Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels .

Documentation

Manual: ReIns.pdf
Vignette: Using the ReIns package

Maintainer: Tom Reynkens <tomreynkens at hotmail.com>

Author(s): Tom Reynkens*, Roel Verbelen* (R code for Mixed Erlang distribution), Anastasios Bardoutsos* (Original R code for cEPD estimator), Dries Cornilly* (Original R code for EVT estimators for truncated data), Yuri Goegebeur* (Original S-Plus code for basic EVT estimators), Klaus Herrmann* (Original R code for GPD estimator)

Install package and any missing dependencies by running this line in your R console:

install.packages("ReIns")

Depends R (>= 3.1)
Imports stats, graphics, survival, utils, parallel, foreach(>=1.4.1), doParallel(>=1.0.10), Rcpp(>=0.12.7)
Suggests testthat, knitr, rmarkdown, interval, Icens
Enhances
Linking to Rcpp
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depends
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linking to

Package ReIns
Materials
URL https://github.com/TReynkens/ReIns
Task Views Distributions , ExtremeValue
Version 1.0.4
Published 2017-06-10
License GPL (>= 2)
BugReports https://github.com/TReynkens/ReIns/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks ReIns check results
Package source ReIns_1.0.4.tar.gz