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.

Getting started

Package details

AuthorYoshida Takuji [aut, cre]
MaintainerYoshida Takuji <t.yoshida.science.kyoto@gmail.com>
LicenseMIT + file LICENSE
Version0.1.0
URL https://github.com/taku1094/volrisk
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("volrisk")

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volrisk documentation built on June 14, 2025, 9:07 a.m.