EL.analyt-methods {GCPM}R Documentation

Expected Loss (analytical)

Description

Get the expected loss (EL) calculated from the portfolio data. Because of the discretization and/or simulation errors, this is not equal to the EL calculated from the portfolio loss distribution (see EL).

Usage

EL.analyt(this)

Arguments

this

Object of class GCPM

Value

numeric value of length 1

See Also

EL

[Package GCPM version 1.2.2 Index]