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]
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 01 Apr. 2025.
Previous versions and publish date:
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
03/0203/0303/0403/0503/0603/0703/0803/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/31Downloads for vamc12345678910TrendBars

Today's Hot Picks in Authors and Packages

gasmodel  
Generalized Autoregressive Score Models
Estimation, forecasting, and simulation of generalized autoregressive score (GAS) models of Creal, ...
Download / Learn more Package Citations See dependency  
shinyBS  
Twitter Bootstrap Components for Shiny
Adds additional Twitter Bootstrap components to Shiny. ...
Download / Learn more Package Citations See dependency  
eSIR  
Extended State-Space SIR Models
An implementation of extended state-space SIR models developed by Song Lab at UM school of Public H ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
samplesize  
Sample Size Calculation for Various t-Tests and Wilcoxon-Test
Computes sample size for Student's t-test and for the Wilcoxon-Mann-Whitney test for categorical dat ...
Download / Learn more Package Citations See dependency  
simplevis  
Wrappers to Simplify Beautiful "ggplot2" and "leaflet" Visualisation
Wrapper functions around the amazing 'leaflet' package that aims to simplify 'leaflet' visualisatio ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

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