aggregateRisks: Risk Aggregation Helper
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
Description
This function aggregates market, life, health
and nonLife insurance risks using a simple or conditional reordering
scheme based on Gaussian copulas.
Usage
1
aggregateRisks(risks, model)
Arguments
risks
data.table object.
model
sstModel S3 object.
Value
None (used for side-effects).
sstModel documentation built on May 2, 2019, 12:16 p.m.
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Description Usage Arguments Value
Description
This function aggregates market, life, health and nonLife insurance risks using a simple or conditional reordering scheme based on Gaussian copulas.
Usage
1 | aggregateRisks(risks, model)
|
Arguments
risks |
data.table object. |
model |
sstModel S3 object. |
Value
None (used for side-effects).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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