Actuarial functions


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Documentation for package ‘actuar’ version 1.0-2

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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 misc

-- A --

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

-- B --

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
dgenbeta The Generalized Beta Distribution
dgenpareto The Generalized Pareto Distribution
dinvburr The Inverse Burr Distribution
dinvexp The Inverse Exponential Distribution
dinvgamma The Inverse Gamma 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
dparalogis The Paralogistic Distribution
dpareto The Pareto Distribution
dpareto1 The Single-parameter Pareto Distribution
dpareto2 The Pareto Distribution
dpearson6 The Transformed Beta Distribution
dphtype The Phase-type Distribution
dtrbeta The Transformed Beta Distribution
dtrgamma The Transformed Gamma 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 --

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

-- 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
InverseParalogistic The Inverse Paralogistic Distribution
InversePareto The Inverse Pareto Distribution
InverseTransformedGamma The Inverse Transformed Gamma Distribution
InverseWeibull The Inverse Weibull Distribution
InvGaussSupp Moments and Moment Generating Function of the Inverse Gaussian 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
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 Moments and Moment Generating Function of the Inverse Gaussian Distribution
levinvgauss Moments and Moment Generating Function of 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 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
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
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
mgfinvgamma The Inverse Gamma Distribution
mgfinvGauss Moments and Moment Generating Function of the Inverse Gaussian Distribution
mgfinvgauss Moments and Moment Generating Function of 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
minvburr The Inverse Burr Distribution
minvexp The Inverse Exponential Distribution
minvgamma The Inverse Gamma Distribution
minvGauss Moments and Moment Generating Function of the Inverse Gaussian Distribution
minvgauss Moments and Moment Generating Function of 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 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

-- P --

Paralogistic The Paralogistic Distribution
Pareto The Pareto Distribution
pareto2 The Pareto Distribution
pburr The Burr Distribution
Pearson6 The Transformed Beta Distribution
pgenbeta The Generalized Beta Distribution
pgenpareto The Generalized Pareto Distribution
pinvburr The Inverse Burr Distribution
pinvexp The Inverse Exponential Distribution
pinvgamma The Inverse Gamma 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
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
pparalogis The Paralogistic Distribution
ppareto The Pareto Distribution
ppareto1 The Single-parameter Pareto Distribution
ppareto2 The Pareto Distribution
ppearson6 The Transformed Beta Distribution
pphtype The Phase-type 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

-- Q --

qburr The Burr Distribution
qgenbeta The Generalized Beta Distribution
qgenpareto The Generalized Pareto Distribution
qinvburr The Inverse Burr Distribution
qinvexp The Inverse Exponential Distribution
qinvgamma The Inverse Gamma 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
qparalogis The Paralogistic Distribution
qpareto The Pareto Distribution
qpareto1 The Single-parameter Pareto Distribution
qpareto2 The Pareto Distribution
qpearson6 The Transformed Beta 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

-- R --

rburr The Burr Distribution
rgenbeta The Generalized Beta Distribution
rgenpareto The Generalized Pareto Distribution
rinvburr The Inverse Burr Distribution
rinvexp The Inverse Exponential Distribution
rinvgamma The Inverse Gamma 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
rparalogis The Paralogistic Distribution
rpareto The Pareto Distribution
rpareto1 The Single-parameter Pareto Distribution
rpareto2 The Pareto Distribution
rpearson6 The Transformed Beta Distribution
rphtype The Phase-type Distribution
rtrbeta The Transformed Beta Distribution
rtrgamma The Transformed Gamma Distribution
ruin Probability of Ruin

-- 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

-- 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

-- misc --

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