compute.lifeRisk: Compute a LifeRisk

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

compute is a generic S3 method for classes inheriting from risk. It returns a vector of aggregated simulations for the corresponding risk.

Usage

## S3 method for class 'lifeRisk'
compute(object, market.risk, life.item, nsim, seed = NULL,
  ...)

Arguments

object	S3 object of class lifeRisk.
market.risk	S3 object of class marketRisk created using the constructor marketRisk.
life.item	S3 object of class life from a portfolio.
nsim	strictly positive integer value of length one. The number of simulations.
seed	positive integer value of length one. The seed for reproducibility.
...	additional arguments.

Value

a data.table value containing one column named "lifeRisk". The simulations result for a lifeRisk.

See Also

compute, lifeRisk.

sstModel documentation built on May 2, 2019, 12:16 p.m.