sii_z_ex6_data2: sii_z_ex6_data2
In ggsolvencyii: A 'ggplot2'-Plot of Composition of Solvency II SCR: SF and IM
Description
Usage
Format
Source
Examples
Description
example dataset of a internal model of a large Dutch insurer (NN group). Values are fictious.
To show 'counterparty default risk (CPD)' separate from the two components
'type 1' and 'type 2' the following assumption is made: The (fictious)
diversification towards the higher level from CPD risk is transferred
to a position between CPD and its two components.
A similar approach is used to show 'business risk',
'life risk', 'morbidity risk' and 'non-life risk'
and their (7,4,4 and 4) components
Usage
1
Format
A data frame with columns:
- time
numerical: a representation of an x value:
The x aesthetic could also be a normal numbering, or a longitude
- ratio
numerical: solvency II ratio, a representation of an y value:
y aesthetic could also be a lattitude
- description
character: component of the structure
- id
number: a grouping item
- value
numerical: positive for risks, negative for diversification effects
- comparewithid
numerical: a reference to the id of another datapoint
#'
Source
the structure is based on public SFCR 2017 report of NN group,
with a possible wrong interpretation of diversification effects towards 'market basis and CPD risk'
#'
See preview.tinyurl.com/ggsolvencyii-001, page 33 linking to
www.nn-group.com/ nn-group/file? uuid=e3e89829 -e7bd -495a -9fed
-4bc54a9349eb&owner =c5df72fd -8a65 -4f75 -956d -5e37307aa50c &contentid =2311
made from excel-file in github.com/vanzanden,
from there transfered to R environment with code in preparingtables.R in the same directory.
Examples
1
2
installedtable <- sii_z_ex6_data2
installedtable
ggsolvencyii documentation built on May 1, 2019, 7:54 p.m.
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Description Usage Format Source Examples
Description
example dataset of a internal model of a large Dutch insurer (NN group). Values are fictious.
To show 'counterparty default risk (CPD)' separate from the two components
'type 1' and 'type 2' the following assumption is made: The (fictious)
diversification towards the higher level from CPD risk is transferred
to a position between CPD and its two components.
A similar approach is used to show 'business risk',
'life risk', 'morbidity risk' and 'non-life risk'
and their (7,4,4 and 4) components
Usage
1 |
Format
A data frame with columns:
- time
numerical: a representation of an x value:
The x aesthetic could also be a normal numbering, or a longitude- ratio
numerical: solvency II ratio, a representation of an y value:
y aesthetic could also be a lattitude- description
character: component of the structure
- id
number: a grouping item
- value
numerical: positive for risks, negative for diversification effects
- comparewithid
numerical: a reference to the id of another datapoint
#'
Source
the structure is based on public SFCR 2017 report of NN group,
with a possible wrong interpretation of diversification effects towards 'market basis and CPD risk'
#'
See preview.tinyurl.com/ggsolvencyii-001, page 33 linking to
www.nn-group.com/ nn-group/file? uuid=e3e89829 -e7bd -495a -9fed
-4bc54a9349eb&owner =c5df72fd -8a65 -4f75 -956d -5e37307aa50c &contentid =2311
made from excel-file in github.com/vanzanden,
from there transfered to R environment with code in preparingtables.R in the same directory.
Examples
1 2 | installedtable <- sii_z_ex6_data2
installedtable
|
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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