GNU R actuarial functions and heavy tailed distributions

 Functions and data sets for actuarial science:
 modeling of loss distributions; risk theory and ruin theory;
 simulation of compound models, discrete mixtures and compound
 hierarchical models; credibility theory. Support for many additional
 probability distributions to model insurance loss amounts and loss
 frequency: 19 continuous heavy tailed distributions; the
 Poisson-inverse Gaussian discrete distribution; zero-truncated and
 zero-modified extensions of the standard discrete distributions.
 Support for phase-type distributions commonly used to compute ruin
 probabilities.