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lifecontingencies (version 1.0.5)

A package to perform actuarial mathematics for life contingencies insurances

Description

Financial and actuarial functions to evaluate life contingencies.

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Version

Install

install.packages('lifecontingencies')

Monthly Downloads

1,011

Version

1.0.5

License

GPL-2

Maintainer

Giorgio Spedicato

Last Published

February 21st, 2014

Functions in lifecontingencies (1.0.5)

presentValue

Present value of a series of cash flows.
exn

Function/method to calculate the expected life.
Tx

Number of person-years lived after exact age x
accumulatedValue

Function to evaluate the accumulated value.
increasingAnnuity

Increasing annuity.
Axyzn

Multiple lifes insurances and annuities
IAxn

Increasing life insurance
annuity

Annuity function
duration

Functions to evaluate duration and convexity
print-methods

Print method for lifetable objects
rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads
AExn

Function to evaluate the n-year endowment insurance
demoCanada

Canada Mortality Rates for UP94 Series
Lxt

Number of person - years lived.
Uk life tables

Uk AM AF 92 life tables
soa08Act

Society of Actuaries tables to perform life contingencies calculations.
getLifecontingencyPv

Functions to obtain the present value of a life contingency given the time to death
demoJapan

Japan Mortality Rates for life table construction
rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.
decreasingAnnuity

Function to evaluate decreasing annuities.
tail-methods

Methods for Function tail in Package lifecontingencies
coerce-methods

Methods for Function coerce
interest2Discount

Functions to switch from interest to discount rates
soaLt

Society of Actuaries life table.
head-methods

Methods for Function head in Package lifecontingencies
getOmega

Function to return the terminal age of a life table.
probs2lifetable

Life table from probabilities
actuarialtable-class

Class "actuarialtable"
pxt

Functions to evaluate survival, death probabilities and deaths.
rLife

Function to generate random future lifetimes
demoUk

UK life tables
DAxn

Decreasing life insurance
axyn

Functions to evaluate life insurance and annuities on two heads.
axn

Annuity immediate and due function.
plot-methods

Methods for Function plot
multiple life probabilities

Functions to deals with multiple life models
effective2Convertible

Function to switch from nominal / effective / convertible rates
mxt

Central mortality rate.
show-methods

Methods for Function show
intensity2Interest

Functions to switch from interest to intensity and vice versa.
lifecontingencies-package

Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.
pxyt

Functions to evaluate joint survival probabilities.
soa08

Society of Actuaries life table actuarial object.
demoUsa

United States Social Security life tables
demoChina

China Mortality Rates for life table construction
getOmega-methods

Method to obtain the $\omega$ age within a life table
demoIta

Italian population life tables for males and females
Isn

Function to calculated accumulated increasing annuity future value.
lifetable-class

Class "lifetable"
demoFrance

French population life tables
getDecrements

Function to return the decrements defined in the mdt class
SoAISTdata

SoA illustrative service table
mdt-class

Class "mdt"