simulate.lifeRisk

object

strictly positive integer value of length one. The number
of simulations.

nsim

positive integer value of length one. The seed for
reproducibility.

seed

additional arguments to be passed to <code>rnorm</code>.

<code>simulate</code> is a generic S3 method for classes
 inheriting from risk. It returns a vector of risk-factor
 simulations for the corresponding risk.

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

simulate.lifeRisk: Simulate from a LifeRisk

Description

Usage

Arguments

Value

See Also