Title: Actuarial Functions and Heavy Tailed Distributions
Author: Vincent Goulet, Sébastien Auclair, Christophe Dutang, Xavier Milhaud, Tommy Ouellet, Louis-Philippe Pouliot, Mathieu Pigeon
Description: Various actuarial science functionalities, mostly in the
simulation of compound hierarchical models and credibility theory.
The package also features 17 probability laws commonly used in
insurance, mostly heavy tailed distributions.

credibility theory. The package also features 17 new
probability laws commonly used in insurance, most notably heavy

credibility theory.  The package also features 17 new

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person("Xavier", "Milhaud", role = "ctb"),
person("Tommy", "Ouellet", role = "ctb"),
person("Louis-Philippe", "Pouliot", role = "ctb"),
person("Mathieu", "Pigeon", role = "aut",
Description: Functions and data sets for actuarial science:
modeling of loss distributions; risk theory and ruin theory;
simulation of compound models, discrete mixtures and compound
hierarchical models; credibility theory. Support for many additional
probability distributions to model insurance loss amounts and loss
frequency: 19 continuous heavy tailed distributions; the
Poisson-inverse Gaussian discrete distribution; zero-truncated and
zero-modified extensions of the standard discrete distributions.
Support for phase-type distributions commonly used to compute ruin

person("Alexandre", "Parent", role = "ctb"),
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person("Nicholas", "Langevin", role = "ctb"),

person("Jeffrey A.", "Ryan", role = "aut",
person("Robert", "Gentleman", role = "aut",
comment = "Parts of the R to C interface"),
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comment = "Parts of the R to C interface"))
probability distributions to model insurance loss size and
frequency: 23 continuous heavy tailed distributions; the
Robert Gentleman [aut] (Parts of the R to C interface),
Ross Ihaka [aut] (Parts of the R to C interface),
R Core Team [aut] (Parts of the R to C interface),
R Foundation [aut] (Parts of the R to C interface)