volrisk
Simulation of Life Reinsurance with Profit Commission
v0.1.0
·
Jun 14, 2025
·
MIT + file LICENSE
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.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.0
Mar 9, 2026