Package: lifecontingencies 1.3.12

Giorgio Alfredo Spedicato

lifecontingencies: Financial and Actuarial Mathematics for Life Contingencies

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>.

Authors:Giorgio Alfredo Spedicato [aut, cre], Christophe Dutang [ctb], Reinhold Kainhofer [ctb], Kevin J Owens [ctb], Ernesto Schirmacher [ctb], Gian Paolo Clemente [ctb], Ivan Williams [ctb]

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lifecontingencies.pdf |lifecontingencies.html✨
lifecontingencies/json (API)
NEWS

# Install 'lifecontingencies' in R:
install.packages('lifecontingencies', repos = c('https://spedygiorgio.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/spedygiorgio/lifecontingencies/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • AF92Lt - Uk AM AF 92 life tables
  • AM92Lt - Uk AM AF 92 life tables
  • SoAISTdata - SoA illustrative service table
  • de_angelis_di_falco - Italian Health Insurance Data
  • 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
  • soa08 - Society of Actuaries Illustrative Life Table object.
  • soa08Act - Society of Actuaries Illustrative Life Table with interest rate at 6
  • soaLt - Society of Actuaries life table

On CRAN:

actuarialfinanciallife-contingencieslife-insurance

7.41 score 59 stars 147 scripts 2.5k downloads 62 exports 16 dependencies

Last updated 1 months agofrom:40c811e820. Checks:ERROR: 1 WARNING: 8. Indexed: yes.

TargetResultDate
Doc / VignettesFAILOct 29 2024
R-4.5-win-x86_64WARNINGOct 29 2024
R-4.5-linux-x86_64WARNINGOct 29 2024
R-4.4-win-x86_64WARNINGOct 29 2024
R-4.4-mac-x86_64WARNINGOct 29 2024
R-4.4-mac-aarch64WARNINGOct 29 2024
R-4.3-win-x86_64WARNINGOct 29 2024
R-4.3-mac-x86_64WARNINGOct 29 2024
R-4.3-mac-aarch64WARNINGOct 29 2024

Exports:accumulatedValueAExnannuityaxnAxnAxn.mdtaxynAxynaxyznAxyzncoerceconvertible2EffectiveconvexityDAxndecreasingAnnuitydiscount2Interestdurationdxteffective2ConvertibleexnExnexytexyztgetDecrementsgetLifecontingencyPvgetLifecontingencyPvXyzgetOmegaheadIaxnIAxnincreasingAnnuityintensity2Interestinterest2Discountinterest2IntensityIsnLxtmx2qxmxtnominal2RealplotpresentValueprintprobs2lifetablepxtpxytpxyztqx2mxqxtqxt.fromQxprimeqxt.prime.fromMdtqxytqxyztreal2NominalrLiferLifeContingenciesrLifeContingenciesXyzrLifexyzrmdtshowsummarytailTx

Dependencies:clicpp11expmglueigraphlatticelifecyclemagrittrmarkovchainMatrixpkgconfigRcppRcppArmadilloRcppParallelrlangvctrs

Readme and manuals

Help Manual

Help pageTopics
Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.lifecontingencies-package lifecontingencies
Function to evaluate the accumulated value.accumulatedValue
Class '"actuarialtable"'actuarialtable-class coerce,actuarialtable,data.frame-method coerce,actuarialtable,numeric-method getOmega,actuarialtable-method initialize,actuarialtable-method print,actuarialtable-method show,actuarialtable-method summary,actuarialtable-method
Function to evaluate the n-year endowment insuranceAExn
Annuity functionannuity
Annuity immediate and due function.axn
Function to evaluate life insurance.Axn
Multiple decrement life insuranceAxn.mdt
Functions to evaluate life insurance and annuities on two heads.Axyn axyn
Multiple lifes insurances and annuitiesAxyzn axyzn
Decreasing life insuranceDAxn
Italian Health Insurance Datade_angelis_di_falco
Function to evaluate decreasing annuities.decreasingAnnuity
Canada Mortality Rates for UP94 SeriesdemoCanada
China Mortality Rates for life table constructiondemoChina
French population life tablesdemoFrance
German population life tablesdemoGermany
Italian population life tables for males and femalesdemoIta
Japan Mortality Rates for life table constructiondemoJapan
UK life tablesdemoUk
United States Social Security life tablesdemoUsa
Compute the duration or the convexity of a series of CFconvexity duration
Expected residual life.exn
Function to evaluate the pure endowmentExn
Function to return the decrements defined in the mdt classgetDecrements
Functions to obtain the present value of a life contingency given the time to deathgetLifecontingencyPv getLifecontingencyPvXyz
Function to return the terminal age of a life table.getOmega
Increasing annuity life contingenciesIaxn
Increasing life insuranceIAxn
Increasing annuity.increasingAnnuity
Functions to switch from interest to intensity and vice versa.intensity2Interest interest2Intensity
Functions to switch from interest to discount ratesdiscount2Interest interest2Discount
Function to calculated accumulated increasing annuity future value.Isn
Class '"lifetable"'coerce,data.frame,lifetable-method coerce,lifetable,data.frame-method coerce,lifetable,markovchainList-method coerce,lifetable,numeric-method getOmega,lifetable-method head,lifetable-method initialize,lifetable-method lifetable-class plot,lifetable,ANY-method print,lifetable-method show,lifetable-method summary,lifetable-method tail,lifetable-method
Various demographic functionsLxt Tx
Class '"mdt"'coerce,mdt,data.frame-method coerce,mdt,markovchainList-method getDecrements,mdt-method getOmega,mdt-method initialize,mdt-method mdt-class print,mdt-method show,mdt-method summary,mdt-method
Functions to deals with multiple life modelsexyzt pxyzt qxyzt
Mortality rates to Death probabilitiesmx2qx
Central mortality ratemxt
Functions to switch from nominal / effective / convertible ratesconvertible2Effective effective2Convertible nominal2Real real2Nominal
Present value of a series of cash flows.presentValue
Life table from probabilitiesprobs2lifetable
Functions to evaluate survival, death probabilities and deaths.dxt pxt qxt
Functions to evaluate joint survival probabilities.exyt pxyt qxyt
Death Probabilities to Mortality Ratesqx2mx
Return Associated single decrement from absolute rate of decrementqxt.fromQxprime qxt.prime.fromMdt
Function to generate samples from the life contingencies stochastic variablesrLifeContingencies rLifeContingenciesXyz
Function to generate random future lifetimesrLife rLifes rLifexyz
Simulate from a multiple decrement tablermdt
Society of Actuaries Illustrative Life Table object.soa08
Society of Actuaries Illustrative Life Table with interest rate at 6soa08Act
SoA illustrative service tableSoAISTdata
Society of Actuaries life tablesoaLt
Uk AM AF 92 life tablesAF92Lt AM92Lt