valInfo
is a generic S3 method for classes
inheriting from item. It returns sufficient information for the
creation of the valuation function of the item.
It returns the volatilities for life risk-factor by transforming
the value-at-risk sensitivities provided in the life
constructor.
# S3 method for life
valInfo(object, market.risk, life.risk, total.vola = T, ...)
S3 object of class life.
S3 object of class marketRisk created using the constructor
marketRisk
.
S3 object of class lifeRisk created using
lifeRisk
.
a logical value, by default set to TRUE
.
additional arguments.
a numeric value: the agggregated volatility if
total.vola = TRUE
. Otherwise the named vector of volatilities
for each life insurance risk factor.