Skip to content

Pareto

The Pareto, Piecewise Pareto and Generalized Pareto Distribution

v2.4.5 · Apr 18, 2023 · GPL (>= 2)
CRAN GitHub Mirror

Description

Utilities for the Pareto, piecewise Pareto and generalized Pareto distribution that are useful for reinsurance pricing. In particular, the package provides a non-trivial algorithm that can be used to match the expected losses of a tower of reinsurance layers with a layer-independent collective risk model. The theoretical background of the matching algorithm and most other methods are described in Ulrich Riegel (2018) <doi:10.1007/s13385-018-0177-3>.

Downloads

937

Last 30 days

3936th

3.1K

Last 90 days

13.7K

Last year

Trend: -13.9% (30d vs prior 30d)

CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

imports

NetSimR

Dependency Network

Dependencies Reverse dependencies NetSimR Pareto

Version History

new 2.4.5 Mar 10, 2026
updated 2.4.5 ← 2.4.4 diff Apr 17, 2023
updated 2.4.4 ← 2.4.2 diff Apr 7, 2023
updated 2.4.2 ← 2.4.0 diff Mar 2, 2021
updated 2.4.0 ← 2.3.0 diff Feb 17, 2021
updated 2.3.0 ← 2.2.2 diff Feb 6, 2021
updated 2.2.2 ← 2.2.1 diff Jan 27, 2021
updated 2.2.1 ← 2.2.0 diff Sep 10, 2020
updated 2.2.0 ← 2.1.0 diff Aug 2, 2020
updated 2.1.0 ← 2.0.0 diff Jul 8, 2020
updated 2.0.0 ← 1.1.5 diff May 1, 2020
updated 1.1.5 ← 1.1.3 diff Apr 2, 2020
updated 1.1.3 ← 1.1.0 diff Feb 13, 2020
new 1.1.0 Dec 16, 2019