{ "_id": "6a19773eacfb0bcc41df29cf", "Package": "sdprisk", "Type": "Package", "Version": "1.1-6", "Date": "2019-05-01", "Title": "Measures of Risk for the Compound Poisson Risk Process with\nDiffusion", "Authors@R": "c(person(given = 'Benjamin',\nfamily = 'Baumgartner',\nemail = 'benjamin@baumgrt.com',\nrole = c('aut', 'cre')),\nperson(given = 'Riccardo',\nfamily = 'Gatto',\nemail = 'gatto@stat.unibe.ch',\nrole = c('ctb', 'ths')),\nperson(given = 'Sebastian',\nfamily = 'Szugat',\nemail = 'szugat@statistik.tu-dortmund.de',\nrole = c('ctb')))", "Maintainer": "Benjamin Baumgartner ", "Description": "Based on the compound Poisson risk process that is\nperturbed by a Brownian motion, saddlepoint approximations to\nsome measures of risk are provided. Various approximation\nmethods for the probability of ruin are also included.\nFurthermore, exact values of both the risk measures as well as\nthe probability of ruin are available if the individual claims\nfollow a hypo-exponential distribution (i. e., if it can be\nrepresented as a sum of independent exponentially distributed\nrandom variables with different rate parameters). For more\ndetails see Gatto and Baumgartner (2014)\n.", "License": "AGPL-3", "Repository": "https://baumgrt.r-universe.dev", "Date/Publication": "2019-04-27 11:52:15 UTC", "RemoteUrl": "https://github.com/baumgrt/sdprisk", "RemoteRef": "HEAD", "RemoteSha": "12ecf705635a1a87414b283307c72392fb20b208", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-29 09:51:34 UTC", "User": "root" }, "Author": "Benjamin Baumgartner [aut, cre],\nRiccardo Gatto [ctb, ths],\nSebastian Szugat [ctb]", "MD5sum": "fc0bff776f2c99a03d743cd7aadfd196", "_user": "baumgrt", "_type": "src", "_file": "sdprisk_1.1-6.tar.gz", "_fileid": "7de0fa625eec22f9ac1749a7a786b8e024c4a234ca4f54d623cf7d0b93ec7eeb", "_filesize": 182287, "_sha256": "7de0fa625eec22f9ac1749a7a786b8e024c4a234ca4f54d623cf7d0b93ec7eeb", "_created": "2026-05-29T09:51:34.000Z", "_published": "2026-05-29T11:23:42.315Z", "_distro": "noble", "_jobs": [ { "job": 78478040701, "time": 110, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", 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‘R_registerRoutines’, ‘R_useDynamicSymbols’\n", "time": 1556365935 }, "_maintainer": { "name": "Benjamin Baumgartner", "email": "benjamin@baumgrt.com", "login": "baumgrt", "description": "", "uuid": 1734640 }, "_registered": true, "_dependencies": [ { "package": "numDeriv", "role": "Imports" }, { "package": "PolynomF", "version": ">= 2.0-0", "role": "Imports" }, { "package": "rootSolve", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "stats", "role": "Imports" } ], "_owner": "baumgrt", "_selfowned": true, "_usedby": 1, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "baumgrt", "count": 26, "uuid": 1734640 } ], "_userbio": { "uuid": 1734640, "type": "user", "name": "baumgrt" }, "_downloads": { "count": 168, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/sdprisk" }, "_devurl": "https://github.com/baumgrt/sdprisk", "_searchresults": 33, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", 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"page": "adjcoef", "title": "Adjustment Coefficient", "topics": [ "adjcoef" ] }, { "page": "claiminfo", "title": "Distribution Information about Individual Claim Amounts", "topics": [ "claiminfo", "is.claiminfo", "is.hypoexp" ] }, { "page": "hypoexp", "title": "Hypo-Exponential Distribution", "topics": [ "dhypoexp", "mgfhypoexp", "phypoexp", "qhypoexp", "rhypoexp" ] }, { "page": "riskproc", "title": "Compound Poisson Risk Process with Diffusion", "topics": [ "is.riskproc", "riskproc" ] }, { "page": "ruinprob", "title": "Calculation or Approximation of the Probability of Ruin", "topics": [ "boundsRuinprob", "fftRuinprob", "hypoexpRuinprob", "ruinprob", "saddlepointRuinprob" ] }, { "page": "sensitivity", "title": "Sensitivity of the Value and Tail Value at Ruin", "topics": [ "hypoexpSensitivity", "saddlepointSensitivity", "sensitivity" ] }, { "page": "tvaru", "title": "Tail Value at Ruin", "topics": [ "hypoexpTvaru", "saddlepointTvaru", "tvaru" ] }, { "page": "varu", "title": "Value at Ruin", "topics": [ "hypoexpVaru", "saddlepointVaru", "varu" ] } ], "_rundeps": [ "numDeriv", "PolynomF", "Rcpp", "rootSolve" ], "_score": 2.9956351945975497, "_indexed": true, "_nocasepkg": "sdprisk", "_universes": [ "baumgrt" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1-6", "date": "2026-05-29T09:53:28.000Z", "distro": "noble", "arch": "aarch64", "commit": "12ecf705635a1a87414b283307c72392fb20b208", "fileid": "ad1ccbd5bf8605093b42b15b13f7296bd60b0023f2cf640516120c514f178e38", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/baumgrt/actions/runs/26630445180" }, { "r": "4.7.0", "os": "linux", "version": "1.1-6", "date": "2026-05-29T09:53:20.000Z", "distro": "noble", "arch": "x86_64", "commit": "12ecf705635a1a87414b283307c72392fb20b208", "fileid": "731590bea1f8c22612370247cdc1ca167e8619234b4aecdb85abd75000b205da", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/baumgrt/actions/runs/26630445180" }, { "r": 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