getLifeRisk.sstOutput

object

<p>logical value, by default set to <code>FALSE</code>.
Should the expected shortfall be returned?</p>

exp.shortfall

<p>S3 generic method to get life insurance 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

getLifeRisk.sstOutput function

Get Life Insurance Risk — getLifeRisk.sstOutput

Get Life Insurance Risk

getLifeRisk.sstOutput: Get Life Insurance Risk

Description

Usage

Arguments

Value

See Also