R/SL_unif.R

In gabrielcrepeault/tvarPackage: Calculate Mean, Variance, Truncated Mean, VaR, TVaR, etc for different probability distributions

Defines functions SL_unif

Documented in SL_unif

#' Stop-Loss d'une loi uniforme
#' @param a minimum
#' @param b maximum
#' @export
SL_unif <- function(d, a, b) (b-d)^2 / (2*(b-a))