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check.life

Checking Consistency of a Life Delta-Normal Remainder Term with a MarketRisk and a HealthRisk


Description

check is a generic S3 method for classes inheriting from item. It is a logical method checking if the item is well defined with respect to a risk (i.e. that all information necessary for valuating the item is available).

Usage

## S3 method for class 'life'
check(object, market.risk, life.risk, ...)

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 the constructor lifeRisk.

...

additional arguments.

Value

a logical value, is the life item consistent with the marketRisk and the healthRisk?

See Also


sstModel

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

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