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Function to generate samples from the life contingencies stochastic variables
rLifeContingencies(
n,
lifecontingency,
object,
x,
t,
i = object@interest,
m = 0,
k = 1,
parallel = FALSE,
payment = "advance"
)rLifeContingenciesXyz(
n,
lifecontingency,
tablesList,
x,
t,
i,
m = 0,
k = 1,
status = "joint",
parallel = FALSE,
payment = "advance"
)
Size of sample
A character string, either "Exn"
, "Axn"
,
"axn"
, "IAxn"
or "DAxn"
An actuarialtable
object.
Policyholder's age at issue time; for rLifeContingenciesXyz
a numeric vector of
the same length of object
, containing the policyholders' ages
The lenght of the insurance. Must be specified according to the present value of benefits definition.
The interest rate, whose default value is the actuarialtable
interest rate slot value.
Deferring period, default value is zero.
Fractional payment, default value is 1.
Uses the parallel computation facility.
The Payment type, either "advance"
for the annuity due (default)
or "arrears"
for the annuity immediate.
Alternatively, one can use "due"
or "immediate"
respectively (can be abbreviated).
A list of actuarialtable
objects
Either "joint"
for the joint-life status model or "last"
for the last-survivor status model (can be abbreviated).
A numeric vector
# NOT RUN {
#assumes SOA example life table to be load
data(soaLt)
soa08Act=with(soaLt, new("actuarialtable",interest=0.06, x=x,lx=Ix,name="SOA2008"))
out<-rLifeContingencies(n=1000, lifecontingency="Axn",object=soa08Act, x=40,
t=getOmega(soa08Act)-40, m=0)
APV=Axn(soa08Act,x=40)
#check if out distribution is unbiased
t.test(x=out, mu=APV)$p.value>0.05
# }
# NOT RUN {
data(soa08Act)
n=10000
lifecontingency="Axyz"
tablesList=list(soa08Act,soa08Act)
x=c(60,60); i=0.06; m=0; status="joint"; t=30; k=1
APV=Axyzn(tablesList=tablesList,x=x,n=t,m=m,k=k,status=status,type="EV")
samples<-rLifeContingenciesXyz(n=n,lifecontingency = lifecontingency,tablesList = tablesList,
x=x,t=t,m=m,k=k,status=status, parallel=FALSE)
APV
mean(samples)
# }
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