Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free
Documentation
R
sstModel

standaloneExpectedShortfall

Compute expected shortfall for standalone risk by reference

Description

S3 generic method to compute expected shortfall of a standalone risk.

Usage

standaloneExpectedShortfall(object, ...)

Arguments

object

an S3 object of class sstOutput.
...

additional parameters passed to expectedShortfall.

Value

a numeric value, the expected shortfall.

See Also

sstModel

Swiss Solvency Test (SST) Standard Models

v1.0.0
GPL-3 + file LICENSE
Authors
Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.