lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies
Version 1.2.3

Classes and methods that allow the user to manage life table, actuarial tables (also multiple decrements tables). Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein.

Browse man pages Browse package API and functions Browse package files

AuthorGiorgio Alfredo Spedicato [cre,aut], Reinhold Kainhofer [ctb], Kevin J. Owens [ctb], Christophe Dutang [ctb], Ernesto Schirmacher[ctb]
Date of publication2017-02-21 00:35:40
MaintainerGiorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it>
LicenseGPL-2
Version1.2.3
URL http://github.com/spedygiorgio/lifecontingencies
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("lifecontingencies")

Man pages

accumulatedValue: Function to evaluate the accumulated value.
actuarialtable-class: Class '"actuarialtable"'
AExn: Function to evaluate the n-year endowment insurance
annuity: Annuity function
axn: Annuity immediate and due function.
axn_1: Function to evaluate life insurance.
axyn: Functions to evaluate life insurance and annuities on two...
DAxn: Decreasing life insurance
decreasingAnnuity: Function to evaluate decreasing annuities.
demoCanada: Canada Mortality Rates for UP94 Series
demoChina: China Mortality Rates for life table construction
demoFrance: French population life tables
demoGermany: German population life tables
demoIta: Italian population life tables for males and females
demoJapan: Japan Mortality Rates for life table construction
demoUk: UK life tables
demoUsa: United States Social Security life tables
discount-interest: Functions to switch from interest to discount rates
duration: Functions to evaluate duration and convexity
exn: Function/method to calculate the expected life.
exn_1: Function to evaluate the pure endowment.
getDecrements: Function to return the decrements defined in the mdt class
getLifeContingencies: Functions to obtain the present value of a life contingency...
getOmega: Function to return the terminal age of a life table.
IAxn: Increasing life insurance
Iaxn_1: Increasing annuity life contingencies
increasingAnnuity: Increasing annuity.
intensity-interest: Functions to switch from interest to intensity and vice...
Isn: Function to calculated accumulated increasing annuity future...
lifecontingencies-package: Package to perform actuarial mathematics on life...
lifetable-class: Class '"lifetable"'
Lxt: Number of person - years lived.
mdt-class: Class '"mdt"'
multidecrins: Multiple decrement life insurance
Multiple-life-insurances: Multiple lifes insurances and annuities
multiple-life-probabilities: Functions to deals with multiple life models
mx2qx: Mortality rates to Death probabilities
mxt: Central mortality rate.
nominal-real-convertible: Function to switch from nominal / effective / convertible...
presentValue: Present value of a series of cash flows.
probs2lifetable: Life table from probabilities
pxt: Functions to evaluate survival, death probabilities and...
pxyt: Functions to evaluate joint survival probabilities.
qx2mx: Death Probabilities to Mortality Rates
rLife: Function to generate random future lifetimes
rLifeContingencies: Function to generate samples from the life contingencies...
rLifeContingenciesXyz: Function to return samples from lifecontingencies on multiple...
rmdt: Simulate from a multiple decrement table
soa08: Society of Actuaries Illustrative Life Table object.
soa08Act: Society of Actuaries Illustrative Life Table with interest...
soaIllustrativeServiceTable: SoA illustrative service table
soaLt: Society of Actuaries life table.
Tx: Number of person-years lived after exact age x
UkLifeTables: Uk AM AF 92 life tables

Functions

AExn Man page Source code
AF92Lt Man page
AM92Lt Man page
Axn Man page Source code
Axn.mdt Man page Source code
Axyn Man page Source code
Axyzn Man page Source code
DAxn Man page Source code
Exn Man page Source code
IAxn Man page Source code
Iaxn Man page Source code
Isn Man page Source code
Lxt Man page Source code
SoAISTdata Man page
Tx Man page Source code
accumulatedValue Man page Source code
actuarialtable-class Man page
annuity Man page Source code
axn Man page Source code
axyn Man page Source code
axyzn Man page Source code
coerce,actuarialtable,data.frame-method Man page
coerce,actuarialtable,numeric-method Man page
coerce,data.frame,lifetable-method Man page
coerce,lifetable,data.frame-method Man page
coerce,lifetable,markovchainList-method Man page
coerce,lifetable,numeric-method Man page
coerce,mdt,data.frame-method Man page
coerce,mdt,markovchainList-method Man page
convertible2Effective Man page Source code
convexity Man page Source code
createActuarialTableCols Source code
createLifeTableCols Source code
decr2Probs Source code
decreasingAnnuity Man page Source code
demoCanada Man page
demoChina Man page
demoFrance Man page
demoGermany Man page
demoIta Man page
demoJapan Man page
demoUk Man page
demoUsa Man page
discount2Interest Man page Source code
duration Man page Source code
dxt Man page Source code
dxt.mdt Source code
dxtk Source code
effective2Convertible Man page Source code
exn Man page Source code
exyt Man page Source code
exyzt Man page Source code
fAExn Source code
fAExnCpp Source code
fAxn Source code
fAxnCpp Source code
fAxyzn Source code
fDAxn Source code
fDAxnCpp Source code
fExn Source code
fExnCpp Source code
fIAxn Source code
fIAxnCpp Source code
fIaxn Source code
faxn Source code
faxyzn Source code
forceOfMortality Source code
getDecrements Man page
getDecrements,mdt-method Man page
getFunctionIns Source code
getLifecontingencyPv Man page Source code
getLifecontingencyPvXyz Man page Source code
getOmega Man page
getOmega,actuarialtable-method Man page
getOmega,lifetable-method Man page
getOmega,mdt-method Man page
head,lifetable-method Man page
increasingAnnuity Man page Source code
initialize,actuarialtable-method Man page
initialize,lifetable-method Man page
initialize,mdt-method Man page
intensity2Interest Man page Source code
interest2Discount Man page Source code
interest2Intensity Man page Source code
lifecontingencies Man page
lifecontingencies-package Man page
lifetable-class Man page
mdt-class Man page
mult2sum Source code
mult3sum Source code
mx2qx Man page Source code
mxt Man page Source code
nominal2Real Man page Source code
onAttach Source code
onUnload Source code
plot,lifetable,ANY-method Man page
presentValue Man page Source code
print,actuarialtable-method Man page
print,lifetable-method Man page
print,mdt-method Man page
probs2lifetable Man page Source code
pxt Man page Source code
pxyt Man page Source code
pxyzt Man page Source code
qx2mx Man page Source code
qxToMc Source code
qxdToMc Source code
qxnt Source code
qxt Man page Source code
qxt.ard.asd Source code
qxt.asd.2.ard Source code
qxt.mdt Source code
qxyt Man page Source code
qxyznt Source code
qxyzt Man page Source code
rLife Man page Source code
rLifeContingencies Man page Source code
rLifeContingenciesXyz Man page Source code
rLifexyz Man page Source code
real2Nominal Man page Source code
rmdt Man page Source code
sProb Source code
show,actuarialtable-method Man page
show,lifetable-method Man page
show,mdt-method Man page
soa08 Man page
soa08Act Man page
soaLt Man page
summary,actuarialtable-method Man page
summary,lifetable-method Man page
summary,mdt-method Man page
tableSanitizer Source code
tail,lifetable-method Man page

