aggregateRisks

risks

model

<p>This function aggregates market, life, health
  and nonLife insurance risks using a simple or conditional reordering
  scheme based on Gaussian copulas.</p>

Framework for the implementation of solvency related computations based on
standard models for the Swiss Solvency Test (SST), a risk-based capital standard for Swiss
insurance companies. Allows Monte Carlo simulation of market risk, some insurance risks and
their aggregation. Additional toolbox for preprocessing computations. Convenient 'shiny' GUI
combined with a parser for an input 'excel' (.xlsx) template to simplify model configuration,
data fill-in and results visualization.

Michael Schmutz

sstModel

Swiss Solvency Test (SST) Standard Models

Loris Michel

Melvin Kianmanesh Rad

Adrien Lamit

 Swiss Financial Market Supervisory Authority FINMA

aggregateRisks function

Risk Aggregation Helper — aggregateRisks

Risk Aggregation Helper

aggregateRisks: Risk Aggregation Helper

Description

Usage

Arguments

Value