tailloss: Estimate the Probability in the Upper Tail of the Aggregate Loss Distribution

Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.

Version: 1.0
Depends: R (≥ 3.0.2), MASS, graphics, stats
Published: 2015-07-08
Author: Isabella Gollini [aut, cre], Jonathan Rougier [ctb]
Maintainer: Isabella Gollini <igollini.stats at gmail.com>
License: GPL-2 | GPL-3
URL: http://github.com/igollini/tailloss
NeedsCompilation: no
Materials: README
CRAN checks: tailloss results


Reference manual: tailloss.pdf
Package source: tailloss_1.0.tar.gz
Windows binaries: r-devel: tailloss_1.0.zip, r-release: tailloss_1.0.zip, r-oldrel: tailloss_1.0.zip
OS X El Capitan binaries: r-release: tailloss_1.0.tgz
OS X Mavericks binaries: r-oldrel: tailloss_1.0.tgz


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