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.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.3.0) |
| Imports: | data.table (≥ 1.10.4-3), stats, utils, tools, readxl (≥ 1.0.0), openxlsx (≥ 4.0.17), MASS, shiny (≥ 1.0.5), shinydashboard (≥ 0.6.1) |
| Suggests: | testthat, knitr, covr |
| Published: | 2018-05-03 |
| 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 at finma.ch> |
| License: | GPL-3 + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | sstModel results |
| Reference manual: | sstModel.pdf |
| Vignettes: |
sstModel: R-Package API |
| Package source: | sstModel_1.0.0.tar.gz |
| Windows binaries: | r-devel: sstModel_1.0.0.zip, r-release: sstModel_1.0.0.zip, r-oldrel: sstModel_1.0.0.zip |
| macOS binaries: | r-release: sstModel_1.0.0.tgz, r-oldrel: sstModel_1.0.0.tgz |
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