Package: volrisk 0.1.0

Yoshida Takuji

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.

Authors:Yoshida Takuji [aut, cre]

volrisk_0.1.0.tar.gz
volrisk_0.1.0.zip(r-4.7)volrisk_0.1.0.zip(r-4.6)volrisk_0.1.0.zip(r-4.5)
volrisk_0.1.0.tgz(r-4.6-any)volrisk_0.1.0.tgz(r-4.5-any)
volrisk_0.1.0.tar.gz(r-4.7-any)volrisk_0.1.0.tar.gz(r-4.6-any)
volrisk_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
volrisk/json (API)

# Install 'volrisk' in R:
install.packages('volrisk', repos = c('https://taku1094.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/taku1094/volrisk/issues

Datasets:

On CRAN:

Conda:

2.70 score 2 scripts 175 downloads 5 exports 34 dependencies

Last updated from:9bfc49c2f0. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK116
source / vignettesOK237
linux-release-x86_64OK118
macos-release-arm64OK154
macos-oldrel-arm64OK229
windows-develOK97
windows-releaseOK94
windows-oldrelOK81
wasm-releaseOK119

Exports:%>%calc_pcmake_portfoliorisksimulation

Dependencies:arrowassertthatbitbit64clicodetoolscpp11crayondata.tabledoSNOWdplyrforeachgenericsgluehmsiteratorslifecyclemagrittrpillarpkgconfigprettyunitsprogresspurrrR6rlangrstudioapisnowstringistringrtibbletidyselectutf8vctrswithr