It computes two frequently applied actuarial measures, the expected shortfall and the value at risk. Seven well-known classical distributions in connection to the Bell generalized family are used as follows: Bell-exponential distribution, Bell-extended exponential distribution, Bell-Weibull distribution, Bell-extended Weibull distribution, Bell-Lomax distribution, Bell-Burr-12 distribution, and Bell-Burr-X distribution. Related works include: a) Fayomi, A., Tahir, M. H., Algarni, A., Imran, M., & Jamal, F. (2022). "A new useful exponential model with applications to quality control and actuarial data". Computational Intelligence and Neuroscience, 2022. <doi:10.1155/2022/2489998>. b) Alsadat, N., Imran, M., Tahir, M. H., Jamal, F., Ahmad, H., & Elgarhy, M. (2023). "Compounded Bell-G class of statistical models with applications to COVID-19 and actuarial data". Open Physics, 21(1), 20220242. <doi:10.1515/phys-2022-0242>.
| Version: | 0.1.0 |
| Depends: | R (≥ 2.0) |
| Imports: | stats |
| Published: | 2023-05-15 |
| DOI: | 10.32614/CRAN.package.ActuarialM |
| Author: | Muhammad Imran [aut, cre], M.H. Tahir [aut], Saima Shakoor [aut] |
| Maintainer: | Muhammad Imran <imranshakoor84 at yahoo.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | ActuarialScience |
| CRAN checks: | ActuarialM results |
| Reference manual: | ActuarialM.html , ActuarialM.pdf |
| Package source: | ActuarialM_0.1.0.tar.gz |
| Windows binaries: | r-devel: ActuarialM_0.1.0.zip, r-release: ActuarialM_0.1.0.zip, r-oldrel: ActuarialM_0.1.0.zip |
| macOS binaries: | r-release (arm64): ActuarialM_0.1.0.tgz, r-oldrel (arm64): ActuarialM_0.1.0.tgz, r-release (x86_64): ActuarialM_0.1.0.tgz, r-oldrel (x86_64): ActuarialM_0.1.0.tgz |
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