Package composite defines classes for composite distributions and provides flexible estimation methods for maximum likelihood estimation and methods for calculating risk measures such as value-at-risk (VaR) and conditional tail expectation (CTE).

• The package source is available here. The package can be installed in R using
  

  R> install.packages("http://ifas.jku.at/gruen/composite/composite_0.9-3.tar.gz", repos = NULL, type = "source")

• The package represents supplementary material to:
  • Bettina Grün and Tatjana Miljkovic (2019). Extending Composite Loss Models Using a General Framework of Advanced Computational Tools.Scandinavian Actuarial Journal, 2019(8):642-660. DOI