Package: Pareto
Type: Package
Title: The Pareto, Piecewise Pareto and Generalized Pareto Distribution
Version: 2.4.5
Authors@R: person("Ulrich", "Riegel", email = "ulrich.riegel@gmx.de", role = c("aut", "cre"))
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>.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
VignetteBuilder: knitr
Depends: R (>= 2.10)
Suggests: testthat, knitr, rmarkdown, lpSolve
URL: https://github.com/ulrichriegel/Pareto#pareto
Language: en-US
Repository: https://ulrichriegel.r-universe.dev
Date/Publication: 2023-04-17 20:17:38 UTC
RemoteUrl: https://github.com/ulrichriegel/pareto
RemoteRef: HEAD
RemoteSha: 4da101e02872456798ee8039e04f5a992de5bb98
NeedsCompilation: no
Packaged: 2026-07-04 04:09:34 UTC; root
Author: Ulrich Riegel [aut, cre]
Maintainer: Ulrich Riegel <ulrich.riegel@gmx.de>