A Study of the R Software and its Application in Actuarial Simulation

摘要：

The past has shown that domestic researches on simulation in R software are very scarce, especially in the financial and actuarial field. In the first part of his paper we will introduce the R and review the past and current practice in simulation and generation of random numbers. Then, by the establishment of the actuarial model on the probability, we will give the design of procedure of R of the model. Finally, in the last part of this article, we do a analysis of the simulation results and graphs in order to show the possibility of the application of R in actuarial simulation.

关键词： R Actuarial Science Simulation Random Numbers

作者: CUI Yujie WANG Ruiqiang

作者单位: College of Science,North China University of Technology, Beijing, P.R.China, 100144 College of Economics and Management North China University of Technology, Beijing, P.R.China, 100144

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）