mortality_BBM2010: BBM2010 demographic processes
In IvanZoccolan/valuer: Pricing of Variable Annuities
Description
Usage
Format
References
Description
List of parameters to initialize a va_sde_engine object to
simulate the intensity of mortality process
according to the stochastic differential equation specified
in BBM2010 - See References.
Usage
1
Format
A list with elements:
- [[1]]
List of parameters for simulate
- [[2]]
List of parameters for setModel
- [[3]]
Vector with indices indicating the intensity of mortality
in solve.variable setModel
References
[BBM2010]
Bacinello A.R., Biffis E. e Millossovich P.
"Regression-based algorithms
for life insurance contracts with surrender guarantees".
In: Quantitative Finance 10.9 (2010), pp. 1077-1090.
IvanZoccolan/valuer documentation built on May 7, 2019, 6:45 a.m.
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Description Usage Format References
Description
List of parameters to initialize a va_sde_engine object to simulate the intensity of mortality process according to the stochastic differential equation specified in BBM2010 - See References.
Usage
1 |
Format
A list with elements:
- [[1]]
List of parameters for
simulate- [[2]]
List of parameters for
setModel- [[3]]
Vector with indices indicating the intensity of mortality in solve.variable
setModel
References
[BBM2010] Bacinello A.R., Biffis E. e Millossovich P. "Regression-based algorithms for life insurance contracts with surrender guarantees". In: Quantitative Finance 10.9 (2010), pp. 1077-1090.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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