Risk
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Software:153963
CRANRiskMaRDI QIDQ153963FDOQ153963
Computes 26 Financial Risk Measures for Any Continuous Distribution
Last update: 8 June 2017
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0
- Asymmetric Least Squares Estimation and Testing
- Entropic Value-at-Risk: A New Coherent Risk Measure
- External Risk Measures and Basel Accords
- Beyond the VaR
- Comparison of risks based on the expected proportional shortfall
- An Actuarial Index of the Right-Tail Risk
- Several possible measures of risk
- Some extensions of Luce's measures of risk
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