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A new R package for actuarial survival models

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  • S. Nadarajah
  • S. Bakar

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. Copyright Springer-Verlag Berlin Heidelberg 2013

Suggested Citation

  • S. Nadarajah & S. Bakar, 2013. "A new R package for actuarial survival models," Computational Statistics, Springer, vol. 28(5), pages 2139-2160, October.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:5:p:2139-2160
    DOI: 10.1007/s00180-013-0400-2
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