summary.sstOutput

object

<p>additional arguments to be passed to
<code>marketValueMargin</code>, <code>riskCapital</code>,
<code>targetCapital</code>, <code>sstRatio</code>,
<code>expectedShortfall</code>. It allows to modify parameters
<code>nhmr</code> for market value margin computations, <code>alpha</code>
and <code>sup</code> for all expected shortfall computations
with <code>expectedShortfall</code>.</p>

<p>summary method for S3 class sstOutput.</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

summary.sstOutput function

Summarizing a sstOutput — summary.sstOutput

Summarizing a sstOutput

summary.sstOutput: Summarizing a sstOutput

Description

Usage

Arguments

Value

See Also