sstModel: Swiss Solvency Test (SST) Standard Models
Version 1.0.0

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.

Package details

AuthorLoris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]
Date of publication2018-05-03 22:21:08 UTC
MaintainerMichael Schmutz <[email protected]>
LicenseGPL-3 + file LICENSE
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sstModel")

Try the sstModel package in your browser

Any scripts or data that you put into this service are public.

sstModel documentation built on May 4, 2018, 1:04 a.m.