README.md
In nathanesau/StocVal: Values embedded options in DB pension plan.
embedded-options
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.
nathanesau/StocVal documentation built on May 23, 2019, 12:18 p.m.
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embedded-options
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.
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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