VaRES

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Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

Stephen Chan, Emmanuel Afuecheta, Saralees Nadarajah

Last update: 22 April 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.2

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

Cites work

• An R Package for Value at Risk and Expected Shortfall

Cited In (3)

• dprop
• An R Package for Value at Risk and Expected Shortfall
• The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes

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