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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

886

Version

1.6.0

License

MIT + file LICENSE

Issues

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Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

August 23rd, 2026

Functions in lifecontingencies (1.6.0)

Compute the duration or the convexity of a series of CF

Function to return the decrements defined in the mdt class

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

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.

intensity2Interest

Functions to switch from interest to intensity and vice versa.

interest2Discount

Functions to switch from interest to discount rates

increasingAnnuity

Increasing annuity.

getLifecontingencyPv

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

Expected residual life.

Functions to switch from nominal / effective / convertible rates

Present value of a series of cash flows

multiple life probabilities

Functions to deals with multiple life models

Mortality rates to Death probabilities

Multiple decrement life insurance

Various demographic functions

Central mortality rate

probs2lifetable

Life table from probabilities

lifetable-class

Class "lifetable"

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

Functions to evaluate survival, death probabilities and deaths.

Death Probabilities to Mortality Rates

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

Functions to evaluate joint survival probabilities.

Society of Actuaries Illustrative Life Table with interest rate at 6

SoA illustrative service table

Simulate from a multiple decrement table

Function to generate random future lifetimes

Society of Actuaries life table

Society of Actuaries Illustrative Life Table object.

Functions to evaluate life insurance and annuities on two heads.

accumulatedValue

Function to evaluate the accumulated value.

actuarialtable-class

Class "actuarialtable"

autoplot.lifetable

Autoplot a life table

Multiple lifes insurances and annuities

Increasing annuity life contingencies

Function to calculated accumulated increasing annuity future value.

arithmetic_variation_insurances

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

decreasingAnnuity

Function to evaluate decreasing annuities.

Japan Mortality Rates for life table construction

China Mortality Rates for life table construction

Italian population life tables for males and females

Uk AM AF 92 life tables

French population life tables

Canada Mortality Rates for UP94 Series

German population life tables

de_angelis_di_falco

Italian Health Insurance Data

United States Social Security life tables