solvency2: Offline Solvency II Calculations and Regulatory Parameters

Native, offline components for insurance solvency calculations under Solvency II, including valuation, technical provisions, market and underwriting risks, capital aggregation, own funds, groups and archived reporting checks. Provides explicit dated rule profiles, regulatory parameters, correlation matrices, synthetic reference cases, local discount curve adapters and traceable analyst overrides. Implements components of Directive 2009/138/EC, European Parliament and Council (2009) <https://eur-lex.europa.eu/eli/dir/2009/138/oj>, and Delegated Regulation (EU) 2015/35, European Commission (2014) <https://eur-lex.europa.eu/eli/reg_del/2015/35/oj>. Users provide portfolio inputs, market observations and model results; no network connection or 'Python' runtime is required.

Version:	0.5.1
Depends:	R (≥ 4.1.0)
Imports:	jsonlite, digest, gmp, Rmpfr, xml2
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-10-20
DOI:	10.32614/CRAN.package.solvency2 (may not be active yet)
Author:	Dimitrios Geromichalos [cre], RiskDataScience GmbH [aut, cph]
Maintainer:	Dimitrios Geromichalos <riskdatascience at web.de>
BugReports:	https://github.com/rds0001/solvency2-r/issues
License:	GPL (≥ 3)
URL:	https://github.com/rds0001/solvency2-r
NeedsCompilation:	no
Materials:	README
CRAN checks:	solvency2 results

Documentation:

Reference manual:	solvency2.html , solvency2.pdf
Vignettes:	Offline Solvency II components in R (source, R code)

Downloads:

Package source:	solvency2_0.5.1.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=solvency2 to link to this page.