SET TT Time span /TT_1 * TT_10/ SET SS Number of scenarios /SS_1 * SS_500/; SET AA Set of Assets /AA_1 SBGVNIT.1-3 AA_2 SBGVNIT.3-7 AA_3 SBGVNIT.7-10 AA_4 ITMSBNK AA_5 ITMSAUT AA_6 ITMSCEM AA_7 ITMSCST AA_8 ITMSDST AA_9 ITMSELT AA_10 ITMSFIN AA_11 ITMSFPA AA_12 ITMSFMS AA_13 ITMSFNS AA_14 ITMSFOD AA_15 ITMSIND AA_16 ITMSINM AA_17 ITMSINS AA_18 ITMSPUB AA_19 ITMSMAM AA_20 ITMSPAP AA_21 ITMSMAC AA_22 ITMSPSU AA_23 ITMSRES AA_24 ITMSSER AA_25 ITMSTEX AA_26 ITMST&T/; SCALARS mig Minimum Guarantee /0.04/ ptr Partecipation Rate /0.85/ ili Initial Liability /1.0/ txr Tax Rate for shareholders /0.51/ rho Equity Ratio /0.04/; ALIAS(SS,l); ALIAS(TT,t,k); ALIAS(AA,i,j);