StocVal

Stochastic Valuation of Embedded options in pension plans.

Started as R Port of https://www.soa.org/Research/Research-Projects/Pension/Pension-Plan-Embedded-Option-Valuation.aspx.

Currently uses hybrid (cash-balance) plan which is a modified DB plan.

Instructions

1. Install the package use devtools::install_github("nathanesau-academic/StocVal").
2. See the packages vignettes for more information on the package.