Functions from "Reinsurance: Actuarial and Statistical Aspects"

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Documentation for package ‘ReIns’ version 1.0.13

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

C D E G H I K L M N P Q R S T V W

-- C --

cEPD	EPD estimator for right censored data
cExpQQ	Exponential quantile plot for right censored data
cgenHill	Generalised Hill estimator for right censored data
cGPDmle	GPD-ML estimator for right censored data
cHill	Hill estimator for right censored data
cLognormalQQ	Log-normal quantile plot for right censored data
cMoment	MOM estimator for right censored data
cParetoQQ	Pareto quantile plot for right censored data
cPOT	GPD-ML estimator for right censored data
cProb	Estimator of small exceedance probabilities and large return periods using censored Hill
cProbEPD	Estimator of small exceedance probabilities and large return periods using censored EPD
cProbGH	Estimator of small exceedance probabilities and large return periods using censored generalised Hill
cProbGPD	Estimator of small exceedance probabilities and large return periods using censored GPD-MLE
cProbMOM	Estimator of small exceedance probabilities and large return periods using censored MOM
cQuant	Estimator of large quantiles using censored Hill
cQuantGH	Estimator of large quantiles using censored Hill
cQuantGPD	Estimator of large quantiles using censored GPD-MLE
cQuantMOM	Estimator of large quantiles using censored MOM
cReturn	Estimator of small exceedance probabilities and large return periods using censored Hill
cReturnEPD	Estimator of small exceedance probabilities and large return periods using censored EPD
cReturnGH	Estimator of small exceedance probabilities and large return periods using censored generalised Hill
cReturnGPD	Estimator of small exceedance probabilities and large return periods using censored GPD-MLE
cReturnMOM	Estimator of small exceedance probabilities and large return periods using censored MOM
crHill	Hill-type estimator for the conditional EVI
crParetoQQ	Conditional Pareto quantile plot for right censored data
crSurv	Non-parametric estimator of conditional survival function
CTE	Conditional Tail Expectation
cWeibullQQ	Weibull quantile plot for right censored data

-- D --

dburr	The Burr distribution
depd	The Extended Pareto Distribution
dfrechet	The Frechet distribution
dgpd	The generalised Pareto distribution
dpareto	The Pareto distribution
dSplice	Spliced distribution
dtburr	The truncated Burr distribution
dtexp	The truncated exponential distribution
dtfrechet	The truncated Frechet distribution
dtgpd	The truncated generalised Pareto distribution
dtlnorm	The truncated log-normal distribution
dtpareto	The truncated Pareto distribution
dtweibull	The truncated Weibull distribution

-- E --

EPD	EPD estimator
EPDfit	Fit EPD using MLE
ES	Conditional Tail Expectation
EVTfit	EVT fit
ExcessEPD	Estimates for excess-loss premiums using EPD estimates
ExcessGPD	Estimates for excess-loss premiums using GPD-MLE estimates
ExcessHill	Estimates for excess-loss premiums using a Pareto model
ExcessPareto	Estimates for excess-loss premiums using a Pareto model
ExcessSplice	Estimates for excess-loss premiums using splicing
ExpQQ	Exponential quantile plot

-- G --

generalizedQQ	Generalised quantile plot
genHill	Generalised Hill estimator
genQQ	Generalised quantile plot
GPDfit	Fit GPD using MLE
GPDmle	GPD-ML estimator
GPDresiduals	GPD residual plot

-- H --

Hill	Hill estimator
Hill.2oQV	Bias-reduced MLE (Quantile view)
Hill.kopt	Select optimal threshold for Hill estimator

-- I --

icHill	Hill estimator for interval censored data
icParetoQQ	Pareto quantile plot for interval censored data

-- K --

KaplanMeier

Kaplan-Meier estimator

-- L --

LognormalQQ	Log-normal quantile plot
LognormalQQ_der	Derivative plot of the log-normal QQ-plot
LStail	Least Squares tail estimator

-- M --

MeanExcess	Mean excess function
MeanExcess_TB	Mean excess function using Turnbull estimator
MEfit	Mixed Erlang fit
Moment	Moment estimator

-- N --

norwegianfire

Norwegian fire insurance data

-- P --

ParetoQQ	Pareto quantile plot
ParetoQQ_der	Derivative plot of the Pareto QQ-plot
pburr	The Burr distribution
pClas	Classical estimators for the CDF
pEdge	Edgeworth approximation
pepd	The Extended Pareto Distribution
pfrechet	The Frechet distribution
pGC	Gram-Charlier approximation
pgpd	The generalised Pareto distribution
POT	GPD-ML estimator
ppareto	The Pareto distribution
Prob	Weissman estimator of small exceedance probabilities and large return periods
ProbEPD	Estimator of small exceedance probabilities and large return periods using EPD
ProbGH	Estimator of small exceedance probabilities and large return periods using generalised Hill
ProbGPD	Estimator of small exceedance probabilities and large return periods using GPD-MLE
ProbMOM	Estimator of small exceedance probabilities and large return periods using MOM
ProbReg	Estimator of small tail probability in regression
pSplice	Spliced distribution
ptburr	The truncated Burr distribution
ptexp	The truncated exponential distribution
ptfrechet	The truncated Frechet distribution
ptgpd	The truncated generalised Pareto distribution
ptlnorm	The truncated log-normal distribution
ptpareto	The truncated Pareto distribution
ptweibull	The truncated Weibull distribution

