R: Financial and Actuarial Mathematics for Life Contingencies

# Financial and Actuarial Mathematics for Life Contingencies

## Documentation for package ‘lifecontingencies’ version 1.4.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Code demos. Use demo() to run them.
- Package NEWS
- Package README

## Help Pages

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 | 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 function
arithmetic_variation_insurances | Life insurance with arithmetic-variation benefit (increasing/decreasing, fractional claims)
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 life insurance
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 | 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
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.
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
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"'
head-method | Class '"lifetable"'
IAxn | Life insurance with arithmetic-variation benefit (increasing/decreasing, fractional claims)
Iaxn | Increasing annuity life contingencies
increasingAnnuity | Increasing annuity.
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.
lifecontingencies | Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.
lifetable-class | Class '"lifetable"'
Lxt | Various demographic functions
mdt-class | Class '"mdt"'
mx2qx | Mortality rates to Death probabilities
mxt | Central mortality rate
nominal2Real | Functions to switch from nominal / effective / convertible rates
plot-method | Class '"lifetable"'
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.
pxyt | Functions to evaluate joint survival probabilities.
pxyzt | Functions to deals with multiple life models
qx2mx | Death Probabilities to Mortality Rates
qxt | 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
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
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"'
tail-method | Class '"lifetable"'
Tx | Various demographic functions