Both, the Swiss Solvency Test (SST) and solvency II in the EU are the framework of a new, risk based solvency regulation. In this paper we concentrate on the insurance risk. We will compare the two models and discuss what is common and what is different in the two models. Emphasis will be lead...

This paper introduces a new R package, LRMoE, a statistical software tailor-made for actuarial applications which allows actuarial researchers and practitioners to model and analyze insurance loss frequencies and severities using the Logit-weighted Reduced Mixture-of-Experts (LRMoE) model. LRMoE...