rLifeContingencies: Function to generate samples from the life contingencies...

In lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies

Function to generate samples from the life contingencies stochastic variables

Description

Function to generate samples from the life contingencies stochastic variables

Usage

rLifeContingencies(
  n,
  lifecontingency,
  object,
  x,
  t,
  i = object@interest,
  m = 0,
  k = 1,
  parallel = FALSE,
  nthreads = NULL,
  payment = "advance"
)

rLifeContingenciesXyz(
  n,
  lifecontingency,
  tablesList,
  x,
  t,
  i,
  m = 0,
  k = 1,
  status = "joint",
  parallel = FALSE,
  nthreads = NULL,
  payment = "advance"
)

Arguments

n	Size of sample
lifecontingency	A character string, either "Exn", "Axn", "axn", "IAxn" or "DAxn"
object	An actuarialtable object.
x	Policyholder's age at issue time; for rLifeContingenciesXyz a numeric vector of the same length of object, containing the policyholders' ages
t	The lenght of the insurance. Must be specified according to the present value of benefits definition.
i	The interest rate, whose default value is the actuarialtable interest rate slot value.
m	Deferring period, default value is zero.
k	Fractional payment, default value is 1.
parallel	Request multi-threaded (OpenMP) computation of the per-sample payoff. This is opt-in twice: it has an effect only if parallel = TRUE and the option options(lifecontingencies.openmp = TRUE) has been set by the user; otherwise the (already vectorised) sequential kernel is used. It is also a no-op when the installed binary was built without OpenMP support (see lifecontingencies:::.hasOpenMP()). Simulated lifetimes are drawn in R before the parallel region, so results are identical with and without parallelisation for a given seed.
nthreads	Number of OpenMP threads used when parallelisation is active. Defaults to NULL, which falls back to getOption("lifecontingencies.nthreads", 2L); it is never set automatically to the number of available cores.
payment	The Payment type, either "advance" for the annuity due (default) or "arrears" for the annuity immediate. Alternatively, one can use "due" or "immediate" respectively (can be abbreviated).
tablesList	A list of actuarialtable objects
status	Either "joint" for the joint-life status model or "last" for the last-survivor status model (can be abbreviated).

Value

A numeric vector

Examples

## Not run: 
	#assumes SOA example life table to be load
	data(soaLt)
	soa08Act=with(soaLt, new("actuarialtable",interest=0.06, x=x,lx=Ix,name="SOA2008"))
	out<-rLifeContingencies(n=1000, lifecontingency="Axn",object=soa08Act, x=40,
	t=getOmega(soa08Act)-40, m=0)
	APV=Axn(soa08Act,x=40)
	#check if out distribution is unbiased
	t.test(x=out, mu=APV)$p.value>0.05

## End(Not run)
## Not run: 
data(soa08Act)
n=10000
lifecontingency="Axyz"
tablesList=list(soa08Act,soa08Act)
x=c(60,60); i=0.06; m=0; status="joint"; t=30; k=1
APV=Axyzn(tablesList=tablesList,x=x,n=t,m=m,k=k,status=status,type="EV")
samples<-rLifeContingenciesXyz(n=n,lifecontingency = lifecontingency,tablesList = tablesList,
x=x,t=t,m=m,k=k,status=status, parallel=FALSE)
APV
mean(samples)

## End(Not run) 

lifecontingencies documentation built on Oct. 10, 2026, 9:06 a.m.