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Package: sstCalculation
Title: Swiss Solvency Test (SST) Standard Models
Authors@R: c(
person("Laurent", "Dudok de Wit", role = c("aut")),
person("Jerome", "Spielmann", role = "cre", email = "jerome.spielmann@finma.ch"),
person("Matteo", "Gambara", role = "ctb"),
person("Kauth", "Daniel", role = "ctb"),
person("Adrien", "Lamit", role = "ctb"),
person(family = "Swiss Financial Market Supervisory Authority FINMA", role = "cph")
)
License: GPL-3 + file LICENSE
Version: 2.4.1
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,
data fill-in and results visualization.
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)
Encoding: UTF-8
Suggests: testthat, knitr, covr, rmarkdown
RoxygenNote: 7.2.1
VignetteBuilder: knitr
Author: Laurent Dudok de Wit [aut],
Jerome Spielmann [ctb, cre],
Matteo Gambara [ctb],
Kauth Daniel [ctb],
Adrien Lamit [ctb],
Swiss Financial Market Supervisory Authority FINMA [cph]
Maintainer: Jerome Spielmann <jerome.spielmann@finma.ch>
NeedsCompilation: no
Packaged: 2022-10-24 06:52:16 UTC; F11589