Financial and Actuarial Mathematics for Life Contingencies

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Documentation for package ‘lifecontingencies’ version 1.6.3

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A B C D E G H I L M N P Q R S T V

lifecontingencies-package Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.

-- A --

accumulatedValue Function to evaluate the accumulated value.
actuarialtable-class Class '"actuarialtable"'
AExn Endowment, insurance, pure endowment, and survival annuity APVs (shared topic)
AF92Lt Uk AM AF 92 life tables
AM92Lt Uk AM AF 92 life tables
annuity Annuity
arithmetic_variation_insurances Life insurance with arithmetic-variation benefit (increasing/decreasing, fractional claims)
autoplot.lifetable Autoplot a life table
Axn Endowment, insurance, pure endowment, and survival annuity APVs (shared topic)
axn Endowment, insurance, pure endowment, and survival annuity APVs (shared topic)
Axn.mdt Multiple decrement insurances and annuities
axn.mdt Multiple decrement insurances and annuities
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

-- B --

buildMdtFromIndependentRates Build an mdt object from a matrix of independent (ASDT) rates

-- C --

coerce-method Class '"actuarialtable"'
coerce-method Class '"lifetable"'
coerce-method Class '"mdt"'
convertible2Effective Functions to switch from nominal / effective / convertible rates
convexity Compute the duration or the convexity of a series of CF

-- D --

DAxn Life insurance with arithmetic-variation benefit (increasing/decreasing, fractional claims)
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
demoGermany German 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
de_angelis_di_falco Italian Health Insurance Data
discount2Interest Functions to switch from interest to discount rates
duration Compute the duration or the convexity of a series of CF
dxt Functions to evaluate survival, death probabilities and deaths.
dxt-method Functions to evaluate survival, death probabilities and deaths.
dxt-methods Functions to evaluate survival, death probabilities and deaths.

-- E --

effective2Convertible Functions to switch from nominal / effective / convertible rates
endowment_trio Endowment, insurance, pure endowment, and survival annuity APVs (shared topic)
Exn Endowment, insurance, pure endowment, and survival annuity APVs (shared topic)
exn Expected residual life.
exyt Functions to evaluate joint survival probabilities.
exyzt Functions to deals with multiple life models

-- G --

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 Class '"actuarialtable"'
getOmega-method Class '"lifetable"'
getOmega-method Class '"mdt"'

-- H --

head-method Class '"lifetable"'

-- I --

IAxn Life insurance with arithmetic-variation benefit (increasing/decreasing, fractional claims)
Iaxn Increasing annuity life contingencies
increasingAnnuity Increasing annuity.
independentRatesFromMdt Extract the full Associated Single Decrement Table (ASDT) from an mdt object
initialize-method Class '"actuarialtable"'
initialize-method Class '"lifetable"'
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.

-- L --

lifecontingencies Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.
lifetable-class Class '"lifetable"'
Lxt Various demographic functions

-- M --

mdt-class Class '"mdt"'
mdtToLong Convert an mdt to long (time, status) format for survival analysis
median Median age at death of a life table
median-method Median age at death of a life table
modalAge Modal age at death of a life table
mx2qx Mortality rates to Death probabilities
mxt Central mortality rate

-- N --

nominal2Real Functions to switch from nominal / effective / convertible rates

-- P --

plot-method Class '"lifetable"'
plot-method Plot a multiple decrement table
presentValue Present value of a series of cash flows
print-method Class '"actuarialtable"'
print-method Class '"lifetable"'
print-method Class '"mdt"'
probs2lifetable Life table from probabilities
pxt Functions to evaluate survival, death probabilities and deaths.
pxt-method Functions to evaluate survival, death probabilities and deaths.
pxt-methods Functions to evaluate survival, death probabilities and deaths.
pxyt Functions to evaluate joint survival probabilities.
pxyzt Functions to deals with multiple life models

-- Q --

quantile Quantiles of the age-at-death distribution of a life table
quantile-method Quantiles of the age-at-death distribution of a life table
qx2mx Death Probabilities to Mortality Rates
qxt Functions to evaluate survival, death probabilities and deaths.
qxt-method Functions to evaluate survival, death probabilities and deaths.
qxt-methods Functions to evaluate survival, death probabilities and deaths.
qxt.fromQxprime Return Associated single decrement from absolute rate of decrement
qxt.prime.fromMdt Return Associated single decrement from absolute rate of decrement
qxyt Functions to evaluate joint survival probabilities.
qxyzt Functions to deals with multiple life models

-- R --

real2Nominal Functions 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 generate samples from the life contingencies stochastic variables
rLifes Function to generate random future lifetimes
rLifexyz Function to generate random future lifetimes
rmdt Simulate from a multiple decrement table

-- S --

sdxn Variance and standard deviation of the future lifetime
show-method Class '"actuarialtable"'
show-method Class '"lifetable"'
show-method Class '"mdt"'
soa08 Society of Actuaries Illustrative Life Table object.
soa08Act Society of Actuaries Illustrative Life Table with interest rate at 6
SoAISTdata SoA illustrative service table
soaLt Society of Actuaries life table
summary-method Class '"actuarialtable"'
summary-method Class '"lifetable"'
summary-method Class '"mdt"'

-- T --

tail-method Class '"lifetable"'
Tx Various demographic functions

-- V --

varxn Variance and standard deviation of the future lifetime