valInfo.health: Providing Information for Health Item Valuation from a...

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

valInfo is a generic S3 method for classes inheriting from item. It returns sufficient information for the creation of the valuation function of the item.

Usage

## S3 method for class 'health'
valInfo(object, market.risk, health.risk, total.vola = T,
  ...)

Arguments

object	S3 object of class health.
market.risk	S3 object of class marketRisk created using the constructor marketRisk.
health.risk	S3 object of class healthRisk created using the constructor healthRisk.
total.vola	a logical value, by default set to TRUE. Should we return the total volatility? (otherwise the sensitivities).
...	additional arguments.

Value

a numeric value: the agggregated volatility if total.vola = TRUE. Otherwise the named vector of volatilities for each health insurance risk factor.

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