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lifecontingencies (version 1.1.6)

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.packages('lifecontingencies')

Monthly Downloads

1,940

Version

1.1.6

License

GPL-2

Issues

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Repository

http://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

April 25th, 2015

Functions in lifecontingencies (1.1.6)

Number of person - years lived.

Annuity function

interest2Discount

Functions to switch from interest to discount rates

Annuity immediate and due function.

Number of person-years lived after exact age x

actuarialtable-class

Class "actuarialtable"

decreasingAnnuity

Function to evaluate decreasing annuities.

SoA illustrative service table

China Mortality Rates for life table construction

Present value of a series of cash flows.

Function to calculated accumulated increasing annuity future value.

accumulatedValue

Function to evaluate the accumulated value.

Function to return the terminal age of a life table.

rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads

Function/method to calculate the expected life.

Central mortality rate.

Canada Mortality Rates for UP94 Series

Society of Actuaries life table.

Uk AM AF 92 life tables

French population life tables

Simulate from a multiple decrement table

Multiple lifes insurances and annuities

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.

increasingAnnuity

Increasing annuity.

lifetable-class

Class "lifetable"

Function to return the decrements defined in the mdt class

intensity2Interest

Functions to switch from interest to intensity and vice versa.

Functions to evaluate survival, death probabilities and deaths.

probs2lifetable

Life table from probabilities

Function to generate random future lifetimes

Decreasing life insurance

Functions to evaluate life insurance and annuities on two heads.

Increasing annuity life contingencies

multiple life probabilities

Functions to deals with multiple life models

Functions to evaluate duration and convexity

Japan Mortality Rates for life table construction

effective2Convertible

Function to switch from nominal / effective / convertible rates

Function to evaluate the n-year endowment insurance

getLifecontingencyPv

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

United States Social Security life tables

lifecontingencies-package

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

Society of Actuaries life table actuarial object.

Italian population life tables for males and females

Functions to evaluate joint survival probabilities.

Society of Actuaries tables to perform life contingencies calculations.