AnnuityRIR1.0-0 package

Annuity Random Interest Rates

plot_PVs_pre

Plot the present expected values of an nn-payment annuity, with payme...

PV_post_artan

Compute present expected value of an nn-payment annuity, with payment...

beta_parameters

Compute the parameters of the beta distribution and plot normalized da...

FV_post_artan

Compute the final expected value of an nn-payment annuity, with payme...

FV_post_beta_kmom

Compute the final expected value of an nn-payment annuity, with payme...

FV_post_mood

Compute the final expected value of an nn-payment annuity, with payme...

FV_post_norm_kmom

Compute the final expected value of an nn-payment annuity, with payme...

FV_post_quad

Compute the final expected value of an nn-payment annuity, with payme...

PV_post_cubic

Compute the present expected value of an nn-payment annuity, with pay...

FV_pre_artan

Compute the final expected value of an n-payment annuity, with payment...

FV_pre_beta_kmom

Compute the final expected value of an nn-payment annuity, with payme...

FV_pre_mood

Compute the final expected value of an nn-payment annuity, with payme...

FV_pre_norm_kmom

Compute the final expected value of an nn-payment annuity, with payme...

FV_pre_quad

Compute the final expected value of an nn-payment annuity, with payme...

moment

Compute the exact moments of a distribution.

norm_mom

Fit the data to a normal curve and compute the moments of the normal d...

norm_test_jb

Compute the Jarque-Bera test for checking the assumption of normality ...

plot_FV_post_beta_kmom

Plot the final expected value of an nn-payment annuity, with payments...

plot_FV_post_norm_kmom

Plot the final expected value of an nn-payment annuity, with payments...

plot_FV_pre_beta_kmom

Plot the final expected value of an nn-payment annuity, with payments...

plot_FV_pre_norm_kmom

Plot the final expected value of an nn-payment annuity, with payments...

plot_FVs_post

Plot the final expected values of an nn-payment annuity, with payment...

plot_FVs_pre

Plot the final expected values of an nn-payment annuity, with payment...

plot_PVs_post

Plot the present expected values of an nn-payment annuity, with payme...

PV_post_exact

Computes the present value of an annuity-immediate considering only no...

PV_post_mood_nm

Compute the present expected value of an nn-payment annuity, with pay...

PV_post_mood_pm

Compute the present expected value of an nn-payment annuity, with pay...

PV_post_triang_3

Compute the present value of an annuity-immediate considering only non...

PV_post_triang_dis

Compute the present value of an annuity-immediate considering only non...

PV_pre_artan

Compute the present expected value of an nn-payment annuity, with pay...

PV_pre_cubic

Compute the present expected value of an nn-payment annuity, with pay...

PV_pre_exact

Compute the present value of an annuity-due considering only non-centr...

PV_pre_mood_nm

Compute the present expected value of an nn-payment annuity, with pay...

PV_pre_mood_pm

Compute the present expected value of an nn-payment annuity, with pay...

PV_pre_triang_3

Compute the present value of an annuity-due considering only non-centr...

PV_pre_triang_dis

Compute the present value of an annuity-due considering only non-centr...

triangular_moments_3

Compute the negatives moments (different from orders 1 and 2) of the f...

triangular_moments_3_U

Compute the negatives moments (different from orders 1 and 2) of the f...

triangular_moments_dis

Compute the negative moments of the fitted triangular distribution of ...

triangular_moments_dis_U

Compute the negative moments of the fitted triangular distribution of ...

triangular_parameters

Compute the parameters and plot the fitted triangular distribution of ...

triangular_parameters_U

Return the parameters of the fitted triangular distribution of the ran...

variance_drv

Compute the variance of the present value of an annuity using "discret...

variance_post_mood_nm

Compute the variance of the present value of an annuity-immediate usin...

variance_post_mood_pm

Compute the variance of the present value of an annuity-immediate usin...

variance_pre_mood_nm

Compute the variance of the present value of an annuity-due using the ...

variance_pre_mood_pm

Compute the variance of the present value of an annuity-due using the ...

Annuity Random Interest Rates proposes different techniques for the approximation of the present and final value of a unitary annuity-due or annuity-immediate considering interest rate as a random variable. Cruz Rambaud et al. (2017) <doi:10.1007/978-3-319-54819-7_16>. Cruz Rambaud et al. (2015) <doi:10.23755/rm.v28i1.25>.

  • Maintainer: Fabrizio Maturo
  • License: GPL (>= 2)
  • Last published: 2017-11-03