Man pages for nathanesau/stocins
Stochastic Interest Rate Models for Life Insurance

ann.evExpected value of annuity
ann.varVariance of annuity
ar1The AR(1) Process
armaThe ARMA(2,1) Process
CdnPop2016Canadian Population Table for 2016
determDeterministic interest rate
endowportEndowment insurance portfolio (identical policies)
endowsingleSingle endowment insurance product
FemaleMort82CA Male Mortality rates from 1980-1982 * 0.9
FemaleMort82ReducedCA Male Mortality rates from 1980-1982 * 0.75
FemaleMort91CA Female Mortality rates from 1990-1992
igroupGroup of Insurance Portfolios
insuranceInsurance product
iportInsurance portfolio (identical policies)
iratemodelInterest Rate Model
isingleSingle insurance product
MaleMort82CA Male Mortality rates from 1980-1982
MaleMort82ReducedCA Male Mortality rates from 1980-1982 * 0.8
MaleMort91CA Male Mortality rates from 1990-1992
mortassumptionsMortality Assumptions
ouThe Ornstein-Uhlenbeck Process
returns91Investment Returns from 1991 to 2017
secondSecond Order Stochastic Differential Equation
termportTerm insurance portfolio (identical policies)
termsingleSingle term insurance product
wienerThe Wiener Process
nathanesau/stocins documentation built on May 23, 2017, 10:34 a.m.