Showing 3 of total 3 results (show query)
treynkens
ReIns:Functions from "Reinsurance: Actuarial and Statistical Aspects"
Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.
Maintained by Tom Reynkens. Last updated 4 months ago.
extremesreinsurancerisk-analysiscpp
21 stars 6.29 score 186 scripts
windwill
cascsim:Casualty Actuarial Society Individual Claim Simulator
It is an open source insurance claim simulation engine sponsored by the Casualty Actuarial Society. It generates individual insurance claims including open claims, reopened claims, incurred but not reported claims and future claims. It also includes claim data fitting functions to help set simulation assumptions. It is useful for claim level reserving analysis. Parodi (2013) <https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.
Maintained by Kailan Shang. Last updated 5 years ago.
2.99 score 98 scripts
cran
iclogcondist:Log-Concave Distribution Estimation with Interval-Censored Data
We consider the non-parametric maximum likelihood estimation of the underlying distribution function, assuming log-concavity, based on mixed-case interval-censored data. The algorithm implemented is base on Chi Wing Chu, Hok Kan Ling and Chaoyu Yuan (2024, <doi:10.48550/arXiv.2411.19878>).
Maintained by Chaoyu Yuan. Last updated 4 months ago.
1.70 score