Learn R Programming

⚠️There's a newer version (1.3.12) of this package.Take me there.

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')

Copy Link

Version

Install

install.packages('lifecontingencies')

Monthly Downloads

1,311

Version

1.3.7

License

MIT + file LICENSE

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

March 21st, 2021

Functions in lifecontingencies (1.3.7)

Function to evaluate the n-year endowment insurance

Multiple lifes insurances and annuities

Decreasing life insurance

actuarialtable-class

Class "actuarialtable"

Increasing annuity life contingencies

Function to calculated accumulated increasing annuity future value.

Annuity function

Increasing life insurance

accumulatedValue

Function to evaluate the accumulated value.

Uk AM AF 92 life tables

decreasingAnnuity

Function to evaluate decreasing annuities.

China Mortality Rates for life table construction

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.

Functions to evaluate duration and convexity

Expected residual life.

Annuity immediate and due function.

Function to evaluate life insurance.

Various demographic functions

interest2Discount

Functions to switch from interest to discount rates

Functions to switch from nominal / effective / convertible rates

United States Social Security life tables

Canada Mortality Rates for UP94 Series

increasingAnnuity

Increasing annuity.

lifetable-class

Class "lifetable"

French population life tables

probs2lifetable

Life table from probabilities

Society of Actuaries Illustrative Life Table with interest rate at 6

Present value of a series of cash flows.

Society of Actuaries Illustrative Life Table object.

Functions to evaluate survival, death probabilities and deaths.

Function to evaluate the pure endowment

Functions to evaluate joint survival probabilities.

Function to return the terminal age of a life table.

Mortality rates to Death probabilities

Functions to evaluate life insurance and annuities on two heads.

German population life tables

Central mortality rate

Italian population life tables for males and females

Japan Mortality Rates for life table construction

de_angelis_di_falco

Italian Health Insurance Data

multiple life probabilities

Functions to deals with multiple life models

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

Multiple decrement life insurance

Death Probabilities to Mortality Rates

Function to return the decrements defined in the mdt class

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

getLifecontingencyPv

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

Function to generate random future lifetimes

SoA illustrative service table

Simulate from a multiple decrement table

Society of Actuaries life table