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).


spatialrisk 0.3.1

  • Added a file to track changes to the package.

Reference manual

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0.4.1 by Martin Haringa, 4 months ago

Browse source code at

Authors: Martin Haringa

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, RcppProgress

Suggests knitr, rmarkdown, testthat

Linking to Rcpp, RcppProgress

See at CRAN