annx: Expected value of annuity (matrix form)

In nathanesau/MSM: Multiple state models

Description

Calculates the expected values of annuities whose values depend on transitioning from one state to another

Usage

annx(object, n = 10, x = 0, h = 1/12, delta = log(1.05), dis = 0,
  joint = FALSE, y = 0)

Arguments

object	An object of class msm
n	The number of years for the annuity
x	The age of the individual
h	The time step used in the approximation
delta	The force of interest (continuously compounded interest rate)
dis	Indicates that the annuity is discrete (with period h). By default, continuous annuities are calculated
joint	Indicates whether the annuity depends on two lives
y	The age of the second individual if the model is joint

Value

A matrix of expected values for annuities

nathanesau/MSM documentation built on May 23, 2019, 12:18 p.m.