volrisk - Simulation of Life Reinsurance with Profit Commission
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.