FV_pre_norm_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 normal 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 normal distribution.

### Usage

FV_pre_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<-rnorm(n=30,m=0.03,sd=0.01)
norm_test_jb(data) #test data
FV_pre_norm_kmom(data,8)

# example 1
data<-rnorm(n=200,m=0.075,sd=0.2)
norm_test_jb(data) #test data
FV_pre_norm_kmom(data,8)



[Package AnnuityRIR version 1.0-0 Index]