Displaying 3 results from an estimated 3 matches for "rolski".
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wolski
2007 Nov 16
0
New version of actuar
...s also
included.
o Function ruin() returns a function to compute the infinite time
probability of ruin for given initial surpluses in the
Cram?r-Lundberg and Sparre Andersen models. Most calculations are
done using the cdf of phase-type distributions as per Asmussen and
Rolski (1991).
o Calculations of the aggregate claim distribution using the
recursive method much faster now that recursions are done in C.
NEW FEATURES -- CREDIBILITY THEORY
o Modular rewrite of cm(): the function now calls internal functions
to carry calculations for each supported cr...
2007 Nov 16
0
New version of actuar
...s also
included.
o Function ruin() returns a function to compute the infinite time
probability of ruin for given initial surpluses in the
Cram?r-Lundberg and Sparre Andersen models. Most calculations are
done using the cdf of phase-type distributions as per Asmussen and
Rolski (1991).
o Calculations of the aggregate claim distribution using the
recursive method much faster now that recursions are done in C.
NEW FEATURES -- CREDIBILITY THEORY
o Modular rewrite of cm(): the function now calls internal functions
to carry calculations for each supported cr...
2009 Nov 29
0
New Markdown parser in Perl: Markdent
I've recently released a new Markdown parser in Perl, called Markdent.
This differs from the existing Perl tools (and most other language tools
I've seen) in that it's an event-driven parser.
This lets you analyze the document in much more interesting ways, as well
as cache parse results (but not HTML generation), and do other fun stuff.
The module is also designed so that