sstModel: participationRisk – R documentation

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participationRisk

Constructing a participationRisk

participationRisk is the constructor for the S3 class participationRisk. It allows to build for participation risk parameters.

participationRisk(volatility)

volatility

positive numeric value of length one.

An S3 object, instance of the class participationRisk.

# Creating a new participationRisk.
pr <- participationRisk(volatility = 0.5)

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