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sstModel: Swiss Solvency Test (SST) Standard Models
Framework for the implementation of solvency related computations based on standard models for the Swiss Solvency Test (SST), a risk-based capital standard for Swiss insurance companies. Allows Monte Carlo simulation of market risk, some insurance risks and their aggregation. Additional toolbox for preprocessing computations. Convenient 'shiny' GUI combined with a parser for an input 'excel' (.xlsx) template to simplify model configuration, data fill-in and results visualization.
Getting started
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Package details |
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| Author | Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph] |
| Maintainer | Michael Schmutz <michael.schmutz@finma.ch> |
| License | GPL-3 + file LICENSE |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
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