Package: vamc
Type: Package
Title: A Monte Carlo Valuation Framework for Variable Annuities
Version: 0.2.1
Authors@R: c(
    person("Hengxin", "Li", email = "h343li@uwaterloo.ca", 
    role = c("aut", "cph")),
    person("Ben", "Feng", email = "ben.feng@uwaterloo.ca", 
    role = c("aut", "cph")),
    person("Mingyi", "Jiang", email = "m64jiang@uwaterloo.ca", 
    role = c("aut" , "cph", "cre")),
    person("GuoJun", "Gan", email = "Guojun.Gan@uconn.edu", 
    role = c("ctb")))
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>.
Depends: R (>= 3.3.0)
License: GPL-2
LazyData: true
Suggests: knitr, rmarkdown, testthat
VignetteBuilder: knitr
RoxygenNote: 7.0.2
Imports: stats (>= 3.3.0), utils (>= 3.3.0), Rdpack (>= 0.4)
RdMacros: Rdpack
NeedsCompilation: no
Encoding: UTF-8
Packaged: 2026-06-21 08:16:01 UTC; root
Author: Hengxin Li [aut, cph], Ben Feng [aut, cph], Mingyi Jiang [aut,
        cph, cre], GuoJun Gan [ctb]
Maintainer: Mingyi Jiang <m64jiang@uwaterloo.ca>
Repository: https://my-jiang.r-universe.dev
Date/Publication: 2020-02-28 11:00:02 UTC
RemoteUrl: https://github.com/cran/vamc
RemoteRef: HEAD
RemoteSha: 0769de7b1c146bed0f1c78bfb7695ee8c6f1b0b5