Other packages > Find by keyword >

vamc  

A Monte Carlo Valuation Framework for Variable Annuities
View on CRAN: Click here


Download and install vamc package within the R console
Install from CRAN:
install.packages("vamc")

Install from Github:
library("remotes")
install_github("cran/vamc")

Install by package version:
library("remotes")
install_version("vamc", "0.2.1")



Attach the package and use:
library("vamc")
Maintained by
Mingyi Jiang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-10-08
Latest Update: 2020-02-28
Description:
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>.
How to cite:
Mingyi Jiang (2018). vamc: A Monte Carlo Valuation Framework for Variable Annuities. R package version 0.2.1, https://cran.r-project.org/web/packages/vamc. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:58), 0.1.0 (2018-10-08 20:30), 0.1.1 (2020-01-20 10:30), 0.2.0 (2020-02-03 16:50)
Other packages that cited vamc R package
View vamc citation profile
Other R packages that vamc depends, imports, suggests or enhances
Complete documentation for vamc
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

hmeasure  
The H-Measure and Other Scalar Classification Performance Metrics
Classification performance metrics that are derived from the ROC curve of a classifier. The package ...
Download / Learn more Package Citations See dependency  
injectoR  
R Dependency Injection
R dependency injection framework. Dependency injection allows a program design to follow the depend ...
Download / Learn more Package Citations See dependency  
eyelinker  
Import ASC Files from EyeLink Eye Trackers
Imports plain-text ASC data files from EyeLink eye trackers into (relatively) tidy data frames for ...
Download / Learn more Package Citations See dependency  
downlit  
Syntax Highlighting and Automatic Linking
Syntax highlighting of R code, specifically designed for the needs of 'RMarkdown' packages like 'pk ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
data360r  
Wrapper for 'TCdata360' and 'Govdata360' API
Makes it easy to engage with the Application Program Interface (API) of the 'TCdata360' and 'Govdat ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA