Computation of the probability of ruin within a finite time
horizon
c(person(given  = 'Benjamin',
family = 'Baumgartner',
email  = 'benjamin@baumgrt.com',
role   = c('aut', 'cre')),
person(given  = 'Riccardo',
family = 'Gatto',
email  = 'gatto@stat.unibe.ch',
role   = c('ctb', 'ths')))
In the Cramér–Lundberg risk process perturbed by a Wiener
process, this packages provides approximations to the probability of
ruin within a finite time horizon.  Currently, there are three methods
implemented: The first one uses saddlepoint approximation (two
variants are provided), the second one uses importance sampling and
the third one is based on the simulation of a dual process.  This last
method is not very accurate and only given here for completeness.
Benjamin Baumgartner [aut, cre],
Riccardo Gatto [ctb, ths]

Computation of the Probability of Ruin Within a Finite Time
Horizon

Test for Finiteness of Moments in a Distribution
c(person("Torsten", "Heinrich", role = c("aut", "cre"),
email = "torsten.heinrich@posteo.net"),
person("Julian", "Winkler", role = c("aut"),
email = "julian.winkler@economics.ox.ac.uk"))
Torsten Heinrich [aut, cre],
Julian Winkler [aut]
The purpose of this package is to tests whether a given
moment of the distribution of a given sample is finite or not. For
heavy-tailed distributions with tail exponent b, only moments of
order smaller than b are finite. Tail exponent and heavy-
tailedness are notoriously difficult to ascertain. But the
finiteness of moments (including fractional moments) can be tested
directly. This package does that following the test suggested by
Trapani (2016) <doi:10.1016/j.jeconom.2015.08.006>.

c(
person("Markus", "Virtanen", email = "markus.m.virtanen@gmail.com",
role = c("aut", "cre")),
person("Kai", "Hippi", email = "kai.hippi@aalto.fi",
role = "aut")
)
R API client package for 'Fingrid Open Data' on the
electricity market and the power system. get_data() function
holds the main application logic to retrieve time-series data.
API calls require free user account registration.
Markus Virtanen [aut, cre],
Kai Hippi [aut]