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lifecontingencies (version 1.0.6)

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

1,940

Version

1.0.6

License

GPL-2

Maintainer

Giorgio Spedicato

Last Published

February 25th, 2014

Functions in lifecontingencies (1.0.6)

demoFrance

French population life tables
Tx

Number of person-years lived after exact age x
axyn

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

Function to evaluate the accumulated value.
actuarialtable-class

Class "actuarialtable"
Exn

Function to evaluate the pure endowment.
getDecrements

Function to return the decrements defined in the mdt class
annuity

Annuity function
Lxt

Number of person - years lived.
head-methods

Methods for Function head in Package lifecontingencies
getOmega

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

United States Social Security life tables
lifetable-class

Class "lifetable"
pxyt

Functions to evaluate joint survival probabilities.
axn

Annuity immediate and due function.
mxt

Central mortality rate.
demoIta

Italian population life tables for males and females
mdt-class

Class "mdt"
getOmega-methods

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

China Mortality Rates for life table construction
multiple life probabilities

Functions to deals with multiple life models
demoUk

UK life tables
show-methods

Methods for Function show
demoJapan

Japan Mortality Rates for life table construction
DAxn

Decreasing life insurance
soa08Act

Society of Actuaries tables to perform life contingencies calculations.
intensity2Interest

Functions to switch from interest to intensity and vice versa.
duration

Functions to evaluate duration and convexity
soaLt

Society of Actuaries life table.
tail-methods

Methods for Function tail in Package lifecontingencies
IAxn

Increasing life insurance
demoCanada

Canada Mortality Rates for UP94 Series
interest2Discount

Functions to switch from interest to discount rates
plot-methods

Methods for Function plot
rLife

Function to generate random future lifetimes
decreasingAnnuity

Function to evaluate decreasing annuities.
rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.
probs2lifetable

Life table from probabilities
rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads
increasingAnnuity

Increasing annuity.
soa08

Society of Actuaries life table actuarial object.
lifecontingencies-package

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

Functions to evaluate survival, death probabilities and deaths.
SoAISTdata

SoA illustrative service table
AExn

Function to evaluate the n-year endowment insurance
coerce-methods

Methods for Function coerce
effective2Convertible

Function to switch from nominal / effective / convertible rates
Isn

Function to calculated accumulated increasing annuity future value.
Axyzn

Multiple lifes insurances and annuities
presentValue

Present value of a series of cash flows.
print-methods

Print method for lifetable objects
getLifecontingencyPv

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

Uk AM AF 92 life tables