MonteCarloAverage
(see fun3
the examples in the help file for
MonteCarloAverage). It computes exceedance probabilities,
$$P[\exp(Y_{t_1:t_2})>k],$$
that is the probability that the relative reisk exceeds threshold $k$. Note that it is possible
to pass vectors of tresholds to the function, and the exceedance probabilities will be computed for each
of these.exceedProbs(threshold, direction = "upper")