common: Common Shock Model [msm]
In nathanesau/MSM: Multiple state models
Description
Usage
Format
Details
Description
A multiple state model with states Both Alive, Husband Alive Only, Wife Alive Only, Both Dead
Usage
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Formal class 'msm' [package "MSM"] with 3 slots
..@ name : chr "Common Shock Model"
..@ states: chr [1:4] "Both" "Husband" "Wife" "Dead"
..@ Qxt :List of 16
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0,
A = 1e-04, B = 3e-04, c = 1.075)
A + B * c^(y + t), function (t = 0, x = 0, y = 0, A = 1e-04, D = 0.00035,
c = 1.075)
A + D * c^(x + t), function (t = 0, x = 0, y = 0)
5 * 10^(-5) * t^0))
.. ..$ :function (t = 0, x = 0, y = 0, A = 1e-04, B = 3e-04, c = 1.075)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 104 27 105 33 27 33 104 105
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, A = 1e-04, D = 0.00035, c = 1.075)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 106 27 107 33 27 33 106 107
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 108 27 109 37 27 37 108 109
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 110 27 111 25 27 25 110 111
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t))
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 114 27 115 25 27 25 114 115
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 116 27 117 25 27 25 116 117
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 118 27 119 25 27 25 118 119
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 120 27 121 25 27 25 120 121
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t))
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 124 27 125 25 27 25 124 125
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 126 27 127 25 27 25 126 127
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 128 27 129 25 27 25 128 129
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 130 27 131 25 27 25 130 131
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t))
.. ..- attr(*, "dim")= int [1:2] 4 4
Details
This model is shown in Exercise 8.5 of Actuarial Mathematics for Life Contingent Risks (1st edition)
nathanesau/MSM documentation built on May 23, 2019, 12:18 p.m.
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Description Usage Format Details
Description
A multiple state model with states Both Alive, Husband Alive Only, Wife Alive Only, Both Dead
Usage
1 |
Format
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 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 | Formal class 'msm' [package "MSM"] with 3 slots
..@ name : chr "Common Shock Model"
..@ states: chr [1:4] "Both" "Husband" "Wife" "Dead"
..@ Qxt :List of 16
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0,
A = 1e-04, B = 3e-04, c = 1.075)
A + B * c^(y + t), function (t = 0, x = 0, y = 0, A = 1e-04, D = 0.00035,
c = 1.075)
A + D * c^(x + t), function (t = 0, x = 0, y = 0)
5 * 10^(-5) * t^0))
.. ..$ :function (t = 0, x = 0, y = 0, A = 1e-04, B = 3e-04, c = 1.075)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 104 27 105 33 27 33 104 105
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, A = 1e-04, D = 0.00035, c = 1.075)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 106 27 107 33 27 33 106 107
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 108 27 109 37 27 37 108 109
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 110 27 111 25 27 25 110 111
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t))
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 114 27 115 25 27 25 114 115
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 116 27 117 25 27 25 116 117
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 118 27 119 25 27 25 118 119
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 120 27 121 25 27 25 120 121
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t))
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 124 27 125 25 27 25 124 125
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 126 27 127 25 27 25 126 127
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 128 27 129 25 27 25 128 129
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0)
.. .. ..- attr(*, "srcref")=Class 'srcref' atomic [1:8] 130 27 131 25 27 25 130 131
.. .. .. .. ..- attr(*, "srcfile")=Classes 'srcfilecopy', 'srcfile' <environment: 0x1de5368>
.. ..$ :function (t = 0, x = 0, y = 0, muxt = list(function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t, function (t = 0, x = 0, y = 0)
0 * t))
.. ..- attr(*, "dim")= int [1:2] 4 4
|
Details
This model is shown in Exercise 8.5 of Actuarial Mathematics for Life Contingent Risks (1st edition)
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