getLifeQuantile.lifeRisk

object

<p>a character value. A well defined risk factor
names in object.</p>

name

<p>This method is private and does not test
  validity or coherence of its arguments.</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

getLifeQuantile.lifeRisk function

Get LifeRisk Quantiles — getLifeQuantile.lifeRisk

Get LifeRisk Quantiles

getLifeQuantile.lifeRisk: Get LifeRisk Quantiles

Description

Usage

Arguments

Value

See Also