Nothing
#__________________________________________________
#test file
require(lifecontingencies)
#__________________________________________________
tol <- (.Machine$double.eps)^(1/3)
#see file R/testfunc-financial.R
getrentest <- lifecontingencies:::getrentest
getcapitalst <- lifecontingencies:::getcapitalst
getrentestthly <- lifecontingencies:::getrentestthly
getcapitalstthly <- lifecontingencies:::getcapitalstthly
#US life table 1979-1981 p 60 Actuarial mathematics
x <- 0:109
lx <- c(100000,
98000+ c(740, 648, 584, 535, 495, 459, 426, 396, 370, 347, 328, 309, 285, 248, 196, 129, 047),
97000+ c(953, 851, 741, 623, 499, 370, 240, 110),
96000+ c(982, 856, 730, 604, 477, 350, 220, 88),
95000+ c(951, 808, 655, 492, 317, 129),
94000+ c(926, 706, 465, 201),
93000+ c(913, 599, 256),
92000+ c(882, 472, 21), 91526, 90986, 90402, 89771, 89087, 88348, 87551, 86695, 85776, 84789,
83726, 82726, 81348, 80024, 78609, 77107, 75520, 73846, 72082, 70218, 68248, 66165, 63972, 61673,
59279, 56799, 54239, 51599, 48878, 46071, 43180, 40208, 37172, 34095, 31012, 27960, 24961, 22038,
19235, 16598, 14154, 11908, 9863, 8032, 6424, 5043, 3884, 2939, 2185, 1598, 1150, 815, 570, 393,
267, 179, 119, 78, 51, 33)
usLT7981 <- data.frame(x=x, lx=lx)
USLT7981 <- new("lifetable", x=x, lx=lx)
#__________________________________________________
#death capital life insurance
i <- 3/100
x <- 10
m <- 0
n <- 10
#defered of m period, temporary of n period at age x
stopifnot(
sum(
sapply(c(0, 5, 10, 15, 20, 25, 30), function(x)
sapply(1:10, function(m)
sum(abs(
sapply(1:10, function(n)
getcapitalst(usLT7981$lx, x=x, K=1, nu=1/(1+i), s=m, t=n) - Axn(USLT7981, x=x, n=n, m=m, k=1, i=i)
)))
))
)< tol
)
#__________________________________________________
#death capital life insurance (monthly)
i <- 3/100
x <- 0
m <- 0
n <- 1
sum(
sapply(c(0, 5, 10, 15, 20, 25, 30), function(x)
abs(
getcapitalstthly(usLT7981$lx, x=x, K=1, nu=1/(1+i), s=m, t=n, k=12, frac="linear") - Axn(USLT7981, x=x, n=n, m=m, k=12, i=i)
)
)
)< tol
#__________________________________________________
#annuity life insurance (monthly)
i <- 3/100
x <- 20
m <- 0
n <- 2
#anticipated
sum(
sapply(1:10, function(m)
sapply(1:10, function(n)
abs(getrentestthly(usLT7981$lx, x=x, R=1, nu=1/(1+i), s=m, t=n, k=12, frac="linear", anticipated=TRUE) - axn(USLT7981, x=x, n=n, m=m, k=12, i=i, pay="due") )
)
)
)< tol
#delayed
sum(abs(
sapply(1:10, function(m)
sapply(1:10, function(n)
getrentestthly(usLT7981$lx, x=x, R=1, nu=1/(1+i), s=m, t=n, k=12, frac="linear", anticipated=FALSE) - axn(USLT7981, x=x, n=n, m=m, k=12, i=i, pay="immediate")
)
)
)) < tol
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.