Description Usage Arguments Value See Also

View source: R/sstModel-simulation.R

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.

1 2 3 |

`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 |

`...` |
additional arguments. |

an S3 object, instance of the class `sstOutput`

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sstModel documentation built on May 4, 2018, 1:04 a.m.

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