Computation of the Probability of Ruin Within a Finite Time Horizon R package finiteruinprob version 0.6 In the Cramér–Lundberg risk process perturbed by a Wiener process, this packages provides approximations to the probability of ruin within a finite time horizon. Currently, there are three methods implemented: The first one uses saddlepoint approximation (two variants are provided), the second one uses importance sampling and the third one is based on the simulation of a dual process. This last method is not very accurate and only given here for completeness. Software Imports: sdprisk, numDeriv, utils, methods Benjamin Baumgartner <benjamin@baumgrt.com> Comprehensive R Archive Network (CRAN) Benjamin Baumgartner [aut, cre], Riccardo Gatto [ctb, ths] AGPL-3 2016-12-30 application/tgz https://CRAN.R-project.org/package=finiteruinprob doi:10.32614/CRAN.package.finiteruinprob