bootruin

cranv1.2-4

A Bootstrap Test for the Probability of Ruin in the Classical Risk Process. We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

License AGPL-3network copyleft0 versions1 maintainers2 deps74 weekly dl
https://CRAN.R-project.org/package=bootruin
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First published · 2016-12-30 18:41:50

Last updated · 2016-12-30T18:39:15+00:00

bootruin — Health Score 39/100 | DepScope