Financial and Actuarial Mathematics for Life Contingencies
Function to evaluate the accumulated value.
Class "actuarialtable"
Function to evaluate the n-year endowment insurance
Annuity function
Function to evaluate life insurance.
Annuity immediate and due function.
Functions to evaluate life insurance and annuities on two heads.
Decreasing life insurance
Function to evaluate decreasing annuities.
Functions to switch from interest to discount rates
Compute the duration or the convexity of a series of CF
Expected residual life.
Function to return the decrements defined in the mdt class
Functions to obtain the present value of a life contingency given the ...
Function to return the terminal age of a life table.
Increasing annuity life contingencies
Increasing life insurance
Increasing annuity.
Functions to switch from interest to intensity and vice versa.
Function to calculated accumulated increasing annuity future value.
Package to perform actuarial mathematics on life contingencies and cla...
Class "lifetable"
Class "mdt"
Multiple decrement life insurance
Multiple lifes insurances and annuities
Functions to deals with multiple life models
Mortality rates to Death probabilities
Central mortality rate
Functions to switch from nominal / effective / convertible rates
Various demographic functions
Present value of a series of cash flows.
Life table from probabilities
Function to evaluate the pure endowment
Functions to evaluate survival, death probabilities and deaths.
Functions to evaluate joint survival probabilities.
Death Probabilities to Mortality Rates
Return Associated single decrement from absolute rate of decrement
Function to generate samples from the life contingencies stochastic va...
Function to generate random future lifetimes
Simulate from a multiple decrement table
SoA illustrative service table
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>.
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