actuar: Actuarial Functions and Heavy Tailed Distributions

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 probabilities.

Version: 2.1-1
Depends: R (≥ 3.3.0)
Imports: stats, graphics, expint
LinkingTo: expint
Suggests: MASS
Published: 2017-05-06
Author: Vincent Goulet [cre, aut], S├ębastien Auclair [ctb], Christophe Dutang [aut], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Louis-Philippe Pouliot [ctb], Mathieu Pigeon [aut]
Maintainer: Vincent Goulet <vincent.goulet at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: actuar citation info
Materials: NEWS
In views: Distributions, Finance
CRAN checks: actuar results


Reference manual: actuar.pdf
Vignettes: Introduction to actuar
Complete formulas used by coverage
Credibility theory
Additional continuous and discrete distributions
Loss distributions modeling
Risk and ruin theory
Simulation of insurance data
Package source: actuar_2.1-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: actuar_2.1-1.tgz
OS X Mavericks binaries: r-oldrel: actuar_2.1-1.tgz
Old sources: actuar archive

Reverse dependencies:

Reverse depends: ActuDistns, lbiassurv, mombf
Reverse imports: BTSPAS, ChainLadder, fitur, mbbefd, ReliabilityTheory
Reverse suggests: fitdistrplus, flexmix, GeneralizedHyperbolic, HyperbolicDist, IPSUR, PhaseType, raw


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