A package to perform actuarial mathematics for life contingencies insurances


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Documentation for package ‘lifecontingencies’ version 1.0.6

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lifecontingencies-package Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.
accumulatedValue Function to evaluate the accumulated value.
actuarialtable-class Class '"actuarialtable"'
AExn Function to evaluate the n-year endowment insurance
AF92Lt Uk AM AF 92 life tables
AM92Lt Uk AM AF 92 life tables
annuity Annuity function
Axn Function to evaluate life insurance.
axn Annuity immediate and due function.
Axyn Functions to evaluate life insurance and annuities on two heads.
axyn Functions to evaluate life insurance and annuities on two heads.
Axyzn Multiple lifes insurances and annuities
axyzn Multiple lifes insurances and annuities
coerce-method Methods for Function 'coerce'
coerce-method Class '"lifetable"'
coerce-methods Methods for Function 'coerce'
convertible2Effective Function to switch from nominal / effective / convertible rates
convexity Functions to evaluate duration and convexity
DAxn Decreasing life insurance
decreasingAnnuity Function to evaluate decreasing annuities.
demoCanada Canada Mortality Rates for UP94 Series
demoChina China Mortality Rates for life table construction
demoFrance French population life tables
demoIta Italian population life tables for males and females
demoJapan Japan Mortality Rates for life table construction
demoUk UK life tables
demoUsa United States Social Security life tables
discount2Interest Functions to switch from interest to discount rates
duration Functions to evaluate duration and convexity
dxt Functions to evaluate survival, death probabilities and deaths.
effective2Convertible Function to switch from nominal / effective / convertible rates
Exn Function to evaluate the pure endowment.
exn Function/method to calculate the expected life.
exyt Functions to evaluate joint survival probabilities.
exyzt Functions to deals with multiple life models
getDecrements Function to return the decrements defined in the mdt class
getDecrements-method Class '"mdt"'
getLifecontingencyPv Functions to obtain the present value of a life contingency given the time to death
getLifecontingencyPvXyz Functions to obtain the present value of a life contingency given the time to death
getOmega Function to return the terminal age of a life table.
getOmega-method Method to obtain the omega age within a life table
getOmega-method Class '"mdt"'
getOmega-methods Method to obtain the omega age within a life table
head-method Methods for Function 'head' in Package 'lifecontingencies'
head-methods Methods for Function 'head' in Package 'lifecontingencies'
IAxn Increasing life insurance
Iaxn Increasing annuity life contingencies
increasingAnnuity Increasing annuity.
initialize-method Class '"mdt"'
intensity2Interest Functions to switch from interest to intensity and vice versa.
interest2Discount Functions to switch from interest to discount rates
interest2Intensity Functions to switch from interest to intensity and vice versa.
Isn Function to calculated accumulated increasing annuity future value.
lifecontingencies Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.
lifetable-class Class '"lifetable"'
Lxt Number of person - years lived.
mdt-class Class '"mdt"'
mxt Central mortality rate.
nominal2Real Function to switch from nominal / effective / convertible rates
plot-method Methods for Function 'plot'
plot-methods Methods for Function 'plot'
presentValue Present value of a series of cash flows.
print-method Class '"actuarialtable"'
print-method Class '"mdt"'
print-method Print method for 'lifetable' objects
probs2lifetable Life table from probabilities
pxt Functions to evaluate survival, death probabilities and deaths.
pxyt Functions to evaluate joint survival probabilities.
pxyzt Functions to deals with multiple life models
qxt Functions to evaluate survival, death probabilities and deaths.
qxyt Functions to evaluate joint survival probabilities.
qxyzt Functions to deals with multiple life models
real2Nominal Function to switch from nominal / effective / convertible rates
rLife Function to generate random future lifetimes
rLifeContingencies Function to generate samples from the life contingencies stochastic variables.
rLifeContingenciesXyz Function to return samples from lifecontingencies on multiple heads
rLifexyz Functions to deals with multiple life models
show-method Class '"mdt"'
show-method Methods for Function 'show'
show-methods Methods for Function 'show'
soa08 Society of Actuaries life table actuarial object.
soa08Act Society of Actuaries tables to perform life contingencies calculations.
SoAISTdata SoA illustrative service table
soaLt Society of Actuaries life table.
summary-method Class '"actuarialtable"'
summary-method Class '"lifetable"'
tail-method Methods for Function 'tail' in Package 'lifecontingencies'
tail-methods Methods for Function 'tail' in Package 'lifecontingencies'
Tx Number of person-years lived after exact age x