Simulates and evaluates stochastic scenarios of death and lapse events in life reinsurance contracts with profit commissions. The methodology builds on materials published by the Institute of Actuaries of Japan <https://www.actuaries.jp/examin/textbook/pdf/modeling.pdf>. A paper describing the detailed algorithms will be published by the author within a few months after the initial release of this package.
Version: 0.1.0 Depends: R (≥ 4.1.0) Imports: dplyr, magrittr, arrow, parallel, doSNOW, foreach, progress, data.table, stringr, rstudioapi Suggests: testthat Published: 2025-06-14 DOI: 10.32614/CRAN.package.volrisk Author: Yoshida Takuji [aut, cre] Maintainer: Yoshida Takuji <t.yoshida.science.kyoto at gmail.com> BugReports: https://github.com/taku1094/volrisk/issues License: MIT + file LICENSE URL: https://github.com/taku1094/volrisk NeedsCompilation: no Materials: README, NEWS In views: ActuarialScience CRAN checks: volrisk results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=volrisk to link to this page.
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