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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

1,080

Version

1.4.3

License

MIT + file LICENSE

Issues

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Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

September 18th, 2025

Functions in lifecontingencies (1.4.3)

decreasingAnnuity

Function to evaluate decreasing annuities.

Canada Mortality Rates for UP94 Series

Expected residual life.

Compute the duration or the convexity of a series of CF

Endowment, insurance, pure endowment, and survival annuity APVs (shared topic)

lifetable-class

Class "lifetable"

Present value of a series of cash flows.

Function to return the terminal age of a life table.

lifecontingencies-package

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

getLifecontingencyPv

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

Various demographic functions

Mortality rates to Death probabilities

intensity2Interest

Functions to switch from interest to intensity and vice versa.

increasingAnnuity

Increasing annuity.

multiple life probabilities

Functions to deals with multiple life models

Society of Actuaries Illustrative Life Table object.

Death Probabilities to Mortality Rates

Functions to evaluate joint survival probabilities.

Simulate from a multiple decrement table

Functions to evaluate survival, death probabilities and deaths.

Function to return the decrements defined in the mdt class

Function to generate random future lifetimes

probs2lifetable

Life table from probabilities

Society of Actuaries Illustrative Life Table with interest rate at 6

SoA illustrative service table

Functions to switch from nominal / effective / convertible rates

Central mortality rate

Multiple decrement life insurance

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 life table

Multiple lifes insurances and annuities

Function to calculated accumulated increasing annuity future value.

Annuity function

de_angelis_di_falco

Italian Health Insurance Data

Functions to evaluate life insurance and annuities on two heads.

accumulatedValue

Function to evaluate the accumulated value.

Increasing annuity life contingencies

arithmetic_variation_insurances

Life insurance with arithmetic-variation benefit (increasing/decreasing, fractional claims)

Japan Mortality Rates for life table construction

Uk AM AF 92 life tables

actuarialtable-class

Class "actuarialtable"

French population life tables

China Mortality Rates for life table construction

interest2Discount

Functions to switch from interest to discount rates

United States Social Security life tables

German population life tables

Italian population life tables for males and females