Pareto
cranv2.4.5The Pareto, Piecewise Pareto and Generalized Pareto Distribution. Utilities for the Pareto, piecewise Pareto and generalized Pareto distribution that are useful for reinsurance pricing. In particular, the package provides a non-trivial algorithm that can be used to match the expected losses of a tower of reinsurance layers with a layer-independent collective risk
License GPL (>= 2)0 versions1 maintainers0 deps257 weekly dl
ulrichriegel/Pareto#pareto39
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curl https://depscope.dev/api/check/cran/ParetoFirst published · 2023-04-18 08:45:18
Last updated · 2023-04-18T06:10:07+00:00