actuar swMATH ID: 6079 Software Authors: Vincent Goulet, Sébastien Auclair, Christophe Dutang, Xavier Milhaud, Tommy Ouellet, Louis-Philippe Pouliot, Mathieu Pigeon Description: actuar: Actuarial functions , Additional actuarial science functionality, 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 new probability laws commonly used in insurance, most notably heavy tailed distributions. Homepage: http://cran.r-project.org/web/packages/actuar/ Source Code: https://github.com/cran/actuar Dependencies: R Keywords: Journal of Statistical Software; R; R package; Feller-Pareto; distribution; transformed beta; beta of the second kind; actuar Related Software: R; fitdistrplus; distrMod; CRAN Task Views; Matlab; DCL; survival; WinBUGS; ChainLadder; MASS (R); SuppDists; distrDoc; R.oo; ROptEst; SAS; CopulaModel; VGAM; lmomco; Lmoments; PocketAnnotate Cited in: 19 Publications Standard Articles 4 Publications describing the Software, including 2 Publications in zbMATH Year On parameter estimation in hierarchical credibility. Zbl 1179.91099Belhadj, Hassine; Goulet, Vincent; Ouellet, Tommy 2009 Simulation of compound hierarchical models in R. Zbl 1481.91170Goulet, Vincent; Pouliot, Louis-Philippe 2008 all top 5 Cited by 35 Authors 4 Denuit, Michel M. 3 Goulet, Vincent 3 Nadarajah, Saralees 2 Abu Bakar, S. A. 1 Avanzi, Benjamin 1 Bakar, Shaiful Anuar Abu 1 Belhadj, Hassine 1 Betsch, Steffen 1 Boucher, Jean-Philippe 1 Chen, Ying-Ju 1 Dhaene, Jan 1 Ebner, Bruno 1 Goovaerts, Marc J. 1 Hamzah, Nor Aishah 1 Jessup, Sébastien 1 Kaas, Rob 1 Ley, Christophe 1 Marshall, Adele H. 1 Miljkovic, Tatjana 1 Nestmann, Franz 1 Ouellet, Tommy 1 Ozkok, Erengul 1 Pigeon, Mathieu 1 Pouliot, Louis-Philippe 1 Shigida, Boris I. 1 Simone, Rosaria 1 Slud, Eric V. 1 Streftaris, George 1 Suntornchost, Jiraphan 1 Taylor, Greg 1 Wang, Melantha 1 Waters, Howard R. 1 Wilkie, A. David 1 Wong, Bernard 1 Zenga, Mariangela all top 5 Cited in 10 Serials 3 Insurance Mathematics & Economics 3 North American Actuarial Journal 2 Methodology and Computing in Applied Probability 2 ASTIN Bulletin 1 Journal of Statistical Computation and Simulation 1 Lifetime Data Analysis 1 Journal of Applied Statistics 1 Scandinavian Actuarial Journal 1 Electronic Journal of Statistics 1 European Actuarial Journal Cited in 4 Fields 14 Statistics (62-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) Citations by Year