luceg1: Luce (1980)'s First Risk Measure

In Risk: Computes 26 Financial Risk Measures for Any Continuous Distribution

Description

Computes the first risk measure due to Luce (1980)

Usage

luceg1(spec, a, b, aa, bb, ...)

Arguments

spec	a character string specifying the distribution (for example, "norm" corresponds to the standard normal)
aa	a positive valued parameter, see Chan and Nadarajah for details
bb	a non-negative valued parameter, see Chan and Nadarajah for details
a	the lower end point of the distribution specified by spec
b	the upper end point of the distribution specified by spec
...	other parameters

Value

A scalar, giving Luce (1980)'s first risk measure of the distribution specified by spec

Author(s)

Stephen Chan, Saralees Nadarajah

References

S. Chan and S. Nadarajah, Risk: An R package for risk measures, submitted

R. D. Luce, Several possible measures of risk, Theory and Decision, 12, 1980, 217-228 <DOI:10.1007/BF00135033>

Examples

luceg1("unif", 0, 1, 1, 0)

Risk documentation built on May 2, 2019, 3:34 p.m.