Loss Simulator

Monte Carlo simulation for coverage pool solvency analysis.

Price: $7.99 | License: MIT | Python: 3.10+ | Dependencies: None (stdlib only)

Part of Coverage Vault — CryptoForge Store #7.

Chapter 2

What It Does

Models the financial dynamics of a DeFi coverage/insurance pool over time using Monte Carlo simulation. Runs thousands of independent paths, each simulating daily premium collection, stochastic claim arrivals (Poisson), and claim severity (Beta distribution). Computes:

Solvency rate — fraction of paths where the pool remains solvent
Value at Risk (VaR) — loss threshold at confidence levels (95%, 99%, 99.5%)
Conditional VaR (CVaR) — expected loss beyond VaR (tail risk)
Capital percentiles — P1 through P99 of final capital
Insolvency distribution — when failures occur (30-day buckets)

No external dependencies — uses only the Python standard library (random, math, dataclasses).

Chapter 3

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Chapter 4

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