Package: tailloss
Title: Estimate the Probability in the Upper Tail of the Aggregate Loss
        Distribution
Description: Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.
Version: 1.0
Authors@R: c(person(given = "Isabella", family = "Gollini", role = c("aut","cre"), email = "igollini.stats@gmail.com"), person("Jonathan", "Rougier", role = "ctb"))
Depends: R (>= 3.0.2), MASS, graphics, stats
License: GPL-2 | GPL-3
LazyData: true
URL: http://github.com/igollini/tailloss
NeedsCompilation: no
Packaged: 2015-07-08 11:41:13 UTC; igollini
Author: Isabella Gollini [aut, cre],
  Jonathan Rougier [ctb]
Maintainer: Isabella Gollini <igollini.stats@gmail.com>
Repository: CRAN
Date/Publication: 2015-07-08 14:48:30
Built: R 4.6.0; ; 2026-04-27 04:21:44 UTC; unix
