CCruncher / News: Recent posts

ccruncher 2.4.1 solves problems in pdf fonts

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

Posted by torrentg 2014-03-07

ccruncher 2.2 is coming soon

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

Posted by torrentg 2013-03-15

ccruncher 2.1 coming soon

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.

Posted by torrentg 2012-12-13

Added graphical interface in Windows package

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

Posted by torrentg 2012-10-24

Released version 2.0

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

Posted by torrentg 2012-10-18

Current works

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.

Posted by torrentg 2012-09-12

Ccruncher 1.9 coming soon

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

Posted by torrentg 2012-03-29

ccruncher 1.8 coming soon

We are working on version 1.8! The most relevant changes are:
- added support for stochastic exposure
- significant performance improvements
- solved minor bugs

Posted by torrentg 2011-05-18

Ccruncher internals at ASTIN-2011

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

Posted by torrentg 2011-05-18

ccruncher 1.7 coming soon

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

Posted by torrentg 2011-01-09

Released version 1.6

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.

Posted by torrentg 2010-09-16

ccruncher 1.5 coming soon

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

Posted by torrentg 2009-11-10

ccruncher 1.4 coming soon

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

Posted by torrentg 2009-07-04

ccruncher 1.3 released

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
Posted by torrentg 2008-12-26

ccruncher 1.3 coming soon

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/

Posted by torrentg 2008-12-09

ccruncher 1.1 released

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.

Posted by torrentg 2007-08-10

ccruncher 1.1 coming soon

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/

Posted by torrentg 2007-08-02