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Aethel ESG Suite
Open-source core · Enterprise cloud API

Stress-test any retirement plan against 594,000 simulated futures.

Aethel is an actuarial-grade Economic Scenario Generator — Merton jump-diffusion equities, CIR short rates and Ornstein-Uhlenbeck inflation, calibrated on two decades of market history. Every chart below is a live query over a pre-computed stochastic database.

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Paths / node
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Scenario nodes
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Retirements simulated
0y
Projection horizon
Merton Jump-Diffusion Cox–Ingersoll–Ross Ornstein–Uhlenbeck MLE / OLS Calibration MIT Core

Simulator Controls

🌐 World Baseline
API key unlocks USA, Brazil, Eurozone & Japan presets.
Guardrail cuts spending 20% when assets fall below $400k.
2%
$4,000
60%
Balance
$1.0M
Horizon
50 yrs
Live Scenario

Solvency @ Yr 30
of 1,000 paths survive
Median Balance @ 30y
50th percentile outcome
Downside P5 @ 30y
worst 5% of paths
Expected Funded Yrs
of 50-year horizon

Engine Insights — auto-generated for this node

    Run Aethel on your own balance sheet.

    This demo replays 594 pre-computed nodes. The cloud API computes your node — custom balances, horizons, tax regimes, regional calibrations — on demand.