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A new R package for actuarial survival models

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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.

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Acknowledgments

The authors would like to thank the Editor-in-Chief, the Associate Editor and the two referees for careful reading and for comments which greatly improved the paper.

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  1. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK

    S. Nadarajah & S. A. A. Bakar

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  1. S. Nadarajah
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  2. S. A. A. Bakar
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Correspondence to S. Nadarajah.

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Nadarajah, S., Bakar, S.A.A. A new R package for actuarial survival models. Comput Stat 28, 2139–2160 (2013). https://doi.org/10.1007/s00180-013-0400-2

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