R/PV_post_mood_nm.R

In AnnuityRIR: Annuity Random Interest Rates

PV_post_mood_nm=function(data,years=10){

   n=years
   U=1+data
   u=mean(U)

   u_2=moment(U,
          central = FALSE,
          absolute = FALSE,
          order = 2)

   u_n=moment(U,
              central = FALSE,
              absolute = FALSE,
              order = -n)

     u_n_1=moment(U,
                  central = FALSE,
                  absolute = FALSE,
                  order = -(n-1))


  PV=(1-u_n)/(u-1)-(u_n_1-u_n*u)/(u-1)^2+(1-u_n)*(u_2-u^2)/(u-1)^3

  return(PV)
}