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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

1,183

Version

1.3.9

License

MIT + file LICENSE

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Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

June 10th, 2022

Functions in lifecontingencies (1.3.9)

Decreasing life insurance

Function to evaluate the n-year endowment insurance

Function to evaluate life insurance.

Annuity immediate and due function.

increasingAnnuity

Increasing annuity.

Multiple decrement life insurance

Function to return the terminal age of a life table.

multiple life probabilities

Functions to deals with multiple life models

Annuity function

actuarialtable-class

Class "actuarialtable"

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

Italian population life tables for males and females

German population life tables

French population life tables

lifetable-class

Class "lifetable"

Function to evaluate the pure endowment

Central mortality rate

interest2Discount

Functions to switch from interest to discount rates

probs2lifetable

Life table from probabilities

United States Social Security life tables

Mortality rates to Death probabilities

Compute the present value of a series of cash flows

Function to generate random future lifetimes

Simulate from a multiple decrement table

SoA illustrative service table

Functions to evaluate survival, death probabilities and deaths.

Uk AM AF 92 life tables

de_angelis_di_falco

Italian Health Insurance Data

Functions to evaluate life insurance and annuities on two heads.

Functions to evaluate duration and convexity

Society of Actuaries life table

intensity2Interest

Functions to switch from interest to intensity and vice versa.

decreasingAnnuity

Function to evaluate decreasing annuities.

Canada Mortality Rates for UP94 Series

Japan Mortality Rates for life table construction

accumulatedValue

Function to evaluate the accumulated value.

Functions to evaluate joint survival probabilities.

lifecontingencies-package

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

Expected residual life.

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

Society of Actuaries Illustrative Life Table object.

Death Probabilities to Mortality Rates

Society of Actuaries Illustrative Life Table with interest rate at 6

Various demographic functions

Functions to switch from nominal / effective / convertible rates

Increasing annuity life contingencies

Increasing life insurance

Function to calculated accumulated increasing annuity future value.

China Mortality Rates for life table construction

Multiple lifes insurances and annuities