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lifecontingencies (version 1.1.10)

Financial and Actuarial Mathematics for Life Contingencies

Description

Classes and methods that allow the user to manage life table, actuarial tables (also multiple decrement tables). Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein.

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Install

install.packages('lifecontingencies')

Monthly Downloads

1,656

Version

1.1.10

License

GPL-2

Issues

Pull Requests

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Repository

http://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

October 1st, 2015

Functions in lifecontingencies (1.1.10)

Function to calculated accumulated increasing annuity future value.

Function to evaluate the n-year endowment insurance

Function to evaluate life insurance.

interest2Discount

Functions to switch from interest to discount rates

rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads

Society of Actuaries life table actuarial object.

Function to return the terminal age of a life table.

increasingAnnuity

Increasing annuity.

Annuity function

Increasing annuity life contingencies

Functions to evaluate joint survival probabilities.

Mortality rates to Death probabilities

SoA illustrative service table

German population life tables

Function to evaluate the pure endowment.

Canada Mortality Rates for UP94 Series

Functions to evaluate survival, death probabilities and deaths.

Japan Mortality Rates for life table construction

getLifecontingencyPv

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

Multiple lifes insurances and annuities

probs2lifetable

Life table from probabilities

Function to generate random future lifetimes

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.

Number of person-years lived after exact age x

decreasingAnnuity

Function to evaluate decreasing annuities.

Italian population life tables for males and females

lifetable-class

Class "lifetable"

effective2Convertible

Function to switch from nominal / effective / convertible rates

Central mortality rate.

Uk AM AF 92 life tables

Function to return the decrements defined in the mdt class

Simulate from a multiple decrement table

lifecontingencies-package

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

Society of Actuaries tables to perform life contingencies calculations.

China Mortality Rates for life table construction

accumulatedValue

Function to evaluate the accumulated value.

Death Probabilities to Mortality Rates

intensity2Interest

Functions to switch from interest to intensity and vice versa.

United States Social Security life tables

Decreasing life insurance

Multiple decrement life insurance

multiple life probabilities

Functions to deals with multiple life models

actuarialtable-class

Class "actuarialtable"

Functions to evaluate life insurance and annuities on two heads.

Present value of a series of cash flows.

Number of person - years lived.

Functions to evaluate duration and convexity

Society of Actuaries life table.

French population life tables

Methods for Function plot

Methods for Function coerce

Print method for lifetable objects

Methods for Function tail in Package lifecontingencies

getOmega-methods

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

Methods for Function head in Package lifecontingencies

Methods for Function show