volrisk: Simulation of Life Reinsurance with Profit Commission
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 + fileLICENSE |
| URL: | https://github.com/taku1094/volrisk |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| In views: | ActuarialScience |
| CRAN checks: | volrisk results |
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