mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling - Archive ouverte HAL
Logiciel Année : 2024

mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling

Giorgio Alfredo Spedicato
  • Fonction : Auteur
Markus Gesmann
  • Fonction : Documentation

Résumé

The mbbefd package provides distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignette shows code snippets to fit the distribution to empirical data. See, e.g., Bernegger (1997).

Citer

Christophe Dutang, Giorgio Alfredo Spedicato, Markus Gesmann. mbbefd: Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling. 2024, ⟨swh:1:dir:cd5eb342d0e2a276ab5dfcb1830aa3fb3437d559;origin=https://hal.archives-ouvertes.fr/hal-04722771;visit=swh:1:snp:bc0b6279b005fea5da9e72ab100e6d11afacb321;anchor=swh:1:rel:95a9b5f9763b4ec357e5b29199a3ff8347cf049c;path=/⟩. ⟨hal-04722771⟩
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