valInfo.life: Providing Information for Life 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. It returns the volatilities for life risk-factor by transforming the value-at-risk sensitivities provided in the life constructor.

Usage

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

Arguments

object	S3 object of class life.
market.risk	S3 object of class marketRisk created using the constructor marketRisk.
life.risk	S3 object of class lifeRisk created using lifeRisk.
total.vola	a logical value, by default set to TRUE.
...	additional arguments.

Value

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

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