VAPort: A Randomly Generated Pool of Variable Annuities

In vamc: A Monte Carlo Valuation Framework for Variable Annuities

Description

A dataset containing information of the policy and the policy holder.

Usage

VAPort

Format

A data frame with 19 row and 45 columns:

recordID

Unique identifier of the policy

survivorShip

Positive weighting number

gender

Gender of the policyholder

productType

Product type

issueDate

Issue date

matDate

Maturity date

birthDate

Birth date of the policyholder

currentDate

Current date

baseFee

M&E (Mortality & Expense) fee

riderFee

Rider fee

rollUpRate

Roll-up rate

gbAmt

Guaranteed benefit

gmwbBalance

GMWB balance

wbWithdrawalRate

Guaranteed withdrawal rate

withdrawal

Withdrawal so far

fundNum1

Fund number of the 1st investment fund

fundNum2

Fund number of the 2nd investment fund

fundNum3

Fund number of the 3rd investment fund

fundNum4

Fund number of the 4th investment fund

fundNum5

Fund number of the 5th investment fund

fundNum6

Fund number of the 6th investment fund

fundNum7

Fund number of the 7th investment fund

fundNum8

Fund number of the 8th investment fund

fundNum9

Fund number of the 9th investment fund

fundNum10

Fund number of the 10th investment fund

fundValue1

Fund value of the 1st investment fund

fundValue2

Fund value of the 2nd investment fund

fundValue3

Fund value of the 3rd investment fund

fundValue4

Fund value of the 4th investment fund

fundValue5

Fund value of the 5th investment fund

fundValue6

Fund value of the 6th investment fund

fundValue7

Fund value of the 7th investment fund

fundValue8

Fund value of the 8th investment fund

fundValue9

Fund value of the 9th investment fund

fundValue10

Fund value of the 10th investment fund

fundFee1

Fund management fee of the 1st investment fund

fundFee2

Fund management fee of the 2nd investment fund

fundFee3

Fund management fee of the 3rd investment fund

fundFee4

Fund management fee of the 4th investment fund

fundFee5

Fund management fee of the 5th investment fund

fundFee6

Fund management fee of the 6th investment fund

fundFee7

Fund management fee of the 7th investment fund

fundFee8

Fund management fee of the 8th investment fund

fundFee9

Fund management fee of the 9th investment fund

fundFee10

Fund management fee of the 10th investment fund

...

vamc documentation built on Feb. 28, 2020, 5:08 p.m.