Actuarial Functions and Heavy Tailed Distributions
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Documentation for package ‘actuar’ version 3.3-4
- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.
- Package NEWS.
Help Pages
A B C D E F G H I K L M N O P Q R S T U V W Z misc
| actuar-package | Actuarial Functions and Heavy Tailed Distributions |
-- A --
| actuar | Actuarial Functions and Heavy Tailed Distributions |
| 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 |
| PhaseType | The Phase-type 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 --
| sd | Variance and Standard Deviation |
| sd.default | Variance and Standard Deviation |
| sd.grouped.data | Variance and Standard Deviation |
| severity | Manipulation of Individual Claim Amounts |
| severity.default | Manipulation of Individual Claim Amounts |
| severity.portfolio | Summary Statistics of a Portfolio |
| simul | Simulation from Compound Hierarchical Models |
| SingleParameterPareto | The Single-parameter Pareto Distribution |
| summary.aggregateDist | Aggregate Claim Amount Distribution |
| summary.cm | Credibility Models |
| summary.elev | Empirical Limited Expected Value |
| summary.grouped.data | Quantiles of Grouped Data |
| 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 | Variance and Standard Deviation |
| VaR.aggregateDist | Quantiles of Aggregate Claim Amount Distribution |
| var.default | Variance and Standard Deviation |
| var.grouped.data | Variance and Standard Deviation |
-- 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 |