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compute.nonLifeRisk

Compute a nonLifeRisk


Description

compute is a generic S3 method for S3 classes inheriting from risk. It returns a vector of aggregated simulations for the corresponding risk.

Usage

## S3 method for class 'nonLifeRisk'
compute(object, nsim, seed = NULL, market.risk, ...)

Arguments

object

an S3 object of class nonLifeRisk.

nsim

a strictly positive integer value og length one. The number of simulations.

seed

a strictly positive integer value of length one. The seed for reproducibility.

market.risk

an S3 object of class marketRisk created using marketRisk.

...

additional parameters.

Value

a data.table value containing one column named nonLifeRisk. The simulations result for a nonLifeRisk.

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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