README.Rmd

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output:
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# ReIns

[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/ReIns)](https://cran.r-project.org/package=ReIns)

The *ReIns* package contains functions from the book "Reinsurance: Actuarial and Statistical Aspects" (Wiley, 2017) by Hansjörg Albrecher, Jan Beirlant and Jef Teugels.
It contains implementations of

* Basic extreme value theory (EVT) estimators and graphical methods as described in "Statistics of Extremes: Theory and Applications" (2004) of Jan Beirlant, Yuri Goegebeur, Johan Segers and Jef Teugels.

* EVT estimators and graphical methods adapted for censored and/or truncated data.

* Splicing of mixed Erlang (ME) distribution with EVT distributions (Pareto, GPD).

* Value-at-Risk (VaR), Conditional Tail Expectation (CTE) and excess-loss premium estimates.

You can install the latest development version of *ReIns* from GitHub. If you work on Windows, make sure first that [Rtools](https://cran.r-project.org/bin/windows/Rtools/) is installed. Then, install the latest development version of *ReIns* using

```
install.packages("remotes")

remotes::install_github("TReynkens/ReIns")
```