A Monte Carlo Valuation Framework for Variable Annuities (vamc)
Implementation of a Monte Carlo simulation engine for valuing synthetic portfolios of variable annuities, which reflect realistic features of common an …

Weighted Object k-Means Algorithm (RWeightedKmeans)
Weighted object version of k-means algorithm, robust against outlier data.

Calculation of the Conventional and Self-Calibrating Palmer Drought Severity Index (scPDSI)
Calculating the monthly conventional and self-calibrating Palmer Drought Severity Index (PDSI and scPDSI) using the precipitation and potential evapotr …

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