valExpression.life

object

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

market.risk

S3 bject of class lifeRisk created using
<code>lifeRisk</code>.

life.risk

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

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

valExpression.life: Building the Valuation Expression for a Life Item

Description

Usage

Arguments

Value

See Also