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) .


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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News

-Version 1.3.6

  • Mortality projections with StMoMo added
  • Added a new vignette on Pension evaluation by Ivan Williams

Reference manual

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install.packages("lifecontingencies")

1.3.7 by Giorgio Alfredo Spedicato, 2 months ago


https://github.com/spedygiorgio/lifecontingencies


Report a bug at https://github.com/spedygiorgio/lifecontingencies/issues


Browse source code at https://github.com/cran/lifecontingencies


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]


Documentation:   PDF Manual  


Task views: Empirical Finance


MIT + file LICENSE license


Imports parallel, utils, markovchain, Rcpp, stats

Depends on methods

Suggests demography, forecast, testthat, knitr, formatR, StMoMo, rmarkdown

Linking to Rcpp


Enhanced by MortalityTables.


See at CRAN