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The lifecontingencies package

Classes and methods for managing life tables (for single and multiple decrements) and actuarial tables. Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein.

Install the current release from CRAN:

install.packages('lifecontingencies')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/lifecontingencies')

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Install

install.packages('lifecontingencies')

Monthly Downloads

852

Version

1.2.1

License

GPL-2

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Repository

http://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

July 7th, 2016

Functions in lifecontingencies (1.2.1)

Functions to evaluate life insurance and annuities on two heads.

Canada Mortality Rates for UP94 Series

accumulatedValue

Function to evaluate the accumulated value.

China Mortality Rates for life table construction

decreasingAnnuity

Function to evaluate decreasing annuities.

actuarialtable-class

Class "actuarialtable"

Annuity function

Decreasing life insurance

Function to evaluate the n-year endowment insurance

Function to evaluate life insurance.

French population life tables

Japan Mortality Rates for life table construction

Italian population life tables for males and females

Functions to evaluate duration and convexity

German population life tables

Function/method to calculate the expected life.

Function to return the decrements defined in the mdt class

United States Social Security life tables

lifetable-class

Class "lifetable"

Simulate from a multiple decrement table

Number of person - years lived.

rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads

Number of person-years lived after exact age x

Uk AM AF 92 life tables

Present value of a series of cash flows.

Increasing life insurance

effective2Convertible

Function to switch from nominal / effective / convertible rates

Function to generate random future lifetimes

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.

intensity2Interest

Functions to switch from interest to intensity and vice versa.

increasingAnnuity

Increasing annuity.

Mortality rates to Death probabilities

Central mortality rate.

SoA illustrative service table

Society of Actuaries life table.

getLifecontingencyPv

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

Function to return the terminal age of a life table.

Multiple lifes insurances and annuities

multiple life probabilities

Functions to deals with multiple life models

Society of Actuaries Illustrative Life Table with interest rate at 6

Society of Actuaries Illustrative Life Table object.

probs2lifetable

Life table from probabilities

Functions to evaluate survival, death probabilities and deaths.

Function to calculated accumulated increasing annuity future value.

lifecontingencies-package

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

Death Probabilities to Mortality Rates

Functions to evaluate joint survival probabilities.

Multiple decrement life insurance