bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process

We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

Version: 1.2-4
Imports: stats, utils
Published: 2016-12-30
DOI: 10.32614/CRAN.package.bootruin
Author: Benjamin Baumgartner, Riccardo Gatto
Maintainer: Benjamin Baumgartner <benjamin at>
License: AGPL-3
NeedsCompilation: yes
Citation: bootruin citation info
CRAN checks: bootruin results


Reference manual: bootruin.pdf


Package source: bootruin_1.2-4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): bootruin_1.2-4.tgz, r-oldrel (arm64): bootruin_1.2-4.tgz, r-release (x86_64): bootruin_1.2-4.tgz, r-oldrel (x86_64): bootruin_1.2-4.tgz
Old sources: bootruin archive


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