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
NeedsCompilation: no
Packaged: 2023-04-17 20:15:22 UTC; ulric
Author: Ulrich Riegel [aut, cre]
Maintainer: Ulrich Riegel <ulrich.riegel@gmx.de>
Repository: CRAN
Date/Publication: 2023-04-18 07:10:07 UTC
Built: R 4.6.0; ; 2026-04-25 20:44:52 UTC; unix
