FV_pre_beta_kmom {AnnuityRIR} | R Documentation |

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

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

,
using the estimated moments of the beta distribution.

### Description

Compute the final expected value
of an `n`

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

,
using the estimated moments of the beta distribution.

### Usage

```
FV_pre_beta_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(0.00,-0.05,-0.05,-0.06,-0.06,0.02,-0.06,-0.05,-0.04,-0.05,
-0.03,-0.06,0.04,-0.05,-0.08,-0.05,-0.12, -0.03,-0.05,-0.04,-0.06)
FV_pre_beta_kmom(data,8)
# example 2
data<-rnorm(n=200,m=0.075,sd=0.2)
FV_pre_beta_kmom(data,8)
```

[Package

*AnnuityRIR*version 1.0-0 Index]