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volrisk  

Simulation of Life Reinsurance with Profit Commission
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("volrisk", "0.1.0")



Attach the package and use:
library("volrisk")
Maintained by
Yoshida Takuji
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-06-14
Latest Update: 2025-06-14
Description:
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.
How to cite:
Yoshida Takuji (2025). volrisk: Simulation of Life Reinsurance with Profit Commission. R package version 0.1.0, https://cran.r-project.org/web/packages/volrisk. Accessed 14 Mar. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for volrisk
Functions, R codes and Examples using the volrisk R package
Full volrisk package functions and examples
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