rpv-Pool-method: rpv

In merlinoa/diehard3000: Simulate Survival Contingent Benefits using Actuarial Life Tables

Description

Simulates the present value of the life insurance benefit for each Life in the Pool object.

Usage

## S4 method for signature 'Pool'
rpv(object, n, interest)

Arguments

object	object of class Pool
n	number of observations
interest	vector of annual interest rates. e.g. you can use the CIR() funtion to simulate interest rates in accordance with the Cox Ingersoll Ross process.

Examples

rpv(object = Pool(),
    n = 5,
    interest = Interest(t = 10, rate = 0.04))
rpv(object = Pool(),
    n = 5, 
    interest = Interest(t = 1:10, rate = rcir(n = 10, r = 0.01, b = 0.04, a = 1, s = 0.05))
    )

merlinoa/diehard3000 documentation built on May 22, 2019, 6:52 p.m.