Tidy Tools for Actuarial Mathematics and Life Contingencies
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Documentation for package ‘tidyactuarial’ version 0.1.3
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| amort_schedule | Amortization schedule with optional prepayment adjustment |
| annuity_arith | Arithmetic annuity factor |
| annuity_geom | Geometric annuity factor |
| annuity_multi | Actuarial present value of a multi-life annuity (up to 3 independent lives) |
| annuity_x | Actuarial present value of a life annuity |
| annuity_xy | Actuarial present value of a two-life annuity |
| apv_life_flow | Actuarial present value of a payment stream under mortality |
| a_angle | Level annuity factor a-angle-n |
| A_xj | Cause-specific term/whole-life insurance APV under multiple decrements: insurance_xj |
| bonds_sample | Sample bond contracts for fixed-income examples |
| bond_book_value | Book value of a level coupon bond at a coupon date |
| bond_callable_price | Price of a callable bond at a target minimum yield |
| bond_cash_flows | Cash flow structure of a level coupon bond |
| bond_convexity | Discrete convexity of a level coupon bond under a flat yield |
| bond_duration | Macaulay and modified duration of a level coupon bond under a flat yield |
| bond_price | Price of a level coupon bond from its yield |
| bond_ytm | Yield to maturity of a level coupon bond |
| cash_flows_sample | Sample cash flows for interest theory examples |
| commutation_table | Build an annual commutation table (discrete ages) |
| discount_factor_spot | Spot discount factor |
| e_x | Expected future lifetime from an annual life table |
| e_xy | Expected future lifetime for two independent lives |
| forward_rate | Compute an implied forward rate from a discrete spot curve |
| future_value | Future value of a single payment |
| fv_flow | Future value of a general cash flow |
| immunize_duration | Duration-based immunization with multiple assets |
| immunize_duration_convexity | Duration and convexity immunization with multiple assets |
| insurance_variable_k | Actuarial present value of a life insurance with variable k-thly benefits |
| insurance_x | Actuarial present value of a life insurance |
| insurance_xj | Cause-specific term/whole-life insurance APV under multiple decrements: insurance_xj |
| insurance_xy | Actuarial present value of a two-life insurance |
| interest_equivalents | Equivalent interest rates in FM actuarial notation |
| irr_flow | Internal rate of return for a cash flow |
| irr_flow_multi | Multiple internal rates of return for a cash flow |
| km_lifetable | Kaplan-Meier survival curve and a lifetable-style life table |
| lifetable | Build an annual life table (tidy tibble) from lx, qx, px, or mx |
| life_contract | Create a life-contingency contract specification |
| loans_sample | Sample loan contracts for amortization examples |
| lt_tau | Total-decrement lifetable from a multiple decrement table: lt_tau |
| mc_annuity | Compute simulated present values for life annuities |
| mc_insurance | Compute simulated present values for life insurance benefits |
| mc_loss | Compute Monte Carlo loss random variables for life contingencies |
| mc_multilife_status | Construct multiple-life status lifetimes from simulated lives |
| mc_premium | Compute Monte Carlo net premiums for life contingencies |
| mc_reserve | Compute Monte Carlo prospective reserves for life contingencies |
| md_table | Multiple decrement table (annual, discrete ages) |
| mortality_colombia_tables | Colombian mortality tables |
| mortality_law_table | Generate a tidy life table from a theoretical mortality law |
| mortality_world_sample_2015_2023 | World mortality sample panel, 2015-2023 |
| mortality_world_sample_2023 | World mortality sample, 2023 |
| multiple_decrement_sample | Sample multiple decrement probabilities |
| plot_cash_flow | Plot a cash-flow diagram |
| plot_immunization_gap | Plot immunization performance under interest rate shifts |
| plot_km | Plot a Kaplan-Meier survival curve |
| portfolio_convexity | Compute portfolio convexity as a market-value-weighted average |
| portfolio_duration | Compute portfolio duration as a market-value-weighted average |
| premium_gross | Gross (expense-loaded) premium from net premium |
| premium_x | Net premium for life insurance by the equivalence principle |
| premium_xy | Net premium for two-life insurance by the equivalence principle |
| present_value | Present value of a single payment |
| pv_flow | Present value of a general cash flow |
| reserve_x | Benefit reserve schedule for single-life insurance |
| reserve_xy | Benefit reserve schedule for two-life insurance |
| simulate_annuity_x | Monte Carlo simulation of a life annuity |
| simulate_insurance_x | Monte Carlo simulation of a life insurance |
| simulate_lifetime | Simulate future lifetimes from a life table |
| simulate_lifetimes | Simulate multiple independent future lifetimes |
| sinking_fund_schedule | Sinking fund amortization schedule for a loan |
| soa08lt | SOA Illustrative Life Table |
| standardize_interest | Standardize an interest rate to the annual effective rate i |
| summary_mc | Summarise Monte Carlo simulation output |
| s_angle | Level annuity accumulation factor s-angle-n |
| t_Ex | Pure endowment (discounted survival): {}_tE_x |
| t_px | t-year survival probability from a life table |
| t_pxy | Two-life survival probability for independent lives |
| t_qx | t-year death probability from a life table |
| t_qxj | t-year probability of decrement by cause j: t_qxj |
| yield_curve | Validate a yield curve, compute discount factors, and optionally create a plot |