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VaR

Value at Risk

Description

Value at Risk.

Usage

VaR(x, ...)

Arguments

x

an R object.
...

further arguments passed to or from other methods.

Details

This is a generic function with, currently, only a method for objects of class "aggregateDist".

Value

An object of class numeric.

Author(s)

Vincent Goulet vincent.goulet@act.ulaval.ca and Tommy Ouellet

See Also

actuar

Actuarial Functions and Heavy Tailed Distributions

v3.1-2
GPL (>= 2)
Authors
Vincent Goulet [cre, aut], Sébastien Auclair [ctb], Christophe Dutang [aut], Nicholas Langevin [ctb], Xavier Milhaud [ctb], Tommy Ouellet [ctb], Alexandre Parent [ctb], Mathieu Pigeon [aut], Louis-Philippe Pouliot [ctb], Jeffrey A. Ryan [aut] (Package API), Robert Gentleman [aut] (Parts of the R to C interface), Ross Ihaka [aut] (Parts of the R to C interface), R Core Team [aut] (Parts of the R to C interface), R Foundation [aut] (Parts of the R to C interface)
Initial release
2021-03-30

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