lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies

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.

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
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

Functions

accumulatedValue Man page
actuarialtable-class Man page
AExn Man page
AF92Lt Man page
AM92Lt Man page
annuity Man page
axn Man page
Axn Man page
Axn.mdt Man page
axyn Man page
Axyn Man page
axyzn Man page
Axyzn Man page
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
convexity Man page
DAxn Man page
decreasingAnnuity Man page
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
duration Man page
dxt Man page
effective2Convertible Man page
exn Man page
Exn Man page
exyt Man page
exyzt Man page
getDecrements Man page
getDecrements,mdt-method Man page
getLifecontingencyPv Man page
getLifecontingencyPvXyz Man page
getOmega Man page
getOmega,actuarialtable-method Man page
getOmega,lifetable-method Man page
getOmega,mdt-method Man page
head,lifetable-method Man page
Iaxn Man page
IAxn Man page
increasingAnnuity Man page
initialize,actuarialtable-method Man page
initialize,lifetable-method Man page
initialize,mdt-method Man page
intensity2Interest Man page
interest2Discount Man page
interest2Intensity Man page
Isn Man page
lifecontingencies Man page
lifecontingencies-package Man page
lifetable-class Man page
Lxt Man page
mdt-class Man page
mx2qx Man page
mxt Man page
nominal2Real Man page
plot,lifetable,ANY-method Man page
presentValue Man page
print,actuarialtable-method Man page
print,lifetable-method Man page
print,mdt-method Man page
probs2lifetable Man page
pxt Man page
pxyt Man page
pxyzt Man page
qx2mx Man page
qxt Man page
qxyt Man page
qxyzt Man page
real2Nominal Man page
rLife Man page
rLifeContingencies Man page
rLifeContingenciesXyz Man page
rLifexyz Man page
rmdt Man page
show,actuarialtable-method Man page
show,lifetable-method Man page
show,mdt-method Man page
soa08 Man page
soa08Act Man page
SoAISTdata Man page
soaLt Man page
summary,actuarialtable-method Man page
summary,lifetable-method Man page
summary,mdt-method Man page
tail,lifetable-method Man page
Tx Man page

Files

lifecontingencies
lifecontingencies/inst
lifecontingencies/inst/CITATION
lifecontingencies/inst/extdata
lifecontingencies/inst/extdata/italy2000.xlsx
lifecontingencies/inst/extdata/A62.xlsx
lifecontingencies/inst/doc
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/mortality_projection.pdf
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/init.c
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/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/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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