FV_post_norm_kmom {AnnuityRIR} | R Documentation |

## Compute the final expected value
of an `n`

-payment annuity, with payments of 1 unit each made at
the end of every year (annuity-immediate), valued at the rate `X`

,
using the estimated moments of the normal distribution.

### Description

Compute the final expected value
of an `n`

-payment annuity, with payments of 1 unit each made at
the end of every year (annuity-immediate), valued at the rate `X`

,
using the estimated moments of the normal distribution.

### Usage

```
FV_post_norm_kmom(data,years)
```

### Arguments

`data` |
A vector of interest rates. |

`years` |
The number of years of the income. Default is 10 years. |

### Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

### Source

Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2015):
“Approach of the value of an annuity when non-central moments of the capitalization factor are known:
an R application with interest rates following normal and beta distributions”. *Ratio Mathematica*, 28(1),
pp. 15-30. doi: 10.23755/rm.v28i1.25.

### Examples

```
# example 1
data = c(1.77,1.85,1.85,1.84,1.84,1.83,1.85,1.85,1.88,1.85,1.80,1.84,1.91,1.85,1.84,1.85,
1.86,1.85,1.88,1.86)
data=data/100
FV_post_norm_kmom(data,8)
# example 1
data<-rnorm(n=200,m=0.075,sd=0.2)
norm_test_jb(data) #test data
FV_post_norm_kmom(data,8)
```

[Package

*AnnuityRIR*version 1.0-0 Index]