Package: bootruin 1.2-4

bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process

We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

Authors:Benjamin Baumgartner <[email protected]>, Riccardo Gatto <[email protected]>

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bootruin.pdf |bootruin.html
bootruin/json (API)

# Install 'bootruin' in R:
install.packages('bootruin', repos = c('https://baumgrt.r-universe.dev', 'https://cloud.r-project.org'))

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 9 scripts 409 downloads 4 exports 0 dependencies

Last updated 8 years agofrom:fa071e12b2. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 07 2025
R-4.5-win-x86_64OKMar 07 2025
R-4.5-mac-x86_64OKMar 07 2025
R-4.5-mac-aarch64OKMar 07 2025
R-4.5-linux-x86_64OKMar 07 2025
R-4.4-win-x86_64OKMar 07 2025
R-4.4-mac-x86_64OKMar 07 2025
R-4.4-mac-aarch64OKMar 07 2025
R-4.4-linux-x86_64OKMar 07 2025
R-4.3-win-x86_64OKMar 07 2025
R-4.3-mac-x86_64OKMar 07 2025
R-4.3-mac-aarch64OKMar 07 2025

Exports:pvaldenspvaldistanceruinprobruinprob.test

Dependencies: