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:Isabella Gollini [aut, cre], Jonathan Rougier [ctb]

tailloss_1.0.tar.gz
tailloss_1.0.zip(r-4.5)tailloss_1.0.zip(r-4.4)tailloss_1.0.zip(r-4.3)
tailloss_1.0.tgz(r-4.5-any)tailloss_1.0.tgz(r-4.4-any)tailloss_1.0.tgz(r-4.3-any)
tailloss_1.0.tar.gz(r-4.5-noble)tailloss_1.0.tar.gz(r-4.4-noble)
tailloss_1.0.tgz(r-4.4-emscripten)tailloss_1.0.tgz(r-4.3-emscripten)
tailloss.pdf |tailloss.html
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

Datasets:

On CRAN:

Conda:

2.81 score 1 stars 13 scripts 119 downloads 9 exports 1 dependencies

Last updated 10 years agofrom:3a0efeab34. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-winOKMar 25 2025
R-4.5-macOKMar 25 2025
R-4.5-linuxOKMar 25 2025
R-4.4-winOKMar 25 2025
R-4.4-macOKMar 25 2025
R-4.4-linuxOKMar 25 2025
R-4.3-winOKMar 25 2025
R-4.3-macOKMar 25 2025

Exports:compressELTELTfCantellifChernofffMarkovfMomentfMonteCarlofPanjerzoombox

Dependencies:MASS