pV: Present value of the future payments vector.
In acanadis/provision: Statistical Models for Claim Reserving
Description
Usage
Arguments
Value
Description
Calculate the present value of the future payments vector.
Usage
1
pV(object, yieldCurve)
Arguments
object
Output from separateProvision or glmProvision functions.
yieldCurve
Vector with the interest rate for the following years.
Value
A list of 4 elements with:
-
actualpayments Present value of the payment per origin year.
-
totactpay Present value of the total payment.
-
yieldCurve Input vector with interest rates.
-
fpv Input vector with the future payments per origin year.
acanadis/provision documentation built on May 5, 2019, 3:54 p.m.
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Description Usage Arguments Value
Description
Calculate the present value of the future payments vector.
Usage
1 | pV(object, yieldCurve)
|
Arguments
object |
Output from |
yieldCurve |
Vector with the interest rate for the following years. |
Value
A list of 4 elements with:
-
actualpaymentsPresent value of the payment per origin year. -
totactpayPresent value of the total payment. -
yieldCurveInput vector with interest rates. -
fpvInput vector with the future payments per origin year.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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