FV_pre_artan: Compute the final expected value of an n-payment annuity,... In AnnuityRIR: Annuity Random Interest Rates

Description

Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the tetraparametric function approach.

Usage

 `1` ```FV_pre_artan(data,years) ```

Arguments

 `data` A vector of interest rates. `years` The number of years of the income. Default is 10 years.

Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Source

Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2017): “Expected present and final value of an annuity when some non-central moments of the capitalization factor are unknown: Theory and an application using R”. In Š. Hošková-Mayerová, et al. (Eds.), Mathematical-Statistical Models and Qualitative Theories for Economic and Social Sciences (pp. 233-248). Springer, Cham. doi:10.1007/978-3-319-54819-7_16.

Examples

 ```1 2 3 4 5 6 7 8``` ```#example 1 data=c(0.298,0.255,0.212,0.180,0.165,0.163,0.167,0.161,0.154, 0.128,0.079,0.059,0.042,-0.008,-0.012,-0.002) FV_pre_artan(data,6) # example 2 data<-rnorm(n=30,m=0.03,sd=0.01) FV_pre_artan(data,10) ```

AnnuityRIR documentation built on Nov. 17, 2017, 4:23 a.m.