A new R package for actuarial survival models

S. Nadarajah () and S. Bakar

Computational Statistics, 2013, vol. 28, issue 5, 2139-2160

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

Keywords: Hazard rate function; Integrated hazard rate function; Quantile function (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00180-013-0400-2

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