Files

inst
inst/CITATION
inst/extdata
inst/extdata/italy2000.xlsx
inst/extdata/A62.xlsx
inst/doc
inst/doc/introToLifecontingencies.R
inst/doc/mortality_projection.Rnw
inst/doc/introToLifecontingencies.Rmd
inst/doc/an_introduction_to_lifecontingencies_package.pdf
inst/doc/mortality_projection.pdf
inst/doc/an_introduction_to_lifecontingencies_package.Rnw
inst/doc/mortality_projection.R
inst/doc/an_introduction_to_lifecontingencies_package.R
inst/doc/introToLifecontingencies.pdf
tests
tests/testthat.R
tests/testthat
tests/testthat/testActuarialMathematics.R
tests/testthat/testObjectInitialization.R
tests/testthat/testSimulationFunctions.R
tests/testthat/testDemography.R
tests/testthat/testMultipleLives.R
tests/testthat/testFinancialMathematics.R
src
src/lifecontingenciesRcpp.cpp
src/init.c
src/RcppExports.cpp
NAMESPACE
demo
demo/demography.R
demo/advanced.R
demo/reserving.R
demo/pricing.R
demo/00Index
demo/financialMath.R
NEWS
data
data/soa08Act.rda
data/soa08.rda
data/soaLt.rda
data/SoAISTdata.rda
data/demoJapan.rda
data/AF92Lt.rda
data/demoFrance.rda
data/demoIta.rda
data/demoGermany.rda
data/demoUsa.rda
data/demoChina.rda
data/demoUk.rda
data/demoIta_new.rda
data/demoCanada.rda
data/AM92Lt.rda
R
R/8_mdtFunctions.R
R/7_tomarkovchain.R
R/3_demographicFunctions.R
R/4_financialFunctions.R
R/5_actuarialFunctions.R
R/RcppExports.R
R/6_randomGenerationFunctions.R
R/0_lifetableAndActuarialtableClassesAndMethods.R
R/2_commonMethods.R
R/1_mdtClassesAndMethods.R
R/zzz.R
vignettes
vignettes/mortality_projection.Rnw
vignettes/myVignette.sty
vignettes/introToLifecontingencies.Rmd
vignettes/mystyles.sty
vignettes/lifecontingenciesBiblio.bib
vignettes/lifecon.sty
vignettes/mortalityDatasets.RData
vignettes/an_introduction_to_lifecontingencies_package.Rnw
vignettes/fullpage.sty
README.md
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/getLifeContingencies.Rd
man/soa08Act.Rd
man/pxyt.Rd
man/soa08.Rd
man/actuarialtable-class.Rd
man/mx2qx.Rd
man/Multiple-life-insurances.Rd
man/demoJapan.Rd
man/discount-interest.Rd
man/rLifeContingencies.Rd
man/intensity-interest.Rd
man/axn.Rd
man/demoUk.Rd
man/mdt-class.Rd
man/axn_1.Rd
man/pxt.Rd
man/exn.Rd
man/mxt.Rd
man/demoUsa.Rd
man/demoCanada.Rd
man/exn_1.Rd
man/nominal-real-convertible.Rd
man/AExn.Rd
man/IAxn.Rd
man/demoGermany.Rd
man/Iaxn_1.Rd
man/lifecontingencies-package.Rd
man/soaIllustrativeServiceTable.Rd
man/decreasingAnnuity.Rd
man/Lxt.Rd
man/demoFrance.Rd
man/multiple-life-probabilities.Rd
man/annuity.Rd
man/axyn.Rd
man/Tx.Rd
man/demoChina.Rd
man/qx2mx.Rd
man/probs2lifetable.Rd
man/DAxn.Rd
man/soaLt.Rd
man/Isn.Rd
man/demoIta.Rd
man/UkLifeTables.Rd
man/lifetable-class.Rd
man/getOmega.Rd
man/duration.Rd
man/getDecrements.Rd
man/accumulatedValue.Rd
man/rmdt.Rd
man/increasingAnnuity.Rd
man/presentValue.Rd
man/rLife.Rd
man/rLifeContingenciesXyz.Rd
man/multidecrins.Rd
lifecontingencies documentation built on May 19, 2017, 7:11 p.m.