PV_post_artan {AnnuityRIR} R Documentation

## Compute present 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 tetraparametric function approach.

### Description

Compute present 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 tetraparametric function approach.

### Usage

```PV_post_artan(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. (2017): “Expected present and final value of an annuity when some non-central moments of the capitalization factor are unknown: Theory and an application using R”. In Š. Hošková-Mayerová, et al. (Eds.), Mathematical-Statistical Models and Qualitative Theories for Economic and Social Sciences (pp. 233-248). Springer, Cham. doi:10.1007/978-3-319-54819-7_16.

### Examples

```
#example 1
data=c(0.298,0.255,0.212,0.180,0.165,0.163,0.167,0.161,0.154,
0.128,0.079,0.059,0.042,-0.008,-0.012,-0.002)
PV_post_artan(data)

# example 2
data<-rnorm(n=30,m=0.03,sd=0.01)
PV_post_artan(data)

# example 3
data<-rnorm(n=30,m=0.03,sd=0.2)
PV_post_artan(data)

```

[Package AnnuityRIR version 1.0-0 Index]