Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution


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Documentation for package ‘tailloss’ version 1.0

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tailloss-package Evaluate the Probability in the Upper Tail of the Aggregate Loss Distribution
compressELT Compress the event loss table
ELT Event Loss Table
fCantelli Cantelli Bound.
fChernoff Chernoff Bound.
fMarkov Markov Bound.
fMoment Moment Bound.
fMonteCarlo Monte Carlo Simulations.
fPanjer Panjer Recursion.
summary.ELT Summary statistics for class ELT.
tailloss Evaluate the Probability in the Upper Tail of the Aggregate Loss Distribution
UShurricane US hurricane data
zoombox Function for zooming onto a matplot(x, y, ...).