compute.sstModel: Compute a sstModel

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

Compute method for the S3 class sstModel. It allows to compute (via Monte-Carlo simulations) all risks inherent to an insurer portfolio in the context of the Swiss Solvency Test (explanations on the model can be found in the FINMA technical document "SST-Marktrisiko und -Aggregation Technische Beschreibung". The output of is an S3 object of class sstOutput on which SST figures can be computed.

Usage

## S3 method for class 'sstModel'
compute(object, nsim, seed = NULL,
  nested.market.computations = F, ...)

Arguments

object	S3 object of class sstModel.
nsim	strictly positive integer value of length one. The number of simulations.
seed	positive integer value of length one. The seed for reproducibility.
nested.market.computations	logical value of length one, by default set to FALSE. Should the market items valuations be nested (and saved) by item types?
...	additional arguments.

Value

an S3 object, instance of the class sstOutput.

See Also

compute, sstModel.

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