compute.lifeRisk

object

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

market.risk

S3 object of class life from a portfolio.

life.item

strictly positive integer value of length one. The number
of simulations.

nsim

positive integer value of length one. The seed for
reproducibility.

seed

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

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.

compute.lifeRisk: Compute a LifeRisk

Description

Usage

Arguments

Value

See Also