To cite package ‘cvar’ in publications use:

Boshnakov GN (2026). cvar: Compute Expected Shortfall and Value at Risk for Continuous Distributions. R package version 0.6.1, https://github.com/geobosh/cvar.

Corresponding BibTeX entry:

  @Manual{,
    title = {cvar: Compute Expected Shortfall and Value at Risk for
      Continuous Distributions},
    author = {Georgi N. Boshnakov},
    year = {2026},
    note = {R package version 0.6.1},
    url = {https://github.com/geobosh/cvar},
  }