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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.packages('lifecontingencies')

Monthly Downloads

1,418

Version

1.3.1

License

GPL-2

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Repository

http://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

September 29th, 2017

Functions in lifecontingencies (1.3.1)

Function to calculated accumulated increasing annuity future value.

Number of person - years lived.

decreasingAnnuity

Function to evaluate decreasing annuities.

Canada Mortality Rates for UP94 Series

Function to evaluate the pure endowment.

Function to return the decrements defined in the mdt class

lifecontingencies-package

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

lifetable-class

Class "lifetable"

Central mortality rate.

effective2Convertible

Function to switch from nominal / effective / convertible rates

Society of Actuaries Illustrative Life Table object.

Society of Actuaries Illustrative Life Table with interest rate at 6

Function to evaluate the n-year endowment insurance

Decreasing life insurance

Annuity immediate and due function.

Function to evaluate life insurance.

United States Social Security life tables

Increasing life insurance

Increasing annuity life contingencies

Functions to evaluate life insurance and annuities on two heads.

de_angelis_di_falco

Italian Health Insurance Data

Japan Mortality Rates for life table construction

interest2Discount

Functions to switch from interest to discount rates

Multiple decrement life insurance

Function to generate random future lifetimes

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables.

multiple life probabilities

Functions to deals with multiple life models

Mortality rates to Death probabilities

Present value of a series of cash flows.

probs2lifetable

Life table from probabilities

rLifeContingenciesXyz

Function to return samples from lifecontingencies on multiple heads

Simulate from a multiple decrement table

Uk AM AF 92 life tables

accumulatedValue

Function to evaluate the accumulated value.

China Mortality Rates for life table construction

French population life tables

German population life tables

Italian population life tables for males and females

increasingAnnuity

Increasing annuity.

intensity2Interest

Functions to switch from interest to intensity and vice versa.

Functions to evaluate survival, death probabilities and deaths.

Functions to evaluate joint survival probabilities.

Multiple lifes insurances and annuities

Number of person-years lived after exact age x

actuarialtable-class

Class "actuarialtable"

Annuity function

Functions to evaluate duration and convexity

Function/method to calculate the expected life.

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.

Death Probabilities to Mortality Rates

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

SoA illustrative service table

Society of Actuaries life table.