Compute a sstModel
Compute method for the S3 class sstModel. It allows to compute (via Monte-Carlo simulations) all risks inherent to an insurer portfolio in the context of the Swiss Solvency Test (explanations on the model can be found in the FINMA technical document "SST-Marktrisiko und -Aggregation Technische Beschreibung". The output of is an S3 object of class sstOutput on which SST figures can be computed.
## S3 method for class 'sstModel' compute(object, nsim, seed = NULL, nested.market.computations = F, ...)
object |
S3 object of class sstModel. |
nsim |
strictly positive integer value of length one. The number of simulations. |
seed |
positive integer value of length one. The seed for reproducibility. |
nested.market.computations |
logical value of length one, by default set
to |
... |
additional arguments. |
an S3 object, instance of the class sstOutput.
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.