riskCapital.sstOutput: Compute the Risk Capital (RC)
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
See Also
Description
S3 generic method to compute the
risk capital (RC).
Usage
1
2
## S3 method for class 'sstOutput'
riskCapital(object, with.scenario = F, ...)
Arguments
object
S3 object of class sstOutput.
with.scenario
logical value of length one. Should the risk capital be compute
with scenario risk also?
...
additional parameters to be passed on to
expectedShortfall.
Value
a numeric value. The risk capital (RC).
See Also
sstModel documentation built on May 2, 2019, 12:16 p.m.
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Description Usage Arguments Value See Also
Description
S3 generic method to compute the risk capital (RC).
Usage
1 2 | ## S3 method for class 'sstOutput'
riskCapital(object, with.scenario = F, ...)
|
Arguments
object |
S3 object of class sstOutput. |
with.scenario |
logical value of length one. Should the risk capital be compute with scenario risk also? |
... |
additional parameters to be passed on to
|
Value
a numeric value. The risk capital (RC).
See Also
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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