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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

886

Version

1.5.2

License

MIT + file LICENSE

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

July 30th, 2026

Functions in lifecontingencies (1.5.2)

interest2Discount

Functions to switch from interest to discount rates

German population life tables

Italian population life tables for males and females

United States Social Security life tables

decreasingAnnuity

Function to evaluate decreasing annuities.

Canada Mortality Rates for UP94 Series

Japan Mortality Rates for life table construction

China Mortality Rates for life table construction

French population life tables

intensity2Interest

Functions to switch from interest to intensity and vice versa.

increasingAnnuity

Increasing annuity.

Function to return the terminal age of a life table.

getLifecontingencyPv

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

lifetable-class

Class "lifetable"

lifecontingencies-package

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

probs2lifetable

Life table from probabilities

Function to return the decrements defined in the mdt class

Expected residual life.

Present value of a series of cash flows

Various demographic functions

Central mortality rate

Functions to switch from nominal / effective / convertible rates

Society of Actuaries Illustrative Life Table object.

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

Mortality rates to Death probabilities

Compute the duration or the convexity of a series of CF

multiple life probabilities

Functions to deals with multiple life models

Death Probabilities to Mortality Rates

Functions to evaluate joint survival probabilities.

Functions to evaluate survival, death probabilities and deaths.

SoA illustrative service table

Society of Actuaries life table

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

Society of Actuaries Illustrative Life Table with interest rate at 6

Simulate from a multiple decrement table

Multiple decrement life insurance

Function to generate random future lifetimes

Multiple lifes insurances and annuities

de_angelis_di_falco

Italian Health Insurance Data

Functions to evaluate life insurance and annuities on two heads.

Increasing annuity life contingencies

arithmetic_variation_insurances

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

Annuity function

accumulatedValue

Function to evaluate the accumulated value.

Function to calculated accumulated increasing annuity future value.

Uk AM AF 92 life tables

actuarialtable-class

Class "actuarialtable"