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  • The R Corner
    The R Corner A disscussion of actuar R, an R package for actuarial science, and its facilities ... pphtype to compute the ruin probabilities. Special care went into the interface of ruin such that users ...

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    • Authors: Steven Craighead
    • Date: Feb 2008
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Expanding Horizons
    • Topics: Modeling & Statistical Methods; Technology & Applications>Software
  • ERM Stochastic Analysis Tools: Risk Drivers Revealed
    ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile ... estimate of the coecients. These ve columns are direct output from the rq function in R as discussed in ...

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    • Authors: Steven Craighead
    • Date: Apr 2012
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM