README.md
In nathanesau-academic/StocVal: Values embedded options in DB pension plan.
StocVal
Stochastic Valuation of Embedded options in pension plans.
Started as R Port of https://www.soa.org/Research/Research-Projects/Pension/Pension-Plan-Embedded-Option-Valuation.aspx.
Currently uses hybrid (cash-balance) plan which is a modified DB plan.
Instructions
- Install the package use
devtools::install_github("nathanesau-academic/StocVal").
- See the packages
vignettes for more information on the package.
nathanesau-academic/StocVal documentation built on Nov. 4, 2019, 8:35 p.m.
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StocVal
Stochastic Valuation of Embedded options in pension plans.
Started as R Port of https://www.soa.org/Research/Research-Projects/Pension/Pension-Plan-Embedded-Option-Valuation.aspx.
Currently uses hybrid (cash-balance) plan which is a modified DB plan.
Instructions
- Install the package use
devtools::install_github("nathanesau-academic/StocVal"). - See the packages
vignettesfor more information on the package.
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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