mappingTime

<p>integer value, the time to maturities.</p>

time

mapping

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

mappingTime function

Constructing Time Mappings — mappingTime

Constructing Time Mappings

mappingTime: Constructing Time Mappings

Description

Usage

Arguments

Value

See Also