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OpVaR - MaRDI portal

OpVaR (Q122016)

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Statistical Methods for Modelling Operational Risk
Language Label Description Also known as
English
OpVaR
Statistical Methods for Modelling Operational Risk

    Statements

    instance of
    R package
    0 references
    last update
    8 September 2021
    0 references
    author
    Christina Zou
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    Marius Pfeuffer
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    Matthias Fischer
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    imports
    tea
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    MASS
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    VineCopula
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    actuar
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    truncnorm
    0 references
    ReIns
    0 references
    pracma
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    evmix
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    programmed in
    R
    0 references
    software version identifier
    1.0.5
    publication date
    29 May 2018
    0 references
    1.0
    publication date
    9 January 2018
    0 references
    1.1.1
    publication date
    2 July 2020
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    1.2
    publication date
    8 September 2021
    0 references

    Identifiers

    CRAN project
    OpVaR
    end time
    8 September 2021
    0 references
     
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