sstModel (1.0.0)

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Swiss Solvency Test (SST) Standard Models.

http://cran.r-project.org/web/packages/sstModel

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.

Maintainer: Michael Schmutz
Author(s): Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]

License: GPL-3 + file LICENSE

Uses: data.table, MASS, openxlsx, readxl, shiny, shinydashboard, testthat, knitr, covr

Released almost 2 years ago.


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