<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Estimate the Probability in the Upper Tail of the Aggregate Loss
Distribution</dc:title>
  <dc:title>R package tailloss version 1.0</dc:title>
  <dc:description>Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.0.2), MASS, graphics, stats</dc:relation>
  <dc:creator>Isabella Gollini &lt;igollini.stats@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Isabella Gollini [aut, cre],
  Jonathan Rougier [ctb]</dc:contributor>
  <dc:rights>GPL-2</dc:rights>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2015-07-08</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=tailloss</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.tailloss</dc:identifier>
</oai_dc:dc>