ActuarialM: Computation of Actuarial Measures Using Bell G Family
It computes two frequently applied actuarial measures, the expected shortfall and the value at risk. Seven well-known classical distributions in connection to the Bell generalized family are used as follows: Bell-exponential distribution, Bell-extended exponential distribution, Bell-Weibull distribution, Bell-extended Weibull distribution, Bell-Lomax distribution, Bell-Burr-12 distribution, and Bell-Burr-X distribution. Related works include:
a) Fayomi, A., Tahir, M. H., Algarni, A., Imran, M., & Jamal, F. (2022). "A new useful exponential model with applications to quality control and
actuarial data". Computational Intelligence and Neuroscience, 2022. <doi:10.1155/2022/2489998>.
b) Alsadat, N., Imran, M., Tahir, M. H., Jamal, F., Ahmad, H., & Elgarhy, M. (2023). "Compounded Bell-G class of statistical models with applications to COVID-19 and actuarial data". Open Physics, 21(1), 20220242. <doi:10.1515/phys-2022-0242>.
| Version: |
0.1.0 |
| Depends: |
R (≥ 2.0) |
| Imports: |
stats |
| Published: |
2023-05-15 |
| Author: |
Muhammad Imran [aut, cre],
M.H. Tahir [aut],
Saima Shakoor [aut] |
| Maintainer: |
Muhammad Imran <imranshakoor84 at yahoo.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
ActuarialScience |
| CRAN checks: |
ActuarialM results |
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