sstModel: valInfo.health – R documentation

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valInfo.health

Providing Information for Health Item Valuation from a marketRisk and a healthRisk

Description

valInfo is a generic S3 method for classes inheriting from item. It returns sufficient information for the creation of the valuation function of the item.

Usage

## S3 method for class 'health'
valInfo(object, market.risk, health.risk, total.vola = T,
  ...)

Arguments

`object`	S3 object of class health.
`market.risk`	S3 object of class marketRisk created using the constructor `marketRisk`.
`health.risk`	S3 object of class healthRisk created using the constructor `healthRisk`.
`total.vola`	a logical value, by default set to `TRUE`. Should we return the total volatility? (otherwise the sensitivities).
`...`	additional arguments.

Value

a numeric value: the agggregated volatility if total.vola = TRUE. Otherwise the named vector of volatilities for each health insurance risk factor.

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