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.
|Author||Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]|
|Date of publication||2018-05-03 22:21:08 UTC|
|Maintainer||Michael Schmutz <[email protected]>|
|License||GPL-3 + file LICENSE|
|Package repository||View on CRAN|
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