Risk Quantification for Stock Portfolios under the T-Copula Model R package riskSimul version 0.1.2 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Implements efficient simulation procedures to estimate tail loss probabilities and conditional excess for a stock portfolio. The log-returns are assumed to follow a t-copula model with generalized hyperbolic or t marginals. Software Depends: Runuran Wolfgang Hormann <hormanngw@yahoo.com> Comprehensive R Archive Network (CRAN) Wolfgang Hormann [aut, cre], Ismail Basoglu [aut] GPL-2 GPL-3 2023-09-16 application/tgz https://CRAN.R-project.org/package=riskSimul doi:10.32614/CRAN.package.riskSimul