Pareto

cranv2.4.5

The 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#pareto
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First published · 2023-04-18 08:45:18

Last updated · 2023-04-18T06:10:07+00:00