Package: riskSimul
Type: Package
Title: Risk Quantification for Stock Portfolios under the T-Copula
        Model
Version: 0.1.2
Authors@R: c(person("Wolfgang", "Hormann", email = "hormanngw@yahoo.com",
                  role = c("aut", "cre")),
				  person("Ismail","Basoglu",role = c("aut")))
Maintainer: Wolfgang Hormann <hormanngw@yahoo.com>
Description: Implements efficient simulation procedures to estimate tail loss probabilities and conditional excess for a stock portfolio. The log-returns are assumed to follow a t-copula model with generalized hyperbolic or t marginals. 
Depends: Runuran
License: GPL-2 | GPL-3
Copyright: Wolfgang Hormann
Packaged: 2023-09-16 05:48:51 UTC; hormannw
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2023-09-16 08:40:02 UTC
Author: Wolfgang Hormann [aut, cre],
  Ismail Basoglu [aut]
Built: R 4.6.0; ; 2026-04-27 01:56:09 UTC; unix
