{"id":14067038,"url":"https://github.com/TReynkens/ReIns","last_synced_at":"2025-07-30T00:32:08.161Z","repository":{"id":54699088,"uuid":"39773959","full_name":"TReynkens/ReIns","owner":"TReynkens","description":"Functions from the book \"Reinsurance: Actuarial and Statistical Aspects\"","archived":false,"fork":false,"pushed_at":"2024-11-30T13:16:32.000Z","size":1114,"stargazers_count":21,"open_issues_count":0,"forks_count":15,"subscribers_count":4,"default_branch":"master","last_synced_at":"2025-06-14T07:53:39.539Z","etag":null,"topics":["extremes","reinsurance","risk-analysis"],"latest_commit_sha":null,"homepage":"http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470772689.html","language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/TReynkens.png","metadata":{"files":{"readme":"README.Rmd","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null}},"created_at":"2015-07-27T12:46:32.000Z","updated_at":"2025-03-14T02:00:24.000Z","dependencies_parsed_at":"2023-12-26T12:09:33.506Z","dependency_job_id":"b04b7d0f-d434-410e-8975-cdafb7f88c87","html_url":"https://github.com/TReynkens/ReIns","commit_stats":{"total_commits":588,"total_committers":5,"mean_commits":117.6,"dds":0.008503401360544172,"last_synced_commit":"7ee5b30c6c5eafc81d299115cf6e07dc89ed65bd"},"previous_names":[],"tags_count":26,"template":false,"template_full_name":null,"purl":"pkg:github/TReynkens/ReIns","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/TReynkens%2FReIns","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/TReynkens%2FReIns/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/TReynkens%2FReIns/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/TReynkens%2FReIns/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/TReynkens","download_url":"https://codeload.github.com/TReynkens/ReIns/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/TReynkens%2FReIns/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":267785742,"owners_count":24144120,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-07-29T02:00:12.549Z","response_time":2574,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["extremes","reinsurance","risk-analysis"],"created_at":"2024-08-13T07:05:24.065Z","updated_at":"2025-07-30T00:32:07.866Z","avatar_url":"https://github.com/TReynkens.png","language":"R","funding_links":[],"categories":["R"],"sub_categories":[],"readme":"---\noutput:\n  md_document:\n    variant: gfm\n---\n\n\u003c!-- README.md is generated from README.Rmd. Please edit that file --\u003e\n\n```{r, echo = FALSE}\nknitr::opts_chunk$set(\n  collapse = TRUE,\n  comment = \"#\u003e\",\n  fig.path = \"README-\"\n)\n```\n\n# ReIns\n\n[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/ReIns)](https://cran.r-project.org/package=ReIns)\n\nThe *ReIns* package contains functions from the book \"Reinsurance: Actuarial and Statistical Aspects\" (Wiley, 2017) by Hansjörg Albrecher, Jan Beirlant and Jef Teugels.\nIt contains implementations of\n\n* 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.\n\n* EVT estimators and graphical methods adapted for censored and/or truncated data.\n\n* Splicing of mixed Erlang (ME) distribution with EVT distributions (Pareto, GPD).\n\n* Value-at-Risk (VaR), Conditional Tail Expectation (CTE) and excess-loss premium estimates.\n\nYou 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\n\n```\ninstall.packages(\"remotes\")\n\nremotes::install_github(\"TReynkens/ReIns\")\n```\n\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FTReynkens%2FReIns","html_url":"https://awesome.ecosyste.ms/projects/github.com%2FTReynkens%2FReIns","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FTReynkens%2FReIns/lists"}