Description Usage Arguments Value Author(s) References Examples
Computes the second risk measure due to Sarin (1987)
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spec |
a character string specifying the distribution (for example, "norm" corresponds to the standard normal) |
aa |
a positive real valued parameter, see Chan and Nadarajah for details |
bb1 |
a positive real valued parameter, see Chan and Nadarajah for details |
bb2 |
a positive real valued parameter, see Chan and Nadarajah for details |
a |
the lower end point of the distribution specified by |
b |
the upper end point of the distribution specified by |
... |
other parameters |
A scalar, giving Sarin (1987)'s second risk measure of the distribution specified by spec
Stephen Chan, Saralees Nadarajah
S. Chan and S. Nadarajah, Risk: An R package for risk measures, submitted
R. K. Sarin, Some extensions of Luce's measures of risk, Theory and Decision, 22, 1987, 125-141 <DOI:10.1007/BF00126387>
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