actuar: Actuarial Functions and Heavy Tailed Distributions

Various actuarial science functionalities, mostly in the fields of loss distributions, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory. The package also features 17 probability laws commonly used in insurance, mostly heavy tailed distributions.

Version: 1.2-1
Depends: R (≥ 3.3.0)
Imports: stats, graphics
Suggests: MASS
Published: 2016-05-10
Author: Vincent Goulet, S├ębastien Auclair, Christophe Dutang, Xavier Milhaud, Tommy Ouellet, Louis-Philippe Pouliot, Mathieu Pigeon
Maintainer: Vincent Goulet <vincent.goulet at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: actuar citation info
Materials: NEWS
In views: Distributions, Finance
CRAN checks: actuar results


Reference manual: actuar.pdf
Vignettes: Introduction to actuar
Complete formulas used by coverage
Credibility theory
Loss distributions modeling
Risk and ruin theory
Simulation of compound hierarchical models
Package source: actuar_1.2-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: actuar_1.2-1.tgz, r-oldrel: actuar_1.2-0.tgz
Old sources: actuar archive

Reverse dependencies:

Reverse depends: ActuDistns, lbiassurv, LindleyR, mombf
Reverse imports: BTSPAS, ChainLadder, eggCounts, mbbefd, ReliabilityTheory
Reverse suggests: fitdistrplus, GeneralizedHyperbolic, HyperbolicDist, IPSUR, PhaseType