sstModel: Swiss Solvency Test (SST) Standard Models

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

Downloads:

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
OS X binaries: r-release: sstModel_1.0.0.tgz, r-oldrel: not available

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