In fact, the bank decides to keep the 177 000 values above 1000 € to decide the threshold of alert. These 177 000 are put in a variable named . These data are fit with a generalized Pareto Distribution with the following parameters:

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Looking at the documentation of the software, the distribution function of this Generalized Pareto Distribution has the following formula: 

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What is the formula that allows you to compute the VaR of the variable  at the threshold  ?