Chapter 1

Introduction

Arthur Charpentier

Université du Québec à MontréalMontréal, Québec, Canada

Rob Kaas

Amsterdam School of Economics, Universiteit van AmsterdamAmsterdam, Netherlands

1.1 R for Actuarial Science?

As claimed on the CRAN website, http://cran.r-project.org/, R is an “open source software package, licensed under the GNU General Public License” (the so-called GPL). This simply means that R can be installed for free on most desktop and server machines. This platform independence and the open-source philosophy make R an ideal environment for reproducible research.

Why should students or researchers in actuarial science, or actuaries, use R for computations? Of primary interest, as suggested by Daryl Pregibon, research scientist at ...

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