spatialrisk

Calculating Concentration Risk under Solvency II

Methods for determining spatial risk, in particular concentration risk in the context of the EU insurance regulation framework (Solvency II).

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Description file content

Package
spatialrisk
Type
Package
Title
Calculating Concentration Risk under Solvency II
Version
0.4.1
Author
Martin Haringa
Maintainer
Martin Haringa
Description
Methods for determining spatial risk, in particular concentration risk in the context of the EU insurance regulation framework (Solvency II).
License
GPL (>= 2)
LazyData
true
LinkingTo
Rcpp, RcppProgress
Imports
Rcpp, RcppProgress
Depends
R (>= 3.3)
RoxygenNote
6.1.0
Suggests
knitr, rmarkdown, testthat
NeedsCompilation
yes
Packaged
2018-10-28 11:58:07 UTC; haringa
Repository
CRAN
Date/Publication
2018-10-28 12:10:02 UTC

install.packages('spatialrisk')

0.4.1

3 months ago

Martin Haringa

GPL (>= 2)

Depends on

R (>= 3.3)

Imports

Rcpp, RcppProgress

Suggests

knitr, rmarkdown, testthat

Discussions