check.liability

object

<p>S3 object of class marketRisk created using the constructor
<code>marketRisk</code>.</p>

market.risk

<p><code>check</code> is a generic S3 method for S3 classes inheriting
  from item. It is a logical method checking if the item is well defined
  with respect to a risk (i.e. that all information necessary for valuating
  the item is available).</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

check.liability function

Checking Consistency of an Insurance Liability
with a MarketRisk — check.liability

Checking Consistency of an Insurance Liability
with a MarketRisk

check.liability: Checking Consistency of an Insurance Liability with a MarketRisk

Description

Usage

Arguments

Value

See Also