Providing Information for Life Item Valuation from a marketRisk and a lifeRisk
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.
It returns the volatilities for life risk-factor by transforming
the value-at-risk sensitivities provided in the life constructor.
## S3 method for class 'life' valInfo(object, market.risk, life.risk, total.vola = T, ...)
object |
S3 object of class life. |
market.risk |
S3 object of class marketRisk created using the constructor
|
life.risk |
S3 object of class lifeRisk created using
|
total.vola |
a logical value, by default set to |
... |
additional arguments. |
a numeric value: the agggregated volatility if
total.vola = TRUE. Otherwise the named vector of volatilities
for each life insurance risk factor.
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