-- Q --

qburr	The Burr distribution
qepd	The Extended Pareto Distribution
qfrechet	The Frechet distribution
qgpd	The generalised Pareto distribution
qpareto	The Pareto distribution
qSplice	Spliced distribution
qtburr	The truncated Burr distribution
qtexp	The truncated exponential distribution
qtfrechet	The truncated Frechet distribution
qtgpd	The truncated generalised Pareto distribution
qtlnorm	The truncated log-normal distribution
qtpareto	The truncated Pareto distribution
qtweibull	The truncated Weibull distribution
Quant	Weissman estimator of extreme quantiles
Quant.2oQV	Second order refined Weissman estimator of extreme quantiles (QV)
QuantGH	Estimator of extreme quantiles using generalised Hill
QuantGPD	Estimator of extreme quantiles using GPD-MLE
QuantMOM	Estimator of extreme quantiles using MOM
QuantReg	Estimator of extreme quantiles in regression

-- R --

rburr	The Burr distribution
repd	The Extended Pareto Distribution
Return	Weissman estimator of small exceedance probabilities and large return periods
ReturnEPD	Estimator of small exceedance probabilities and large return periods using EPD
ReturnGH	Estimator of small exceedance probabilities and large return periods using generalised Hill
ReturnGPD	Estimator of small exceedance probabilities and large return periods using GPD-MLE
ReturnMOM	Estimator of small exceedance probabilities and large return periods using MOM
rfrechet	The Frechet distribution
rgpd	The generalised Pareto distribution
rpareto	The Pareto distribution
rSplice	Spliced distribution
rtburr	The truncated Burr distribution
rtexp	The truncated exponential distribution
rtfrechet	The truncated Frechet distribution
rtgpd	The truncated generalised Pareto distribution
rtlnorm	The truncated log-normal distribution
rtpareto	The truncated Pareto distribution
rtweibull	The truncated Weibull distribution

-- S --

Scale	Scale estimator
Scale.2o	Bias-reduced scale estimator using second order Hill estimator
ScaleEPD	Bias-reduced scale estimator using EPD estimator
ScaleReg	Scale estimator in regression
secura	Secura dataset
soa	SOA Group Medical Insurance Large Claims Database
SpliceECDF	Plot of fitted and empirical survival function
SpliceFit	Splicing fit
SpliceFitGPD	Splicing of mixed Erlang and GPD using POT-MLE
SpliceFitHill	Splicing of mixed Erlang and Pareto
SpliceFiticPareto	Splicing of mixed Erlang and Pareto for interval censored data
SpliceFitPareto	Splicing of mixed Erlang and Pareto
SpliceLL	LL-plot with fitted and empirical survival function
SpliceLL_TB	LL-plot with fitted and Turnbull survival function
SplicePP	PP-plot with fitted and empirical survival function
SplicePP_TB	PP-plot with fitted and Turnbull survival function
SpliceQQ	Splicing quantile plot
SpliceQQ_TB	Splicing quantile plot using Turnbull estimator
SpliceTB	Plot of fitted and Turnbull survival function
stdf	Non-parametric estimators of the STDF
stdf2	Non-parametric estimators of the STDF

-- T --

trDT	Truncation odds
trDTMLE	Truncation odds
trEndpoint	Estimator of endpoint
trEndpointMLE	Estimator of endpoint
trHill	Hill estimator for upper truncated data
trMLE	MLE estimator for upper truncated data
trParetoQQ	Truncated Pareto quantile plot
trProb	Estimator of small exceedance probabilities using truncated Hill
trProbMLE	Estimator of small exceedance probabilities using truncated MLE
trQuant	Estimator of large quantiles using truncated Hill
trQuantMLE	Estimator of large quantiles using truncated MLE
trQuantW	Estimator of large quantiles using truncated Hill
trTest	Test for truncated Pareto-type tails
trTestMLE	Test for truncated GPD tails
TSfraction	Least Squares tail estimator
Turnbull	Turnbull estimator

-- V --

VaR	VaR of splicing fit

-- W --

WeibullQQ	Weibull quantile plot
WeibullQQ_der	Derivative plot of the Weibull QQ-plot
Weissman.p	Weissman estimator of small exceedance probabilities and large return periods
Weissman.q	Weissman estimator of extreme quantiles
Weissman.q.2oQV	Second order refined Weissman estimator of extreme quantiles (QV)
Weissman.r	Weissman estimator of small exceedance probabilities and large return periods