sstRatio.sstOutput

object

logical value of length one. Should the target capital be compute
with scenario risk also?

with.scenario

additional parameters to be passed on to
<code>marketValueMargin</code> and <code>riskCapital</code>.

S3 generic method to compute the
 sst ratio.

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

sstRatio.sstOutput: Compute the Swiss Solvency Test (SST) Ratio

Description

Usage

Arguments

Value

See Also