bootruin: A bootstrap test for the probability of ruin in the classical
risk process
This package provides a framework for testing the
probability of ruin in the classical (compound Poisson) risk
process. It also includes some procedures for assessing and
comparing the performance between the bootstrap test and the
test using asymptotic normality.
| Version: |
1.1-254 |
| Published: |
2011-10-20 |
| Author: |
Benjamin Baumgartner,
Riccardo Gatto |
| Maintainer: |
Benjamin Baumgartner <benjamin.baumgartner at stat.unibe.ch> |
| License: |
AGPL-3 |
| Citation: |
bootruin citation info |
| CRAN checks: |
bootruin results |
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