barryrowlingson/opVaR: Computes operational risk
opVaR package computes operational risk by Monte Carlo simulation performed by \code{\link{mc}} function. It provides reading losses, merges them by chosen periods, fits frequency and severity distributions. Finally, VaR is computed basing on simulated yearly losses.
Getting started
Browse package contents
Package details |
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| Author | Anna Patrycja Zalewska |
| Maintainer | Anna Patrycja Zalewska <anna.patrycja.zalewska@gmail.com> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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