of the Uniform Distribution
unroll Display a Two-Dimension Version of a Matrix of Vectors

-- V --

VaR Value at Risk
VaR.aggregateDist Quantiles of Aggregate Claim Amount Distribution

-- W --

WeibullMoments Raw and Limited Moments of the Weibull Distribution
weights.portfolio Summary Statistics of a Portfolio

-- Z --

ZeroModifiedBinomial The Zero-Modified Binomial Distribution
ZeroModifiedGeometric The Zero-Modified Geometric Distribution
ZeroModifiedLogarithmic The Zero-Modified Logarithmic Distribution
ZeroModifiedNegativeBinomial The Zero-Modified Negative Binomial Distribution
ZeroModifiedPoisson The Zero-Modified Poisson Distribution
ZeroTruncatedBinomial The Zero-Truncated Binomial Distribution
ZeroTruncatedGeometric The Zero-Truncated Geometric Distribution
ZeroTruncatedNegativeBinomial The Zero-Truncated Negative Binomial Distribution
ZeroTruncatedPoisson The Zero-Truncated Poisson Distribution
ZMBinomial The Zero-Modified Binomial Distribution
Zmgeometric The Zero-Modified Geometric Distribution
ZMLogarithmic The Zero-Modified Logarithmic Distribution
ZMNegativeBinomial The Zero-Modified Negative Binomial Distribution
ZMNegBinomial The Zero-Modified Negative Binomial Distribution
ZMpoisson The Zero-Modified Poisson Distribution
ZTBinomial The Zero-Truncated Binomial Distribution
ZTGeometric The Zero-Truncated Geometric Distribution
ZTNegativeBinomial The Zero-Truncated Negative Binomial Distribution
ZTNegBinomial The Zero-Truncated Negative Binomial Distribution
ZTPoisson The Zero-Truncated Poisson Distribution

-- misc --

[.grouped.data Extract or Replace Parts of a Grouped Data Object
[<-.grouped.data Extract or Replace Parts of a Grouped Data Object