sstModel: aggregateRisks – R documentation

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aggregateRisks

Risk Aggregation Helper

This function aggregates market, life, health and nonLife insurance risks using a simple or conditional reordering scheme based on Gaussian copulas.

aggregateRisks(risks, model)

`risks`	data.table object.
`model`	sstModel S3 object.

None (used for side-effects).

Swiss Solvency Test (SST) Standard Models

v1.0.0

GPL-3 + file LICENSE

Authors

Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]

Initial release