| sii_z_ex6_data {ggsolvencyii} | R Documentation |
sii_z_ex6_data
Description
example dataset of a internal model of a large Dutch insurer (NN group). Values are fictious
Usage
sii_z_ex6_data
Format
A data frame with columns:
- time
numerical: a representation of an x value:
The x aesthetic could also be a normal numbering, or a longitude- ratio
numerical: solvency II ratio, a representation of an y value:
y aesthetic could also be a lattitude- description
character: component of the structure
- id
number: a grouping item
- value
numerical: positive for risks, negative for diversification effects
- comparewithid
numerical: a reference to the id of another datapoint
Source
the structure is based on public SFCR 2017 report of NN group,
with a possible wrong interpretation of diversification effects towards 'market basis and CPD risk'
#' See preview.tinyurl.com/ggsolvencyii-001, page 33 linking to
www.nn-group.com /nn-group /file?uuid=e3e89829 -e7bd -495a -9fed
-4bc54a9349eb&owner =c5df72fd -8a65 -4f75 -956d -5e37307aa50c &contentid =2311
made from excel-file in github.com/vanzanden,
from there transfered to R environment with code in preparingtables.R in the same directory.
Examples
installedtable <- sii_z_ex6_data
installedtable