Displaying 3 results from an estimated 3 matches for "sparre".
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2007 Nov 16
0
New version of actuar
...in the model, adjCoef() returns a function to compute the
adjustment coefficient for given limits. A plot method is 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 THEOR...
2007 Nov 16
0
New version of actuar
...in the model, adjCoef() returns a function to compute the
adjustment coefficient for given limits. A plot method is 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 THEOR...
2010 Jul 18
6
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week
New packages
------------
* allan (1.0)
Alan Lee
http://crantastic.org/packages/allan
Automates Large Linear Analysis Model Fitting
* andrews (1.0)
Jaroslav Myslivec
http://crantastic.org/packages/andrews
Andrews curves for visualization of multidimensional data
* anesrake (0.3)
Josh Pasek
http://crantastic.org/packages/anesrake
This