lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies

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

Author
Giorgio Alfredo Spedicato [cre,aut], Reinhold Kainhofer [ctb], Kevin J. Owens [ctb], Christophe Dutang [ctb], Ernesto Schirmacher[ctb]
Date of publication
2016-07-07 23:42:28
Maintainer
Giorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it>
License
GPL-2
Version
1.2.1
URLs

View on CRAN

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

Files in this package

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