VaR: Value at Risk

View source: R/VaR.R

VaRR Documentation

Value at Risk

Description

Value at Risk.

Usage

VaR(x, ...)

Arguments

x

an R object.

...

further arguments passed to or from other methods.

Details

This is a generic function with, currently, only a method for objects of class "aggregateDist".

Value

An object of class numeric.

Author(s)

Vincent Goulet vincent.goulet@act.ulaval.ca and Tommy Ouellet

See Also

VaR.aggregateDist, aggregateDist


actuar documentation built on Nov. 8, 2023, 9:06 a.m.