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.

AuthorGiorgio Alfredo Spedicato [cre,aut], Reinhold Kainhofer [ctb], Kevin J. Owens [ctb], Christophe Dutang [ctb], Ernesto Schirmacher[ctb]
Date of publication2016-07-07 23:42:28
MaintainerGiorgio Alfredo Spedicato <spedicato_giorgio@yahoo.it>
LicenseGPL-2
Version1.2.1
http://github.com/spedygiorgio/lifecontingencies

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

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