standaloneExpectedShortfall: Compute expected shortfall for standalone risk by reference
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
See Also
Description
S3 generic method to compute expected shortfall of
a standalone risk.
Usage
1
standaloneExpectedShortfall(object, ...)
Arguments
object
an S3 object of class sstOutput.
...
additional parameters passed to expectedShortfall.
Value
a numeric value, the expected shortfall.
See Also
sstModel documentation built on May 2, 2019, 12:16 p.m.
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Description Usage Arguments Value See Also
Description
S3 generic method to compute expected shortfall of a standalone risk.
Usage
1 | standaloneExpectedShortfall(object, ...)
|
Arguments
object |
an S3 object of class sstOutput. |
... |
additional parameters passed to |
Value
a numeric value, the expected shortfall.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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