Certainty Equivalent


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Documentation for package ‘ceRtainty’ version 1.0.0

Help Pages

add_legend Customized Legend for CE and RP plots.
certainty Certainty equivalent computation
ce_en Certainty Equivalent Function for Negative Exponential Function
ce_epnegative Certainty Equivalent Computation using Power Utility Function
ce_p Certainty Equivalent Function with Power Utility Function
ce_power Certainty Equivalent Computation using Power Utility Function
plot_ce_en Plot for CE using Exponential Negative Utility Function
plot_ce_power Plot for CE using Power Utility Function
plot_risk_premium_en Plot of the Risk Premium values using Exponential Negative Utility Function
plot_risk_premium_p Plot of the Risk Premium values using Exponential Negative Utility Function
premium Risk Premium computation
profitSWG Profit SWG
RACa Adjusted Risk Aversion Coefficient (RACa)
rac_generator RAC Generator
rac_len Define the length of the Risk Aversion Coefficient, RAC.
rac_seq RAC Sequence generator