valExpression.liability

object

<p>S3 object of class marketRisk created using the constructor
<code>marketRisk</code>.</p>

market.risk

standalone

<p><code>valExpression</code> is a generic S3 method for S3 classes
  inheriting from item. It returns the valuation expression.</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

valExpression.liability function

Building the Valuation Expression for an Insurance Liability — valExpression.liability

Building the Valuation Expression for an Insurance Liability

valExpression.liability: Building the Valuation Expression for an Insurance Liability

Description

Usage

Arguments

Value

See Also