Package: tailloss 1.0
tailloss: Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution
Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.
Authors:
tailloss_1.0.tar.gz
tailloss_1.0.zip(r-4.7-any)tailloss_1.0.zip(r-4.6-any)tailloss_1.0.zip(r-4.5-any)
tailloss_1.0.tgz(r-4.6-any)tailloss_1.0.tgz(r-4.5-any)
tailloss_1.0.tar.gz(r-4.7-any)tailloss_1.0.tar.gz(r-4.6-any)
tailloss_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
tailloss/json (API)
| # Install 'tailloss' in R: |
| install.packages('tailloss', repos = c('https://igollini.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/igollini/tailloss/issues
- UShurricane - US hurricane data
Last updated from:3a0efeab34. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 89 | ||
| source / vignettes | OK | 133 | ||
| linux-release | OK | 98 | ||
| macos-release | OK | 149 | ||
| macos-oldrel | OK | 179 | ||
| windows-devel | OK | 69 | ||
| windows-release | OK | 55 | ||
| windows-oldrel | OK | 64 | ||
| wasm-release | OK | 74 |
Exports:compressELTELTfCantellifChernofffMarkovfMomentfMonteCarlofPanjerzoombox
Dependencies:MASS
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Evaluate the Probability in the Upper Tail of the Aggregate Loss Distribution | tailloss-package tailloss |
| Compress the event loss table | compressELT |
| Event Loss Table | ELT |
| Cantelli Bound. | fCantelli |
| Chernoff Bound. | fChernoff |
| Markov Bound. | fMarkov |
| Moment Bound. | fMoment |
| Monte Carlo Simulations. | fMonteCarlo |
| Panjer Recursion. | fPanjer |
| Summary statistics for class ELT. | summary.ELT |
| US hurricane data | UShurricane |
| Function for zooming onto a matplot(x, y, ...). | zoombox |