VaRES

MaRDI QIDQ29321swMATHCRANFDO

Authors Emmanuel Afuecheta, Saralees Nadarajah, Stephen Chan

Last update 22 April 2023

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

Software version identifier 1.0.2

Official website https://cran.r-project.org/web/packages/VaRES/index.html

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

Cites work

• An \texttt{R} package for value at risk and expected shortfall

Cited in

(8)

• An \texttt{R} package for value at risk and expected shortfall
• VaR
• evt0
• GUIDE
• The exponentiated Fréchet regression: an alternative model for actuarial modelling purposes
• dprop
• GenHMM1d
• shannon

This page was built for software: VaRES