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Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignette shows code snippets to fit the distribution to empirical data. See, e.g., Bernegger (1997) <doi:10.2143/AST.27.1.563208> freely available on-line.
Version: | 0.8.11 |
Depends: | R (≥ 3.6), fitdistrplus (≥ 1.1-4), alabama, Rcpp (≥ 0.12.18) |
Imports: | utils, actuar, gsl, MASS |
LinkingTo: | Rcpp |
Suggests: | testthat, pander, rmarkdown, knitr, lattice |
Published: | 2023-08-28 |
DOI: | 10.32614/CRAN.package.mbbefd |
Author: | Christophe Dutang |
Maintainer: | Christophe Dutang <dutangc at gmail.com> |
BugReports: | https://github.com/spedygiorgio/mbbefd/issues |
License: | GPL-2 |
URL: | https://github.com/spedygiorgio/mbbefd |
NeedsCompilation: | yes |
SystemRequirements: | GNU make |
Citation: | mbbefd citation info |
Materials: | README NEWS ChangeLog |
In views: | ActuarialScience, Distributions |
CRAN checks: | mbbefd results |
Reference manual: | mbbefd.pdf |
Vignettes: |
Exposure rating, destruction rate models and the mbbefd package |
Package source: | mbbefd_0.8.11.tar.gz |
Windows binaries: | r-devel: mbbefd_0.8.11.zip, r-release: mbbefd_0.8.11.zip, r-oldrel: mbbefd_0.8.11.zip |
macOS binaries: | r-release (arm64): mbbefd_0.8.11.tgz, r-oldrel (arm64): mbbefd_0.8.11.tgz, r-release (x86_64): mbbefd_0.8.11.tgz, r-oldrel (x86_64): mbbefd_0.8.11.tgz |
Old sources: | mbbefd archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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