Package: ruin 0.1.1
Iegor Rudnytskyi
ruin: Simulation of Various Risk Processes
A (not yet exhaustive) collection of common models of risk processes in actuarial science, represented as formal S4 classes. Each class (risk model) has a simulator of its path, and a plotting function. Further, a Monte-Carlo estimator of a ruin probability for a finite time is implemented, using a parallel computation. Currently, the package extends two classical risk models Cramer-Lundberg and Sparre Andersen models by including capital injections, that are positive jumps (see Breuer L. and Badescu A.L. (2014) <doi:10.1080/03461238.2011.636969>). The intent of the package is to provide a user-friendly interface for ruin processes' simulators, as well as a solid and extensible structure for future extensions.
Authors:
ruin_0.1.1.tar.gz
ruin_0.1.1.zip(r-4.5)ruin_0.1.1.zip(r-4.4)ruin_0.1.1.zip(r-4.3)
ruin_0.1.1.tgz(r-4.4-any)ruin_0.1.1.tgz(r-4.3-any)
ruin_0.1.1.tar.gz(r-4.5-noble)ruin_0.1.1.tar.gz(r-4.4-noble)
ruin_0.1.1.tgz(r-4.4-emscripten)ruin_0.1.1.tgz(r-4.3-emscripten)
ruin.pdf |ruin.html✨
ruin/json (API)
NEWS
| # Install 'ruin' in R: |
| install.packages('ruin', repos = c('https://irudnyts.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/irudnyts/ruin/issues
Last updated 6 years agofrom:664117bc3d. Checks:OK: 5 NOTE: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win | NOTE | Nov 13 2024 |
| R-4.5-linux | NOTE | Nov 13 2024 |
| R-4.4-win | OK | Nov 13 2024 |
| R-4.4-mac | OK | Nov 13 2024 |
| R-4.3-win | OK | Nov 13 2024 |
| R-4.3-mac | OK | Nov 13 2024 |
Exports:CramerLundbergCramerLundbergCapitalInjectionsplot_pathruin_probabilitysimulate_pathSparreAndersenSparreAndersenCapitalInjections
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr
