Statistical Methods for Modeling Operational Risk

buildFreqdist | Building a freqdist object |

buildMixingSevdist | Building a dynamic mixture model as a sevdist object |

buildPlainSevdist | Building a sevdist object with a plain distribution |

buildSplicedSevdist | Building a sevdist object with a spliced distribution |

dgh | Tukey's gh Distribution |

dgpd | Generalized Pareto Distribution |

dsevdist | Evaluating Plain, Spliced or Mixing Severity Distributions |

dspliced | Spliced Distributions |

fitDependency | Function for fitting bivariate Copulas |

fitFreqdist | Fitting the frequency distribution |

fitMixing | Maximum Likelihood Estimation |

fitPlain | Fit plain distribution models |

FitSpliced | Estimation of the threshold, the body and the tail parameters... |

fitSplicedBayes | Parameter Estimation for Spliced Distributions |

fitSplicedBestFit | Fitting a spliced distribution over a given data set |

FitThreshold | Threshold estimation for spliced distribution |

fitWeights | Fitting the weights of the body and the tail for a spliced... |

goftest | Goodness of fit tests for severity distributions |

lossdat | Example loss data set |

mcSim | Monte Carlo Simulation from opriskmodel objects for total... |

Mixing | Extended Dynamic Weighted Mixture Model |

OpVaR-package | Statistical Methods for Modeling Operational Risk |

sla | Single-Loss Approximation for Operational Value at Risk |

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