Framework for the implementation of solvency related computations based on standard models for the Swiss Solvency Test (SST), a riskbased 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 fillin and results visualization.
Package details 


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  GPL3 + file LICENSE 
Version  1.0.0 
Package repository  View on CRAN 
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