CCruncher / News: Recent posts

A user has reported errors when displaying or printing the technical document. To solve this problem we have embedded the fonts in pdf.

We are working on version 2.2! The most relevant changes are:

• major performance boost
• added Latin Hypercube Sampling support
• solved bug in loss aggregation

We are finalizing the new version (2.1) which has a powerful graphical interface. The new interface allow to edit your input files, submit your Monte Carlo simulations, and conduct your credit risk analysis.

Because the windows package is the most downloaded, has added a simple graphical interface to ccruncher in this package.

This release adds support for the multi-factor model, rewrites documentation from scratch, and does some minor changes in the input file format.

Currently we are reviewing the methodological aspects, adding support to the multi-factor model, and we are developing procedures for estimation of the parameters from historical default data. These changes represent a major qualitative breakthrough in the project.

We are working on version 1.9! The most relevant changes are:

• solved survival precision problem
• added macros support (useful to do sensitivity analysis)
• modified t-Student CDF speedup algorithm
• technical document updated

We are working on version 1.8! The most relevant changes are:

• added support for stochastic exposure
• significant performance improvements
• solved minor bugs

The ccruncher internals will be presented in the ASTIN & AFIR Colloquia (http://www.astin2011.org) hosted in Madrid (Spain) from the 19th to the 22nd of June 2011. The presentation will do in a parallel session under the name 'Simulation of High-Dimensional T-Student Copula'.

ASTIN, the section for Actuarial STudies In Non-life insurance, was created in 1957 as the first section of the International Actuarial Association (IAA). Its main objective is the promotion of actuarial research, particularly in non-life insurance. ASTIN is continually working to further develop the mathematical foundation of non-life insurance and reinsurance.... read more

We are working on version 1.7! The most relevant changes are:

• added support for stochastic recoveries
• considered exposure instead of cashflow events
• added support for simple interest and continuous interest rates
• solved minor bugs reported by g++ in ubuntu distro
• report updated

This version improves t-Student copula fit, replaces MPI support by multi-threading and improves performance. Also, has been made some minor changes in input file format and command line arguments.

We are working on version 1.5! The most relevant changes are:

• added transition matrix regularization
• added condition number computation
• significant improvements in performance
• minor changes in input file format

We are working on version 1.4! The most relevant changes are:

• fixed bug in t-student copula generator
• documentation improved
• changed from discrete time to continous time
• added GSL library
• MPICH support

We are proud to announce the new CCruncher release. The improvements respect the previous version are:

• fixed severe bug in gaussian copula generator
• changed output data format
• added t-copula generator
• risk report beautified

We are working on version 1.3!
The most relevant changes are:

• fixed severe bug in gaussian copula generator
• changed output data format
• added t-copula generator
• report beautified
  You can access the current development files:
  http://www.generacio.com/svn/ccruncher/trunk/

We are proud to announce the new CCruncher release. The improvements respect the previous version are:

• Documentation rewrited and translated to english
• Modified asset losses computation algorithm
• solved minor bugs
• added minor enhancements
• changed site look & feel

Caution: xml input files from previous versions are not compatible with this version.

We are working on version 1.1!
Major new features are:

• new technical document reviewed and translated to english
• loss algorithm reviewed.
  Caution, we made changes in input file format that breaks compatibility with previous versions.
  You can access to development files using:
  http://www.generacio.com/svn/repos/ccruncher/trunk/