Annuity Random Interest Rates

Annuity Random Interest Rates proposes different techniques for the approximation of the present and final value of a unitary annuity-due or annuity-immediate considering interest rate as a random variable. Cruz Rambaud et al. (2017) . Cruz Rambaud et al. (2015) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0-0 by Fabrizio Maturo, 4 years ago

Report a bug at

Browse source code at

Authors: Salvador Cruz Rambaud [aut] , Fabrizio Maturo [aut, cre] , Ana Maria Sanchez Perez [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports tseries, EnvStats, fitdistrplus, actuar, stats

Depends on mc2d

Suggests MASS

See at CRAN