R resources

for non-parametric data analysis in finance and insurance

This web provides an introduction non-parametric analysis of right-skewed data which is typical in many applications in finance and insurance. All examples use data from the book Quantitative Operational Risk Models. R programs are provided.


New items are added when they are ready and made available by UB riskcenter members and affiliates who wish to share them. Authors should be acknowledged and the source should be cited properly.


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excel HUBc BKC
  • Universitat de Barcelona - Last Updated: 05-23-2014