compute

object

<p><code>compute</code> is a generic S3 method for S3 classes
  inheriting from risk. It returns a vector of aggregated simulations
  for the corresponding risk.</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

compute function

Object Computations — compute

Object Computations

compute: Object Computations

Description

Usage

Arguments

Value