A new R package for actuarial survival models

Authors:
S. Nadarajah;S. A. Bakar
Affiliations:
School of Mathematics, University of Manchester, Manchester, UK M13 9PL;School of Mathematics, University of Manchester, Manchester, UK M13 9PL
Venue:
Computational Statistics
Year:
2013

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Abstract

We develop a new R package that computes the probability density function, the hazard rate function, the integrated hazard rate function, and the quantile function for forty four survival models commonly used in actuarial science. A real data application of the package is illustrated. It is hoped that this package could be useful for actuarial scientists.