Man pages for nathanesau/stocins
Stochastic Interest Rate Models for Life Insurance
| ann.ev | Expected value of annuity |
| ann.var | Variance of annuity |
| ar1 | The AR(1) Process |
| arma | The ARMA(2,1) Process |
| CdnPop2016 | Canadian Population Table for 2016 |
| determ | Deterministic interest rate |
| endowport | Endowment insurance portfolio (identical policies) |
| endowsingle | Single endowment insurance product |
| FemaleMort82 | CA Male Mortality rates from 1980-1982 * 0.9 |
| FemaleMort82Reduced | CA Male Mortality rates from 1980-1982 * 0.75 |
| FemaleMort91 | CA Female Mortality rates from 1990-1992 |
| igroup | Group of Insurance Portfolios |
| insurance | Insurance product |
| iport | Insurance portfolio (identical policies) |
| iratemodel | Interest Rate Model |
| isingle | Single insurance product |
| MaleMort82 | CA Male Mortality rates from 1980-1982 |
| MaleMort82Reduced | CA Male Mortality rates from 1980-1982 * 0.8 |
| MaleMort91 | CA Male Mortality rates from 1990-1992 |
| mortassumptions | Mortality Assumptions |
| ou | The Ornstein-Uhlenbeck Process |
| returns91 | Investment Returns from 1991 to 2017 |
| second | Second Order Stochastic Differential Equation |
| termport | Term insurance portfolio (identical policies) |
| termsingle | Single term insurance product |
| wiener | The Wiener Process |
