example_simulation

A synthetic dataset representing simulated insurance cash flows over time.
This dataset is provided for demonstration and validation of key package functions,
including risk evaluation (<code>risk()</code>) and profit commission calculation (<code>calc_pc()</code>).
It includes premium and claim flows per simulation trial and policy duration,
enabling users to test volatility risk metrics and profit commission calculations.

datasets

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.

Yoshida Takuji

volrisk

Simulation of Life Reinsurance with Profit Commission

example_simulation function

A tibble with 10 rows and 5 variables:<dl>
<dt>split</dt>
<dd>Repetition number of the simulation</dd><dt>sim_n</dt>
<dd>Simulation trial number</dd><dt>DURATION</dt>
<dd>Duration year of the policy</dd><dt>PREM</dt>
<dd>Premium</dd><dt>CLAIM</dt>
<dd>Claim</dd>
</dl>

Format

Example Simulation Results — example_simulation

A tibble with 10 rows and 5 variables:<dl>
<dt>split</dt>
<dd>Repetition number of the simulation</dd>

<dt>sim_n</dt>
<dd>Simulation trial number</dd>

<dt>DURATION</dt>
<dd>Duration year of the policy</dd>

<dt>PREM</dt>
<dd>Premium</dd>

<dt>CLAIM</dt>
<dd>Claim</dd>


</dl>

example_simulation: Example Simulation Results

Description

Usage

Arguments

Format