valInfo.life: Providing Information for Life Item Valuation from a...

Description Usage Arguments Value

View source: R/life-valuation.R

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

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## 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 4, 2018, 1:04 a.m.