Work

Sistemas informáticos aplicados a la matemática actuarial no vida: una propuesta con R

Year: 2012

Type: article

Abstract: The present work is the result of the investigation realized by the authoresses on programming\nlanguages applied to Non Life Actuarial Mathematics (NLAM). The main objective of this paper is to present and to\nexpose the use of the R programming language in NLAM looking at the experience initiated at the University of\nBarcelona (UB) during 2009-2010. The contribution of the paper consists of the summary and application of libraries\nrealized by different authors on the topics included in NLAM and its improvement with functions of own production.\nThe article includes, for some of the different blocks that are treated inside NLAM at the UB, a small theoretical\nsummary and numerical examples with R, and with real data of insurance portfolios that can be found in basic papers of\nactuarial science.

Source: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

Authors: M. Mercè Claramunt Bielsa, Eva Boj del Val, Teresa Costa Cor, María Teresa Mármol Jiménez

Language: Spanish

Topic: Data Analysis with R

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W2170442445

FWCI:

Cites: 8

Cited by:

Related to: 10