qrmtools

swMATH15279CRANqrmtoolsMaRDI QIDQ27169FDOQ27169

Tools for Quantitative Risk Management

Marius Hofert, Alexander J. Mcneil, Kurt Hornik

Last update: 12 August 2022

Copyright license: GNU General Public License, File License

Software version identifier: 0.0-16

Source code repository: https://github.com/cran/qrmtools

Cited In (3)

• A framework for measuring association of random vectors via collapsed random variables
• Improved algorithms for computing worst value-at-risk
• Elements of Copula Modeling with R

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