mortTable

A dataset containing the mortality rates for male and female from ages 5
to 115 (table IAM 1996 from the Society of Actuaries).

datasets

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>.

Ben Feng

vamc

A Monte Carlo Valuation Framework for Variable Annuities

Hengxin Li

GuoJun Gan

mortTable function

A data frame with 110 rows and 3 columns:<dl class="dl-horizontal">
 <dt>age</dt><dd>individual's age</dd>
 <dt>male</dt><dd>mortality of a male at a particular age ranging from 5 to 115</dd>
 <dt>female</dt><dd>mortality of a female at a particular age ranging
 from 5 to 115</dd>
 ...
</dl>

Format

Mortality rate for male and female from ages 5 to 115 — mortTable

A data frame with 110 rows and 3 columns:<dl class='dl-horizontal'>
 <dt>age</dt><dd>individual's age</dd>
 <dt>male</dt><dd>mortality of a male at a particular age ranging from 5 to 115</dd>
 <dt>female</dt><dd>mortality of a female at a particular age ranging
 from 5 to 115</dd>
 ...
</dl>

mortTable: Mortality rate for male and female from ages 5 to 115

Description

Usage

Arguments

Format