standaloneExpectedShortfall.sstOutput: Compute expected shortfall for standalone risk by reference

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

S3 generic method to compute expected shortfall of a standalone risk.

Usage

## S3 method for class 'sstOutput'
standaloneExpectedShortfall(object, col.name, ...)

Arguments

object	S3 object of class sstOutput.
col.name	name of the column in object$simulations to get the expected shortfall from.
...	additional arguments passed to expectedShortfall.

Value

a numeric value, the expected shortfall.

See Also

getDrbc.

sstModel documentation built on May 2, 2019, 12:16 p.m.