PVfactory (R6Class for present values with arbitrary dimensions)
PVfactory (R6Class for present values with arbitrary dimensions)
new()Initialize the present value factory with defaults for qx, interest and multiple payments per year
PVfactory$new(qx, m = 1, mCorrection = list(alpha = 1, beta = 0), v = 1)qxthe vector of mortality / death probabilities
mthe number of yearly payments
mCorrectionthe list of alpha/beta to correct present values for multiple payments per year
vthe discount factor (1 / (1+i))
guaranteed()Present values of guaranteed benefits (paid in advance or arrears, possible multiple times per year)
PVfactory$guaranteed(
advance = NULL,
arrears = NULL,
start = 0,
...,
m = private$m,
mCorrection = private$mCorrection,
v = private$v
)advancethe payment cashflows in advance
arrearsthe payment cashflows in arrears
startthe time index, where the PV calculation should be based
...other parameters (currently not used, for future use)
mthe number of yearly payments
mCorrectionthe list of alpha/beta to correct present values for multiple payments per year
vthe discount factor (1 / (1+i))
survival()Present values of survival benefits (paid in advance or arrears, possible multiple times per year)
PVfactory$survival(
advance = NULL,
arrears = NULL,
start = 0,
...,
m = private$m,
mCorrection = private$mCorrection,
v = private$v
)advancethe payment cashflows in advance
arrearsthe payment cashflows in arrears
startthe time index, where the PV calculation should be based
...other parameters (currently not used, for future use)
mthe number of yearly payments
mCorrectionthe list of alpha/beta to correct present values for multiple payments per year
vthe discount factor (1 / (1+i))
death()Present values of death benefits
PVfactory$death(benefits, start = 0, ..., v = private$v)benefitsthe vector of death / invalidity / disease benefits
startthe time index, where the PV calculation should be based
...other parameters (currently not used, for future use)
vthe discount factor (1 / (1+i))
disease()Present values of disease benefits
PVfactory$disease(benefits, start = 0, ..., v = private$v)benefitsthe vector of death / invalidity / disease benefits
startthe time index, where the PV calculation should be based
...other parameters (currently not used, for future use)
vthe discount factor (1 / (1+i))
afterDeath()Present values of guaranteed benefits after death (paid in advance or arrears, possible multiple times per year)
PVfactory$afterDeath(
advance = NULL,
arrears = NULL,
start = 0,
...,
m = private$m,
mCorrection = private$mCorrection,
v = private$v
)advancethe payment cashflows in advance
arrearsthe payment cashflows in arrears
startthe time index, where the PV calculation should be based
...other parameters (currently not used, for future use)
mthe number of yearly payments
mCorrectionthe list of alpha/beta to correct present values for multiple payments per year
vthe discount factor (1 / (1+i))
clone()The objects of this class are cloneable with this method.
PVfactory$clone(deep = FALSE)deepWhether to make a deep clone.
provides functions to calculate present values for survival, death, dread disease, invalidity and guaranteed benefits in various dimensions