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
Repository: CRAN
Packaged: 2020-02-27 01:43:34 UTC; Iris
Author: Hengxin Li [aut, cph],
  Ben Feng [aut, cph],
  Mingyi Jiang [aut, cph, cre],
  GuoJun Gan [ctb]
Maintainer: Mingyi Jiang <m64jiang@uwaterloo.ca>
Date/Publication: 2020-02-28 12:00:02 UTC
Built: R 4.6.0; ; 2026-04-27 13:22:04 UTC; unix
