sstModel-package: Implementation of the Swiss Solvency Test (SST) Standard...
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Main Functionality the R-package
See Also
Description
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,
Main Functionality the R-package
The main functionality of the R-package is the construction of an sstModel object, i.e.
an instance of the Swiss Solvency Test (SST) standard model (all parameters
needed to create such an instance can be understood with their respective
help pages). We can then simulate from the model with the method compute
to obtain an sstOutput instance. Solvency figures can finally
be computed on this last instance (like riskCapital, targetCapital,
marketValueMargin, and sstRatio).
See Also
sstModel documentation built on May 2, 2019, 12:16 p.m.
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Description Main Functionality the R-package See Also
Description
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,
Main Functionality the R-package
The main functionality of the R-package is the construction of an sstModel object, i.e.
an instance of the Swiss Solvency Test (SST) standard model (all parameters
needed to create such an instance can be understood with their respective
help pages). We can then simulate from the model with the method compute
to obtain an sstOutput instance. Solvency figures can finally
be computed on this last instance (like riskCapital, targetCapital,
marketValueMargin, and sstRatio).
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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