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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

1,701

Version

1.3.10

License

MIT + file LICENSE

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Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

May 6th, 2023

Functions in lifecontingencies (1.3.10)

Function to calculated accumulated increasing annuity future value.

German population life tables

Multiple lifes insurances and annuities

Italian population life tables for males and females

decreasingAnnuity

Function to evaluate decreasing annuities.

Function to return the terminal age of a life table.

increasingAnnuity

Increasing annuity.

Compute the duration or the convexity of a series of CF

Expected residual life.

Multiple decrement life insurance

Function to evaluate the pure endowment

Annuity function

Functions to evaluate survival, death probabilities and deaths.

actuarialtable-class

Class "actuarialtable"

multiple life probabilities

Functions to deals with multiple life models

accumulatedValue

Function to evaluate the accumulated value.

Increasing life insurance

Canada Mortality Rates for UP94 Series

Uk AM AF 92 life tables

Japan Mortality Rates for life table construction

Increasing annuity life contingencies

Functions to evaluate life insurance and annuities on two heads.

de_angelis_di_falco

Italian Health Insurance Data

Annuity immediate and due function.

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

Function to evaluate life insurance.

SoA illustrative service table

lifetable-class

Class "lifetable"

Mortality rates to Death probabilities

Functions to evaluate joint survival probabilities.

Central mortality rate

Death Probabilities to Mortality Rates

Society of Actuaries life table

interest2Discount

Functions to switch from interest to discount rates

United States Social Security life tables

Present value of a series of cash flows.

probs2lifetable

Life table from probabilities

intensity2Interest

Functions to switch from interest to intensity and vice versa.

lifecontingencies-package

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

China Mortality Rates for life table construction

French population life tables

Functions to switch from nominal / effective / convertible rates

Function to return the decrements defined in the mdt class

getLifecontingencyPv

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

Function to generate random future lifetimes

Various demographic functions

Society of Actuaries Illustrative Life Table object.

Simulate from a multiple decrement table

Society of Actuaries Illustrative Life Table with interest rate at 6

Function to evaluate the n-year endowment insurance

Decreasing life insurance