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fitdistrplus: An R Package for Fitting Distributions
The package fitdistrplus provides functions for fitting univariate distributions to different types of data (continuous censored or non-censored data and discrete data) and allowing differentExpand
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actuar: An R Package for Actuarial Science
TLDR
This paper reviews, in non technical terms, the various features of the current version of the actuar package. Expand
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A note on random number generation
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Existence theorems for generalized Nash equilibrium problems: an analysis of assumptions
The generalized Nash equilibrium, where the feasible sets of the players depend on other players' action, becomes increasingly popular among academics and practitionners. In this paper, we provide aExpand
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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
The purpose of this paper is to point out that an asymptotic rule "A+B/u" for the ultimate ruin probability applies to a wide class of dependent risk models, in discrete and continuous time.Expand
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A survey of GNE computation methods: theory and algorithms
This paper deals with optimization methods solving the generalized Nash equilibrium problem (GNEP), which extends the standard Nash problem by allowing constraints. Two cases are considered: generalExpand
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fitdistrplus : An R Package for Distribution Fitting Methods
The package fitdistrplus provides functions for fitting univariate distributions to different types of data (continuous censored or non-censored data and discrete data) and allowing differentExpand
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Some explanations about the IWLS algorithm to fit generalized linear models
This short note focuses on the estimation procedure, an iterative weighted least square method, generally used for generalized linear models.
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