Update Reynkens et al. (2017) reference

TReynkens · Aug 11, 2017 · dc9442f · dc9442f
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,5 +1,5 @@
 Package: ReIns
-Version: 1.0.4.9004
+Version: 1.0.4.9005
 Date: 2017-08-11
 Title: Functions from "Reinsurance: Actuarial and Statistical Aspects"
 Description: Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <http://wiley.com/WileyCDA/WileyTitle/productCd-0470772689.html>.

diff --git a/inst/NEWS.Rd b/inst/NEWS.Rd
@@ -10,6 +10,11 @@
     }
   } 
 
+  \subsection{Changes in documentation:}{
+    \itemize{
+      \item Update Reynkens et al. (2017) reference.
+    }
+  }      
 
   \subsection{Miscellaneous changes:}{
      \itemize{

diff --git a/man/CTE.Rd b/man/CTE.Rd
@@ -41,7 +41,7 @@ Vector with the CTE corresponding to each element of \eqn{p}.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/EVTfit.Rd b/man/EVTfit.Rd
@@ -32,7 +32,7 @@ An S3 object containing the above input arguments.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 }
 \author{
 Tom Reynkens

diff --git a/man/ExcessSplice.Rd b/man/ExcessSplice.Rd
@@ -37,7 +37,7 @@ An estimate for the premium is returned (for every value of \code{R}).
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/MEfit.Rd b/man/MEfit.Rd
@@ -40,7 +40,7 @@ An S3 object which contains the input arguments in a list.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/Splice.Rd b/man/Splice.Rd
@@ -55,7 +55,7 @@ See Reynkens et al. (2017) and Section 4.3 in Albrecher et al. (2017) for detail
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758.

diff --git a/man/SpliceECDF.Rd b/man/SpliceECDF.Rd
@@ -42,7 +42,7 @@ Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial
 Massart, P. (1990). The Tight Constant in the Dvoretzky-Kiefer-Wolfowitz Inequality.  \emph{Annals of Probability}, 18, 1269--1283.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758.

diff --git a/man/SpliceFit.Rd b/man/SpliceFit.Rd
@@ -53,7 +53,7 @@ A summary method is available.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SpliceFitGPD.Rd b/man/SpliceFitGPD.Rd
@@ -64,7 +64,7 @@ A \code{\link{SpliceFit}} object.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758.

diff --git a/man/SpliceFitPareto.Rd b/man/SpliceFitPareto.Rd
@@ -83,7 +83,7 @@ Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial
 Beirlant, J., Fraga Alves, M.I. and Gomes, M.I. (2016). "Tail fitting for Truncated and Non-truncated Pareto-type Distributions." \emph{Extremes}, 19, 429--462.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758.

diff --git a/man/SpliceFiticPareto.Rd b/man/SpliceFiticPareto.Rd
@@ -78,7 +78,7 @@ A \code{\link{SpliceFit}} object.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758.

diff --git a/man/SpliceLL.Rd b/man/SpliceLL.Rd
@@ -56,7 +56,7 @@ A list with following components:
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SpliceLL_TB.Rd b/man/SpliceLL_TB.Rd
@@ -68,7 +68,7 @@ A list with following components:
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SplicePP.Rd b/man/SplicePP.Rd
@@ -57,7 +57,7 @@ A list with following components:
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SplicePP_TB.Rd b/man/SplicePP_TB.Rd
@@ -68,7 +68,7 @@ A list with following components:
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SpliceQQ.Rd b/man/SpliceQQ.Rd
@@ -45,7 +45,7 @@ A list with following components:
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SpliceQQ_TB.Rd b/man/SpliceQQ_TB.Rd
@@ -58,7 +58,7 @@ A list with following components:
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/SpliceTB.Rd b/man/SpliceTB.Rd
@@ -46,7 +46,7 @@ See Reynkens et al. (2017) and Section 4.3.2 in Albrecher et al. (2017) for more
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758

diff --git a/man/VaR.Rd b/man/VaR.Rd
@@ -31,7 +31,7 @@ Vector of quantiles \eqn{VaR_{1-p}=Q(1-p)}.
 Albrecher, H., Beirlant, J. and Teugels, J. (2017). \emph{Reinsurance: Actuarial and Statistical Aspects}, Wiley, Chichester.
 
 Reynkens, T., Verbelen, R., Beirlant, J. and Antonio, K. (2017). "Modelling Censored Losses Using Splicing:
-a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{arXiv:1608.01566}.
+a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions". \emph{Insurance: Mathematics and Economics}, accepted. Available on arXiv:1608.01566.
 
 Verbelen, R., Gong, L., Antonio, K., Badescu, A. and Lin, S. (2015). "Fitting Mixtures of
 Erlangs to Censored and Truncated Data Using the EM Algorithm." \emph{Astin Bulletin}, 45, 729--758