make_portfolio

This function standardizes and validates raw insurance portfolio data
to prepare it for simulation. It ensures all necessary fields are correctly
mapped and conform to required formats. If no column mapping is provided,
the user will be prompted interactively.

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

make_portfolio function

<dl><dt>data</dt>
<dd>A data.frame containing raw insurance portfolio data.</dd>
<dt>cols</dt>
<dd>A named list with column mappings. The list should include:
<code>unique_id</code>, <code>client_id</code>, <code>duration</code>,
<code>mortality</code>, <code>lapse</code>, <code>nar</code>, <code>rate</code>.</dd></dl>

Arguments

Create Insurance Portfolio for Simulation — make_portfolio

<dl>

<dt>data</dt>
<dd>A data.frame containing raw insurance portfolio data.</dd>


<dt>cols</dt>
<dd>A named list with column mappings. The list should include:
<code>unique_id</code>, <code>client_id</code>, <code>duration</code>,
<code>mortality</code>, <code>lapse</code>, <code>nar</code>, <code>rate</code>.</dd>

</dl>

make_portfolio: Create Insurance Portfolio for Simulation

Description

Usage

Value

Arguments

Examples