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lifecontingencies (version 1.1.5)

Financial and Actuarial Mathematics for Life Contingencies

Description

The package contains 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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Version

Install

install.packages('lifecontingencies')

Monthly Downloads

1,940

Version

1.1.5

License

GPL-2

Maintainer

Giorgio Spedicato

Last Published

January 3rd, 2015

Functions in lifecontingencies (1.1.5)

Function to evaluate the n-year endowment insurance

getLifecontingencyPv

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

decreasingAnnuity

Function to evaluate decreasing annuities.

Uk AM AF 92 life tables

Function/method to calculate the expected life.

interest2Discount

Functions to switch from interest to discount rates

rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads

Number of person - years lived.

Society of Actuaries life table actuarial object.

lifetable-class

Class "lifetable"

Multiple lifes insurances and annuities

accumulatedValue

Function to evaluate the accumulated value.

China Mortality Rates for life table construction

increasingAnnuity

Increasing annuity.

Function to return the terminal age of a life table.

Central mortality rate.

multiple life probabilities

Functions to deals with multiple life models

Society of Actuaries tables to perform life contingencies calculations.

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.

Increasing life insurance

lifecontingencies-package

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

Function to calculated accumulated increasing annuity future value.

probs2lifetable

Life table from probabilities

Japan Mortality Rates for life table construction

Simulate from a multiple decrement table

Functions to evaluate joint survival probabilities.

Functions to evaluate survival, death probabilities and deaths.

Decreasing life insurance

Italian population life tables for males and females

Number of person-years lived after exact age x

French population life tables

Annuity immediate and due function.

United States Social Security life tables

Annuity function

effective2Convertible

Function to switch from nominal / effective / convertible rates

Present value of a series of cash flows.

Functions to evaluate duration and convexity

Functions to evaluate life insurance and annuities on two heads.

Function to return the decrements defined in the mdt class

actuarialtable-class

Class "actuarialtable"

Society of Actuaries life table.

Canada Mortality Rates for UP94 Series

intensity2Interest

Functions to switch from interest to intensity and vice versa.

Function to generate random future lifetimes

SoA illustrative service table