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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.

Version: 0.1.1
Depends: R (≥ 3.5.0)
Imports: methods, parallel, ggplot2 (≥ 2.2.1)
Suggests: testthat, actuar (≥ 2.3.0), knitr, rmarkdown
Published: 2018-07-30
DOI: 10.32614/CRAN.package.ruin
Author: Iegor Rudnytskyi [aut, cre]
Maintainer: Iegor Rudnytskyi <iegor.rudnytskyi at gmail.com>
BugReports: http://github.com/irudnyts/ruin/issues
License: GPL-3
URL: http://github.com/irudnyts/ruin
NeedsCompilation: no
Materials: README NEWS
In views: ActuarialScience
CRAN checks: ruin results

Documentation:

Reference manual: ruin.pdf
Vignettes: A Very Short Introduction to ruin

Downloads:

Package source: ruin_0.1.1.tar.gz
Windows binaries: r-devel: ruin_0.1.1.zip, r-release: ruin_0.1.1.zip, r-oldrel: ruin_0.1.1.zip
macOS binaries: r-release (arm64): ruin_0.1.1.tgz, r-oldrel (arm64): ruin_0.1.1.tgz, r-release (x86_64): ruin_0.1.1.tgz, r-oldrel (x86_64): ruin_0.1.1.tgz

Linking:

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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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