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This last method is not\nvery accurate and only given here for completeness.", "License": "AGPL-3", "Encoding": "UTF-8", "Repository": "https://baumgrt.r-universe.dev", "Date/Publication": "2016-12-30 15:57:19 UTC", "RemoteUrl": "https://github.com/baumgrt/finiteruinprob", "RemoteRef": "HEAD", "RemoteSha": "26fff295dc39431aed9e37dcbb8489e4986d7263", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-28 08:38:52 UTC", "User": "root" }, "Author": "Benjamin Baumgartner [aut, cre],\nRiccardo Gatto [ctb, ths]", "MD5sum": "1c07767973cf3f6a054d1776aed56d92", "_user": "baumgrt", "_type": "src", "_file": "finiteruinprob_0.6.tar.gz", "_fileid": "f1a1e354ffc33caa69bb975929547508ad8f23cff676329573df45ef31f268e9", "_filesize": 230401, "_sha256": "f1a1e354ffc33caa69bb975929547508ad8f23cff676329573df45ef31f268e9", "_created": "2026-05-28T08:38:52.000Z", "_published": "2026-05-28T08:41:49.825Z", "_distro": "noble", "_jobs": [ { "job": 78254586388, "time": 100, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7261454671" }, { "job": 78254586411, "time": 88, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7261450054" }, { "job": 78254586423, "time": 143, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7261460453" }, { "job": 78254586556, "time": 110, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7261451459" }, { "job": 78254010672, "time": 219, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7261418806" }, { "job": 78254586376, "time": 96, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7261452713" }, { "job": 78254586484, "time": 76, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7261445380" }, { "job": 78254586458, "time": 59, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7261440110" }, { "job": 78254586551, "time": 62, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7261440575" } ], "_buildurl": "https://github.com/r-universe/baumgrt/actions/runs/26564027285", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/baumgrt/finiteruinprob", "_commit": { "id": "26fff295dc39431aed9e37dcbb8489e4986d7263", "author": "Benjamin Baumgartner ", "committer": "Benjamin Baumgartner ", "message": "vignette: figure font corresponds now to the article font\n", "time": 1483113439 }, "_maintainer": { "name": "Benjamin Baumgartner", "email": "benjamin@baumgrt.com", "login": "baumgrt", "description": "", "uuid": 1734640 }, "_registered": true, "_dependencies": [ { "package": "sdprisk", "role": "Imports" }, { "package": "numDeriv", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "methods", "role": "Imports" } ], "_owner": "baumgrt", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "baumgrt", "count": 25, "uuid": 1734640 } ], "_userbio": { "uuid": 1734640, "type": "user", "name": "baumgrt" }, "_downloads": { "count": 560, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/finiteruinprob" }, "_devurl": "https://github.com/baumgrt/finiteruinprob", "_searchresults": 1, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/finiteruinprob.html", "manual.pdf" ], "_homeurl": "https://github.com/baumgrt/finiteruinprob", "_realowner": "baumgrt", "_cranurl": true, "_releases": [ { "version": "0.4", "date": "2014-05-11" }, { "version": "0.6", "date": "2016-12-30" } ], "_exports": [ "rriskproc", "ruinprob.finite.dsim", "ruinprob.finite.imps", "ruinprob.finite.sdp" ], "_help": [ { "page": "finiteruinprob-package", "title": "Computation of the Probability of Ruin Within a Finite Time Horizon", "topics": [ "finiteruinprob-package", "finiteruinprob" ] }, { "page": "rriskproc", "title": "Simulation of a risk process that is perturbed by a Wiener process", "topics": [ "rriskproc" ] }, { "page": "ruinprob.finite.dsim", "title": "Computation of the probability of ruin within a finite time horizon using a dual process", "topics": [ "ruinprob.finite.dsim" ] }, { "page": "ruinprob.finite.imps", "title": "Approximation of the probability of ruin within a finite time horizon using importance sampling", "topics": [ "ruinprob.finite.imps" ] }, { "page": "ruinprob.finite.sdp", "title": "Approximation of the probability of ruin within a finite time horizon using saddlepoint methods", "topics": [ "ruinprob.finite.sdp" ] } ], "_rundeps": [ "numDeriv", "PolynomF", "Rcpp", "rootSolve", "sdprisk" ], "_vignettes": [ { "source": "gb2016_complement.Rnw", "filename": "gb2016_complement.pdf", "title": "Complement to Gatto, R. and Baumgartner, B. 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