actuar: Actuarial Functions and Heavy Tailed Distributions

Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss size and frequency: 23 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.

Version: 3.3-4
Depends: R (≥ 4.1.0)
Imports: stats, graphics, expint
LinkingTo: expint
Suggests: MASS
Published: 2023-11-08
DOI: 10.32614/CRAN.package.actuar
Author: Vincent Goulet [cre, aut], S├ębastien Auclair [ctb], Christophe Dutang [aut], Walter Garcia-Fontes [ctb], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb], Jeffrey A. Ryan [aut] (Package API), Robert Gentleman [aut] (Parts of the R to C interface), Ross Ihaka [aut] (Parts of the R to C interface), R Core Team [aut] (Parts of the R to C interface), R Foundation [aut] (Parts of the R to C interface)
Maintainer: Vincent Goulet <vincent.goulet at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: actuar citation info
Materials: NEWS
In views: ActuarialScience, Distributions, Finance
CRAN checks: actuar results


Reference manual: actuar.pdf
Vignettes: Introduction to actuar
Complete formulas used by coverage
Credibility theory
Additional continuous and discrete distributions
Loss distributions modeling
Risk and ruin theory
Simulation of insurance data


Package source: actuar_3.3-4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): actuar_3.3-4.tgz, r-oldrel (arm64): actuar_3.3-4.tgz, r-release (x86_64): actuar_3.3-4.tgz, r-oldrel (x86_64): actuar_3.3-4.tgz
Old sources: actuar archive

Reverse dependencies:

Reverse depends: GofCens, stratifyR
Reverse imports: AnnuityRIR, BTSPAS, ChainLadder, CompDist, CompPareto, eoa3, episensr, fitur, FMAdist, kendallRandomWalks, mbbefd, orders, proteus, PTSR, ReliabilityTheory, RobExtremes, robmixglm, simPIC, ssd4mosaic, survstan, TidyDensity, univariateML
Reverse suggests: actuaRE, ChIPsim, distributional, extraDistr, fitdistrplus, fitteR, flexmix, GeneralizedHyperbolic, GeoModels, HyperbolicDist, OneStep, PhaseType, PredictionR, raw, ruin, sageR, SPLICE, SynthETIC


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