Distributions that are typically used for exposure rating in
general insurance, in particular to price reinsurance contracts.
The vignette shows code snippets to fit the distribution to
empirical data. See, e.g., Bernegger (1997) <doi:10.2143/AST.27.1.563208>
freely available on-line.
| Version: |
0.8.13 |
| Depends: |
R (≥ 3.6), fitdistrplus (≥ 1.1-4), alabama, Rcpp (≥
0.12.18) |
| Imports: |
utils, actuar, gsl, MASS |
| LinkingTo: |
Rcpp |
| Suggests: |
testthat, pander, rmarkdown, knitr, lattice |
| Published: |
2024-12-18 |
| DOI: |
10.32614/CRAN.package.mbbefd |
| Author: |
Christophe Dutang
[aut, cre],
Giorgio Spedicato
[aut],
Markus Gesmann [ctb] |
| Maintainer: |
Christophe Dutang <dutangc at gmail.com> |
| BugReports: |
https://github.com/spedygiorgio/mbbefd/issues |
| License: |
GPL-2 |
| URL: |
https://github.com/spedygiorgio/mbbefd |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Citation: |
mbbefd citation info |
| Materials: |
README, NEWS |
| In views: |
ActuarialScience, Distributions |
| CRAN checks: |
mbbefd results [issues need fixing before 2026-02-14] |