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The lifecontingencies package

Classes and methods for managing life tables (for single and multiple decrements) and actuarial tables. Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein.

Install the current release from CRAN:

install.packages('lifecontingencies')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/lifecontingencies')

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Install

install.packages('lifecontingencies')

Monthly Downloads

1,837

Version

1.3.12

License

MIT + file LICENSE

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Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

September 29th, 2024

Functions in lifecontingencies (1.3.12)

United States Social Security life tables

Function to evaluate life insurance.

Japan Mortality Rates for life table construction

Expected residual life.

multiple life probabilities

Functions to deals with multiple life models

intensity2Interest

Functions to switch from interest to intensity and vice versa.

Compute the duration or the convexity of a series of CF

lifecontingencies-package

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

Multiple decrement life insurance

Function to return the decrements defined in the mdt class

getLifecontingencyPv

Functions to obtain the present value of a life contingency given the time to death

lifetable-class

Class "lifetable"

Functions to switch from nominal / effective / convertible rates

Function to return the terminal age of a life table.

Various demographic functions

increasingAnnuity

Increasing annuity.

interest2Discount

Functions to switch from interest to discount rates

Mortality rates to Death probabilities

Function to evaluate the pure endowment

Functions to evaluate survival, death probabilities and deaths.

Central mortality rate

Simulate from a multiple decrement table

Function to generate random future lifetimes

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

Present value of a series of cash flows.

probs2lifetable

Life table from probabilities

Society of Actuaries Illustrative Life Table object.

Functions to evaluate joint survival probabilities.

Society of Actuaries Illustrative Life Table with interest rate at 6

Society of Actuaries life table

Death Probabilities to Mortality Rates

SoA illustrative service table

Annuity function

Increasing life insurance

Decreasing life insurance

Function to calculated accumulated increasing annuity future value.

actuarialtable-class

Class "actuarialtable"

accumulatedValue

Function to evaluate the accumulated value.

Function to evaluate the n-year endowment insurance

Multiple lifes insurances and annuities

Increasing annuity life contingencies

Functions to evaluate life insurance and annuities on two heads.

decreasingAnnuity

Function to evaluate decreasing annuities.

Annuity immediate and due function.

Italian population life tables for males and females

German population life tables

China Mortality Rates for life table construction

de_angelis_di_falco

Italian Health Insurance Data

Canada Mortality Rates for UP94 Series

Uk AM AF 92 life tables

French population life tables