Functions for modeling operational (valueat)risk. The implementation comprises functions for modeling loss frequencies and loss severities with plain, mixed (Frigessi et al. (2012)
Package details 


Author  Christina Zou [aut,cre], Marius Pfeuffer [aut], Matthias Fischer [aut], Kristina Dehler [ctb], Nicole Derfuss [ctb], Benedikt Graswald [ctb], Linda Moestel [ctb], Jixuan Wang [ctb], Leonie Wicht [ctb] 
Date of publication  20180109 18:28:47 UTC 
Maintainer  Christina Zou <[email protected]> 
License  GPL3 
Version  1.0 
Package repository  View on CRAN 
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