Package: tailloss
Title: Estimate the Probability in the Upper Tail of the Aggregate Loss
        Distribution
Description: 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.
Version: 1.0
Authors@R: c(person(given = "Isabella", family = "Gollini", role = c("aut","cre"), email = "igollini.stats@gmail.com"), person("Jonathan", "Rougier", role = "ctb"))
Depends: R (>= 3.0.2), MASS, graphics, stats
License: GPL-2 | GPL-3
LazyData: true
URL: http://github.com/igollini/tailloss
Repository: https://igollini.r-universe.dev
Date/Publication: 2015-07-08 11:38:46 UTC
RemoteUrl: https://github.com/igollini/tailloss
RemoteRef: HEAD
RemoteSha: 3a0efeab3451b4fce0fc774bd23f292b7a11fcf7
NeedsCompilation: no
Packaged: 2026-10-09 09:29:29 UTC; root
Author: Isabella Gollini [aut, cre],
  Jonathan Rougier [ctb]
Maintainer: Isabella Gollini <igollini.stats@gmail.com>