iport: Insurance portfolio (identical policies)

Description Usage References

Description

A portfolio of c identical term or endowment policies. The termport and endowport classes implement the functions for the present value of benefit random variable. See the insurance class for details and examples on how to use this class.

Usage

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z.moment.iport(moment, ins, mort, irm)

## S3 method for class 'iport'
z.insrisk(ins, mort, irm)

## S3 method for class 'iport'
z.invrisk(ins, mort, irm)

## S3 method for class 'iport'
z.pdf(z, ins, mort, irm)

References

Parker, Gary. An application of stochastic interest rate models in life assurance. Diss. Heriot-Watt University, 1992.


nathanesau/stocins documentation built on May 23, 2019, 12:19 p.m.