Compute method for the S3 class sstModel. It allows to compute (via Monte-Carlo simulations) all risks inherent to an insurer portfolio in the context of the Swiss Solvency Test (explanations on the model can be found in the FINMA technical document "SST-Marktrisiko und -Aggregation Technische Beschreibung". The output of is an S3 object of class sstOutput on which SST figures can be computed.
# S3 method for sstModel
compute(object, nsim, seed = NULL,
nested.market.computations = F, ...)S3 object of class sstModel.
strictly positive integer value of length one. The number of simulations.
positive integer value of length one. The seed for reproducibility.
logical value of length one, by default set
to FALSE. Should the market items valuations be nested (and saved) by item types?
additional arguments.
an S3 object, instance of the class sstOutput.