Package: ruin
Type: Package
Title: Simulation of Various Risk Processes
Version: 0.1.1
Date: 2018-07-20
Authors@R: person("Iegor", "Rudnytskyi", email = "iegor.rudnytskyi@gmail.com",
    role = c("aut", "cre"))
Description: A (not yet exhaustive) collection of common models of risk
    processes in actuarial science, represented as formal S4 classes. Each class
    (risk model) has a simulator of its path, and a plotting function. Further, 
    a Monte-Carlo estimator of a ruin probability for a finite time is
    implemented, using a parallel computation. Currently, the package extends
    two classical risk models Cramer-Lundberg and Sparre Andersen models by
    including capital injections, that are positive jumps (see Breuer L. and
    Badescu A.L. (2014) <doi:10.1080/03461238.2011.636969>). The intent of the
    package is to provide a user-friendly interface for ruin processes'
    simulators, as well as a solid and extensible structure for future
    extensions.
License: GPL-3
Encoding: UTF-8
LazyData: true
URL: http://github.com/irudnyts/ruin
BugReports: http://github.com/irudnyts/ruin/issues
Depends: R (>= 3.5.0)
Imports: methods, parallel, ggplot2 (>= 2.2.1)
Collate: 'AllClass.R' 'AllGeneric.R' 'methods-CramerLundberg.R'
        'methods-CramerLundbergCapitalInjections.R'
        'methods-SparreAndersen.R'
        'methods-SparreAndersenCapitalInjections.R' 'plot_path.R'
        'ruin_probability.R' 'zzz.R'
RoxygenNote: 6.0.1
Suggests: testthat, actuar (>= 2.3.0), knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2018-07-30 12:22:58 UTC; irudnyts
Author: Iegor Rudnytskyi [aut, cre]
Maintainer: Iegor Rudnytskyi <iegor.rudnytskyi@gmail.com>
Repository: CRAN
Date/Publication: 2018-07-30 12:56:18 UTC
