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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 09 Oct. 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
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