mvmLife

cashflow.table

<p>a numeric vector of rates, with continuous compounding.
These should start for time to maturity 1 and go until
1 + last cashflow time to maturity.</p>

rates

cov.mat

<p>a numeric value. The cost of capital.</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

mvmLife function

MVM life computation — mvmLife

MVM life computation

mvmLife: MVM life computation

Description

Usage

Arguments

Value