sunhfsc/SC19052: Functions for collective risk model and risk measures
There are three R functions which can compute the cumulative loss for collective risk model, and a drawing function for risk measures which can draw the curve of VaR and TVaR changing with quantile level.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Hongfang Sun |
| Maintainer | Hongfang Sun <sunhf@mail.ustc.edu.cn> |
| License | GPL (>= 2) |
| Version | 1.0 |
| URL | http://github.com/sunhfsc/SC19052 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
