Pareto

Pareto is an R package providing methods and tools for the Pareto and the piecewise Pareto distribution which are useful for pricing of reinsurance treaties:

The methods are also available for truncated versions of the (piecewise) Pareto distribution.

Installation

To install the current development version from github you need the devtools package and the other packages on which Pareto depends and links to:

install.packages(c("knitr", "rmarkdown"))

To install Pareto run:

library(devtools)
install_github("ulrichriegel/Pareto", build_vignettes = TRUE)

Usage

library(Pareto)

License

This package is free and open source software, licensed under GPL.