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actuar: Actuarial Functions and Heavy Tailed Distributions

Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss size and frequency: 23 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.

Version:	3.3-6
Depends:	R (≥ 4.1.0)
Imports:	stats, graphics,expint
LinkingTo:	expint
Suggests:	MASS
Published:	2025-07-08
DOI:	10.32614/CRAN.package.actuar
Author:	Vincent Goulet [cre, aut], Sébastien Auclair [ctb], Christophe Dutang [aut], Walter Garcia-Fontes [ctb], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb], Jeffrey A. Ryan [aut] (Package API), Robert Gentleman [aut] (Parts of the R to C interface), Ross Ihaka [aut] (Parts of the R to C interface), R Core Team [aut] (Parts of the R to C interface), R Foundation [aut] (Parts of the R to C interface)
Maintainer:	Vincent Goulet <vincent.goulet at act.ulaval.ca>
BugReports:	https://gitlab.com/vigou3/actuar/-/issues
License:	GPL-2 |GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://gitlab.com/vigou3/actuar
NeedsCompilation:	yes
Citation:	actuar citation info
Materials:	NEWS
In views:	ActuarialScience,Distributions,Finance
CRAN checks:	actuar results

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