sii_z_ex6_data2

example dataset of a internal model of a large Dutch insurer (NN group). Values are fictious. 
 To show 'counterparty default risk (CPD)' separate from the two components
 'type 1' and 'type 2' the following assumption is made: The (fictious)
 diversification towards the higher level from CPD risk is transferred
 to a position between CPD and its two components.
 A similar approach is used to show 'business risk',
 'life risk', 'morbidity risk' and 'non-life risk'
 and their (7,4,4 and 4) components

datasets

An implementation of 'ggplot2'-methods to present the composition of Solvency II Solvency Capital Requirement (SCR) as a series of concentric circle-parts.
Solvency II (Solvency 2) is European insurance legislation, coming in force by the delegated acts of October 10, 2014.
<https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=OJ%3AL%3A2015%3A012%3ATOC>.
Additional files, defining the structure of the Standard Formula (SF) method of the SCR-calculation are provided.
The structure files can be adopted for localization or for insurance companies who use Internal Models (IM).
Options are available for combining smaller components, horizontal and vertical scaling, rotation, and plotting only some circle-parts.
With outlines and connectors several SCR-compositions can be compared, for example in ORSA-scenarios (Own Risk and Solvency Assessment).

Marco van Zanden

ggsolvencyii

A 'ggplot2'-Plot of Composition of Solvency II SCR: SF and IM

sii_z_ex6_data2 function

A data frame with columns:<dl class="dl-horizontal">
 <dt>time</dt><dd>numerical: a representation of an x value: The x aesthetic could also be a normal numbering, or a longitude</dd>
 <dt>ratio</dt><dd>numerical: solvency II ratio, a representation of an y value: y aesthetic could also be a lattitude</dd>
 <dt>description</dt><dd>character: component of the structure</dd>
 <dt>id</dt><dd>number: a grouping item</dd>
 <dt>value</dt><dd>numerical: positive for risks, negative for diversification effects</dd>
 <dt>comparewithid</dt><dd>numerical: a reference to the id of another datapoint</dd>#' </dl>

Format

sii_z_ex6_data2 — sii_z_ex6_data2

A data frame with columns:<dl class='dl-horizontal'>
 <dt>time</dt><dd>numerical: a representation of an x value: The x aesthetic could also be a normal numbering, or a longitude</dd>
 <dt>ratio</dt><dd>numerical: solvency II ratio, a representation of an y value: y aesthetic could also be a lattitude</dd>
 <dt>description</dt><dd>character: component of the structure</dd>
 <dt>id</dt><dd>number: a grouping item</dd>
 <dt>value</dt><dd>numerical: positive for risks, negative for diversification effects</dd>
 <dt>comparewithid</dt><dd>numerical: a reference to the id of another datapoint</dd>#' </dl>

sii_z_ex6_data2: sii_z_ex6_data2

Description

Usage

Arguments

Format

Examples