We develop a new <Emphasis FontCategory="SansSerif">R package that computes the probability density function, the hazard rate function, the integrated hazard rate function, and the quantile function for forty four survival models commonly used in actuarial science. A real data application of the package is illustrated. It is...</emphasis>

This paper extends the macroeconomic frailty model to include sectoral frailty factors that capture default correlations among firms in a similar business. We estimate sectoral and macroeconomic frailty factors and their effects on default intensity using the data for Japanese firms from 1992 to...

This paper is devoted to pointwise large and moderate deviation principles for the hazard rate function kernel estimator in the right censorship setting. Using the contraction principle and an exponential equivalence, the results are derived as by-products from large and moderate deviation...