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 |
Value
numeric value of length 1
See Also
[Package GCPM version 1.2.2 Index]