Description Usage Format Details
A multiple state model with states Alive, Disabled and Dead
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 | Formal class 'msm' [package "MSM"] with 3 slots
..@ name : chr "Accidental Death Model"
..@ states: chr [1:3] "Alive" "Accidental" "Other"
..@ Qxt :List of 9
.. ..$ :function (t = 0, x = 0, muxt = list(function (t = 0, x = 0, A = 5e-04,
B = 7.6e-05, c = 1.09)
A + B * c^(x + t), function (t = 0, x = 0)
10^(-5)))
.. ..$ :function (t = 0, x = 0, A = 5e-04, B = 7.6e-05, c = 1.09)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 36 26 37 32 26 32 36 37
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 38 26 39 27 26 27 38 39
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, a1 = 4e-04, b1 = 3.4674e-06, c1 = 0.138155)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 40 26 41 24 26 24 40 41
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, muxt = list(function (t = 0, x = 0, a1 = 4e-04,
b1 = 3.4674e-06, c1 = 0.138155)
0 * t, function (t = 0, x = 0, a2 = 5e-04, b2 = 7.5858e-05, c2 = 0.087498)
0 * t))
.. ..$ :function (t = 0, x = 0, a2 = 5e-04, b2 = 7.5858e-05, c2 = 0.087498)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 44 26 45 24 26 24 44 45
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 46 26 47 24 26 24 46 47
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 48 26 49 24 26 24 48 49
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, muxt = list(function (t = 0, x = 0)
0 * t, function (t = 0, x = 0)
0 * t))
.. ..- attr(*, "dim")= int [1:2] 3 3
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This model is shown in Exercise 8.1 of Actuarial Mathematics for Life Contingent Risks (1st edition)
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