lifecontingencies1.4.3 package

Financial and Actuarial Mathematics for Life Contingencies

accumulatedValue

Function to evaluate the accumulated value.

actuarialtable-class

Class "actuarialtable"

annuity

Annuity function

arithmetic_variation_insurances

Life insurance with arithmetic-variation benefit (increasing/decreasin...

axyn

Functions to evaluate life insurance and annuities on two heads.

decreasingAnnuity

Function to evaluate decreasing annuities.

discount-interest

Functions to switch from interest to discount rates

duration

Compute the duration or the convexity of a series of CF

endowment_trio

Endowment, insurance, pure endowment, and survival annuity APVs (share...

exn

Expected residual life.

getDecrements

Function to return the decrements defined in the mdt class

getLifeContingencies

Functions to obtain the present value of a life contingency given the ...

getOmega

Function to return the terminal age of a life table.

Iaxn_1

Increasing annuity life contingencies

increasingAnnuity

Increasing annuity.

intensity-interest

Functions to switch from interest to intensity and vice versa.

Isn

Function to calculated accumulated increasing annuity future value.

lifecontingencies-package

Package to perform actuarial mathematics on life contingencies and cla...

lifetable-class

Class "lifetable"

mdt-class

Class "mdt"

multidecrins

Multiple decrement life insurance

Multiple-life-insurances

Multiple lifes insurances and annuities

multiple-life-probabilities

Functions to deals with multiple life models

mx2qx

Mortality rates to Death probabilities

mxt

Central mortality rate

nominal-real-convertible

Functions to switch from nominal / effective / convertible rates

other-demographic-functions

Various demographic functions

presentValue

Present value of a series of cash flows.

probs2lifetable

Life table from probabilities

pxt

Functions to evaluate survival, death probabilities and deaths.

pxyt

Functions to evaluate joint survival probabilities.

qx2mx

Death Probabilities to Mortality Rates

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

rLifeContingencies

Function to generate samples from the life contingencies stochastic va...

rLifes

Function to generate random future lifetimes

rmdt

Simulate from a multiple decrement table

soaIllustrativeServiceTable

SoA illustrative service table

UkLifeTables

Uk AM AF 92 life tables

Classes and methods that allow the user to manage life table, actuarial tables (also multiple decrements tables). Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein. See Spedicato (2013) <doi:10.18637/jss.v055.i10>.

  • Maintainer: Giorgio Alfredo Spedicato
  • License: MIT + file LICENSE
  • Last published: 2025-09-18