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

机译:R软件及其在精算仿真中的应用研究

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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.
机译:过去表明,国内对R软件仿真的研究非常匮乏,尤其是在金融和精算领域。在他的论文的第一部分中,我们将介绍R并回顾过去和当前在模拟和生成随机数方面的实践。然后,通过建立概率的精算模型,我们将给出模型R的程序设计。最后,在本文的最后,我们对仿真结果和图形进行了分析,以显示R在精算仿真中的应用可能性。

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