ruin: Simulation of Various Risk Processes
A (not yet exhaustive) collection of common models of risk
processes in actuarial science, represented as formal S4 classes. Each class
(risk model) has a simulator of its path, and a plotting function. Further,
a Monte-Carlo estimator of a ruin probability for a finite time is
implemented, using a parallel computation. Currently, the package extends
two classical risk models Cramer-Lundberg and Sparre Andersen models by
including capital injections, that are positive jumps (see Breuer L. and
Badescu A.L. (2014) <doi:10.1080/03461238.2011.636969>). The intent of the
package is to provide a user-friendly interface for ruin processes'
simulators, as well as a solid and extensible structure for future
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