VoseSimCVARp

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See also: VoseSimCofV, VoseSimCorrelation, VoseSimCVARx, VoseSimKurtosis, VoseSimMax, VoseSimMean, VoseSimMin, VoseSimMoments, VoseSimMSE, VoseSimPercentile, VoseSimProbability, VoseSimMeanDeviation, VoseSimSemiStdev, VoseSimSemiVariance,  VoseSimSkewness, VoseSimStdev, VoseSimTable, VoseSimVariance, VoseSimCorelationMatrix, VoseSimValue

VoseSimCVARp(Cell Reference, pValue, Simulation number)

Example model

This function returns the Conditional Value-at-Risk during simulation based on a p-value.

• Cell Reference -  Should be a valid reference to a spreadsheet cell of the distribution of loss.

• pValue  -  The right tail probability of exceedance for which CVAR is calculated.

• Simulation number  -  Optional simulation number parameter. Must be an integer>=1. Equals 1 if omitted.