Simulation of Various Risk Processes

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Documentation for package ‘ruin’ version 0.1.1

• DESCRIPTION file.
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CramerLundberg	Constructs an object of CramerLundberg S4 class
CramerLundberg-class	A formal S4 class CramerLundberg
CramerLundbergCapitalInjections	Constructs an object of CramerLundbergCapitalInjections S4 class
CramerLundbergCapitalInjections-class	A formal S4 class CramerLundbergCapitalInjections
PathCramerLundberg-class	A formal S4 class PathCramerLundberg
PathCramerLundbergCapitalInjections-class	A formal S4 class PathCramerLundbergCapitalInjections
PathSparreAndersen-class	A formal S4 class PathSparreAndersen
PathSparreAndersenCapitalInjections-class	A formal S4 class PathSparreAndersenCapitalInjections
plot_path	Plot a path of the simulated ruin process
ruin_probability	Estimate a ruin probability for a finite time horizon
simulate_path	Generic for simulating a path of a given risk model
simulate_path-method	Simulates a path of a Cramer-Lundberg model
simulate_path-method	Simulates a path of a Cramer-Lundberg model's extension with capital injections
simulate_path-method	Simulates a path of a Sparre Andersen model
simulate_path-method	Simulates a path of a Sparre Andersen model's extension with capital injections
SparreAndersen	Constructs an object of SparreAndersen S4 class
SparreAndersen-class	A formal S4 class SparreAndersen
SparreAndersenCapitalInjections	Constructs an object of SparreAndersenCapitalInjections S4 class
SparreAndersenCapitalInjections-class	A formal S4 class SparreAndersenCapitalInjections