multiple life probabilities | R Documentation |
These functions evaluate multiple life survival probabilities, either for joint or last life status. Arbitrary life probabilities can be generated as well as random samples of lifes.
exyzt(tablesList, x, t = Inf, status = "joint", type = "Kx", ...)
pxyzt(tablesList, x, t, status = "joint",
fractional=rep("linear", length(tablesList)), ...)
qxyzt(tablesList, x, t, status = "joint",
fractional=rep("linear",length(tablesList)), ...)
tablesList |
A list whose elements are either |
x |
A vector of the same size of tableList that contains the initial ages. |
t |
The duration. |
status |
Either |
type |
Either |
fractional |
Assumptions for fractional age. One of |
... |
Options to be passed to |
These functions extends pxyt
family to an arbitrary number of life contingencies.
An estimate of survival / death probability or expected lifetime, or a matrix of ages.
The procedure is experimental.
Giorgio Alfredo, Spedicato
Broverman, S.A., Mathematics of Investment and Credit (Fourth Edition), 2008, ACTEX Publications.
pxt
,exn
#assessment of curtate expectation of future lifetime of the joint-life status
#generate a sample of lifes
data(soaLt)
soa08Act=with(soaLt, new("actuarialtable",interest=0.06,x=x,lx=Ix,name="SOA2008"))
tables=list(males=soa08Act, females=soa08Act)
xVec=c(60,65)
test=rLifexyz(n=50000, tablesList = tables,x=xVec,type="Kx")
#check first survival status
t.test(x=apply(test,1,"min"),mu=exyzt(tablesList=tables, x=xVec,status="joint"))
#check last survival status
t.test(x=apply(test,1,"max"),mu=exyzt(tablesList=tables, x=xVec,status="last"))
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