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DESCRIPTION
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DESCRIPTION
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Package: ReIns
Version: 1.0.5.9001
Date: 2017-09-26
Title: Functions from "Reinsurance: Actuarial and Statistical Aspects"
Description: Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470772689.html>.
Authors@R: c(
person("Tom", "Reynkens", email = "[email protected]", role = c("aut", "cre")),
person("Roel", "Verbelen", role = "aut", comment = "R code for Mixed Erlang distribution"),
person("Anastasios", "Bardoutsos", role = "ctb", comment = "Original R code for cEPD estimator"),
person("Dries", "Cornilly", role = "ctb", comment = "Original R code for EVT estimators for truncated data"),
person("Yuri", "Goegebeur", role = "ctb", comment = "Original S-Plus code for basic EVT estimators"),
person("Klaus", "Herrmann", role = "ctb", comment = "Original R code for GPD estimator"))
Maintainer: Tom Reynkens <[email protected]>
Depends: R (>= 3.1)
Imports: stats,
graphics,
survival,
utils,
parallel,
foreach (>= 1.4.1),
doParallel (>= 1.0.10),
Rcpp (>= 0.12.12)
Suggests: testthat,
knitr,
rmarkdown,
interval,
Icens
LinkingTo: Rcpp
License: GPL (>= 2)
URL: http://www.hec.unil.ch/halbrech_files/reinsurance.html, https://github.com/TReynkens/ReIns
BugReports: https://github.com/TReynkens/ReIns/issues
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
ByteCompile: yes