R Observatory: Metrics for volrisk version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

volrisk

0.1.0Package record

Simulation of Life Reinsurance with Profit Commission

0packages depend

2.4Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Yoshida TakujiCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 0.1.0

New Features

Added make_portfolio() to create validated insurance datasets
Implemented simulation() for parallel generation of cash flows
Added calc_pc() to compute profit commissions with loss carryforward
Added risk() to evaluate VaR and TVaR for simulated results
Included example datasets for portfolio and simulation

Notes

First public release

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("volrisk", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("taku1094/volrisk")

Development version from taku1094/volrisk. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-volrisk

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-volrisk

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-volrisk

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 1.6 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.0

READMEYes · 78 wordsVignettesNoNEWSYes · 67% structured · mentions 0.1.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 7 (1 internal)
Examples that run: 100%4 run in a plain check
Exported functions with examples: 80%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

How these are measured

Downloads

2.4K

CRAN downloads in the past year

Rank #19,098 · ~7/day · ~202/mo

Releases R versions

Daily download trend is not available in this view yet.

23530 days

68090 days

2.4K1 year

Compare downloads with other packages →

Also on85 r2u7 autocran

How downloads are counted

Repository

taku1094/volrisk ↗Account: taku1094

0Stars

0Forks

0Open issues

0Open PRs

0Releases

Last activity 2025-06-12

Responsiveness

not measured

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/taku1094/volrisk on 2026-10-11.

Docs source (1)

README.Rmd

Reproducibility and dev environment (1)

data-raw/

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing volrisk adds 33 packages (15 with compiled code, 28 MB of source tarballs). Heaviest: stringi 11 MB, data.table 5.7 MB, arrow 4.2 MB.

Depends (1)

R >= 4.1.0

Imports (10)

dplyr magrittr arrowparalleldoSNOW foreach progress data.table stringr rstudioapi

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Yoshida Takuji

Author, Maintainer since 0.1.0 (2025)

Releases (1)

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
record
2025-06-14 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-06-14
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Bundled data: 8.5 KB / 2 files
Download size: 21 KB

Appears in task views

Actuarial Science

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("volrisk")

Format

Takuji, Y. (2025). volrisk: Simulation of Life Reinsurance with Profit Commission (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.volrisk

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for volrisk version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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