actuar: An R Package for Actuarial Science

Christophe Dutang, Vincent Goulet, Mathieu Pigeon

Main Article Content

Abstract

actuar is a package providing additional Actuarial Science functionality to the R statistical system. The project was launched in 2005 and the package is available on the Comprehensive R Archive Network since February 2006. The current version of the package contains functions for use in the fields of loss distributions modeling, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory. This paper presents in detail but with few technical terms the most recent version of the package.

Article Details

Article Sidebar