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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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Version

Install

install.packages('lifecontingencies')

Monthly Downloads

3,298

Version

1.4.4

License

MIT + file LICENSE

Issues

9

Pull Requests

0

Stars

67

Forks

32

Maintainer

Giorgio Spedicato

Last Published

November 27th, 2025

Functions in lifecontingencies (1.4.4)

demoJapan

Japan Mortality Rates for life table construction
getDecrements

Function to return the decrements defined in the mdt class
nominal2Real

Functions to switch from nominal / effective / convertible rates
soa08Act

Society of Actuaries Illustrative Life Table with interest rate at 6
getLifecontingencyPv

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

Function to return the terminal age of a life table.
mxt

Central mortality rate
probs2lifetable

Life table from probabilities
pxt

Functions to evaluate survival, death probabilities and deaths.
soaLt

Society of Actuaries life table
SoAISTdata

SoA illustrative service table
soa08

Society of Actuaries Illustrative Life Table object.
demoUk

UK life tables
qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement
rLifeContingencies

Function to generate samples from the life contingencies stochastic variables
mx2qx

Mortality rates to Death probabilities
lifecontingencies-package

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

Functions to deals with multiple life models
lifetable-class

Class "lifetable"
Lxt

Various demographic functions
presentValue

Present value of a series of cash flows
pxyt

Functions to evaluate joint survival probabilities.
demoUsa

United States Social Security life tables
qx2mx

Death Probabilities to Mortality Rates
increasingAnnuity

Increasing annuity.
interest2Discount

Functions to switch from interest to discount rates
intensity2Interest

Functions to switch from interest to intensity and vice versa.
Axn.mdt

Multiple decrement life insurance
mdt-class

Class "mdt"
rmdt

Simulate from a multiple decrement table
rLifes

Function to generate random future lifetimes
accumulatedValue

Function to evaluate the accumulated value.
Axyzn

Multiple lifes insurances and annuities
Iaxn

Increasing annuity life contingencies
actuarialtable-class

Class "actuarialtable"
axyn

Functions to evaluate life insurance and annuities on two heads.
arithmetic_variation_insurances

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

Annuity function
Isn

Function to calculated accumulated increasing annuity future value.
exn

Expected residual life.
decreasingAnnuity

Function to evaluate decreasing annuities.
Uk life tables

Uk AM AF 92 life tables
demoFrance

French population life tables
demoChina

China Mortality Rates for life table construction
duration

Compute the duration or the convexity of a series of CF
demoCanada

Canada Mortality Rates for UP94 Series
de_angelis_di_falco

Italian Health Insurance Data
demoGermany

German population life tables
demoIta

Italian population life tables for males and females
endowment_trio

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