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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.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | dplyr, magrittr, arrow, parallel, doSNOW, foreach, progress, data.table, stringr, rstudioapi |
| Suggests: | testthat |
| Published: | 2025-06-14 |
| DOI: | 10.32614/CRAN.package.volrisk |
| Author: | Yoshida Takuji [aut, cre] |
| Maintainer: | Yoshida Takuji <t.yoshida.science.kyoto at gmail.com> |
| BugReports: | https://github.com/taku1094/volrisk/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/taku1094/volrisk |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | volrisk results |
| Reference manual: | volrisk.pdf |
| Package source: | volrisk_0.1.0.tar.gz |
| Windows binaries: | r-devel: volrisk_0.1.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): volrisk_0.1.0.tgz, r-oldrel (arm64): volrisk_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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These binaries (installable software) and packages are in development.
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