Loss Simulator — Coverage Vault

Contract Details

Categorytooling

Files10

Price$7.99

Tech Stack

Python 3.10+

Chains

Any

Description

Monte Carlo simulation engine for coverage pool solvency analysis. Runs thousands of paths modeling claim arrivals (Poisson), severity (Beta), and premium collection. Computes VaR, CVaR, solvency rates, and insolvency distributions. Uses only the Python standard library.

Features

✓ Monte Carlo engine with configurable path count
✓ Poisson claim arrivals (Knuth + normal approx)
✓ Beta-distributed claim severity
✓ Value at Risk (VaR) at multiple confidence levels
✓ Conditional VaR (CVaR / Expected Shortfall)
✓ Predefined scenarios: conservative, aggressive, black swan
✓ Sensitivity analysis varying key parameters
✓ Zero dependencies (Python stdlib only)

loss-simulator.sol

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

import "@openzeppelin/contracts/token/ERC20/IERC20.sol";

/// @title Loss Simulator
/// @notice Monte Carlo solvency simulation with VaR, CVaR, and stress testing.
contract LossSimulator {
    address public immutable owner;
    uint256 public constant VERSION = 1;

    event Initialized(address indexed deployer);

    constructor() {
        owner = msg.sender;
        emit Initialized(msg.sender);
    }

    // ... full implementation in purchased package
}