The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Implementation of a Monte Carlo simulation engine for valuing synthetic portfolios of variable annuities, which reflect realistic features of common annuity contracts in practice. It aims to facilitate the development and dissemination of research related to the efficient valuation of a portfolio of large variable annuities. The main valuation methodology was proposed by Gan (2017) <doi:10.1515/demo-2017-0021>.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.3.0) |
| Imports: | stats (≥ 3.3.0), utils (≥ 3.3.0), Rdpack (≥ 0.4) |
| Suggests: | knitr, rmarkdown, testthat |
| Published: | 2020-02-28 |
| DOI: | 10.32614/CRAN.package.vamc |
| Author: | Hengxin Li [aut, cph], Ben Feng [aut, cph], Mingyi Jiang [aut, cph, cre], GuoJun Gan [ctb] |
| Maintainer: | Mingyi Jiang <m64jiang at uwaterloo.ca> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | vamc results |
| Reference manual: | vamc.pdf |
| Vignettes: |
A Comprehensive Monte Carlo Valuation of Variable Annuities |
| Package source: | vamc_0.2.1.tar.gz |
| Windows binaries: | r-devel: vamc_0.2.1.zip, r-release: vamc_0.2.1.zip, r-oldrel: vamc_0.2.1.zip |
| macOS binaries: | r-release (arm64): vamc_0.2.1.tgz, r-oldrel (arm64): vamc_0.2.1.tgz, r-release (x86_64): vamc_0.2.1.tgz, r-oldrel (x86_64): vamc_0.2.1.tgz |
| Old sources: | vamc archive |
Please use the canonical form https://CRAN.R-project.org/package=vamc to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.