| Name : R-vamc
| |
| Version : 0.2.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.4.13
| Date : 2024-06-14 11:32:44
|
| Group : Development/Libraries/Other
| Source RPM : R-vamc-0.2.1-lp153.4.13.src.rpm
|
| Size : 0.34 MB
| |
| Packager : (none)
| |
| Summary : A Monte Carlo Valuation Framework for Variable Annuities
|
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
