SC19052-package: This package provides several functions for collective risk...
In sunhfsc/SC19052: Functions for collective risk model and risk measures
Description
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.
Author(s)
Hongfang Sun
Maintainer: Hongfang Sun <sunhf@mail.ustc.edu.cn>
sunhfsc/SC19052 documentation built on Jan. 3, 2020, 9:19 p.m.
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Description
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.
Author(s)
Hongfang Sun
Maintainer: Hongfang Sun <sunhf@mail.ustc.edu.cn>
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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