R: Measures of Risk for the Compound Poisson Risk Process with Diffusion

# Measures of Risk for the Compound Poisson Risk Process with Diffusion

## Documentation for package ‘sdprisk’ version 1.1-6

- DESCRIPTION file

## Help Pages

adjcoef | Adjustment Coefficient
boundsRuinprob | Calculation or Approximation of the Probability of Ruin
claiminfo | Distribution Information about Individual Claim Amounts
dhypoexp | Hypo-Exponential Distribution
fftRuinprob | Calculation or Approximation of the Probability of Ruin
hypoexpRuinprob | Calculation or Approximation of the Probability of Ruin
hypoexpSensitivity | Sensitivity of the Value and Tail Value at Ruin
hypoexpTvaru | Tail Value at Ruin
hypoexpVaru | Value at Ruin
is.claiminfo | Distribution Information about Individual Claim Amounts
is.hypoexp | Distribution Information about Individual Claim Amounts
is.riskproc | Compound Poisson Risk Process with Diffusion
mgfhypoexp | Hypo-Exponential Distribution
phypoexp | Hypo-Exponential Distribution
qhypoexp | Hypo-Exponential Distribution
rhypoexp | Hypo-Exponential Distribution
riskproc | Compound Poisson Risk Process with Diffusion
ruinprob | Calculation or Approximation of the Probability of Ruin
saddlepointRuinprob | Calculation or Approximation of the Probability of Ruin
saddlepointSensitivity | Sensitivity of the Value and Tail Value at Ruin
saddlepointTvaru | Tail Value at Ruin
saddlepointVaru | Value at Ruin
sensitivity | Sensitivity of the Value and Tail Value at Ruin
tvaru | Tail Value at Ruin
varu | Value at Ruin