Pareto: The Pareto, Piecewise Pareto and Generalized Pareto Distribution

Utilities for the Pareto, piecewise Pareto and generalized Pareto distribution that are useful for reinsurance pricing. In particular, the package provides a non-trivial algorithm that can be used to match the expected losses of a tower of reinsurance layers with a layer-independent collective risk model. The theoretical background of the matching algorithm and most other methods are described in Ulrich Riegel (2018) <doi:10.1007/s13385-018-0177-3>.

Version: 2.2.1
Depends: R (≥ 2.10)
Suggests: testthat, knitr, rmarkdown, lpSolve
Published: 2020-09-11
Author: Ulrich Riegel [aut, cre]
Maintainer: Ulrich Riegel <ulrich.riegel at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: Pareto results


Reference manual: Pareto.pdf
Vignettes: Pareto Package Vignette
Package source: Pareto_2.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: Pareto_2.2.1.tgz, r-oldrel: Pareto_2.2.1.tgz
Old sources: Pareto archive


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