targetCapital.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>.

<code>targetCapital</code> is a generic S3 method for S3 classes
 from which target capital can be provided.

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

targetCapital.sstOutput: Compute the Target Capital (TC)

Description

Usage

Arguments

Value

See Also