pxt {lifecontingencies} | R Documentation |
Functions to evaluate survival, death probabilities and deaths.
Description
These functions evaluate raw survival and death probabilities between age x and x+t
Usage
dxt(object, x, t, decrement)
pxt(object, x, t, fractional = "linear", decrement)
qxt(object, x, t, fractional = "linear", decrement)
Arguments
object |
A |
x |
Age of life |
t |
Period until which the age shall be evaluated. Default value is 1.
(can be a vector for |
fractional |
Assumptions for fractional age. One of |
decrement |
The reason of decrement (only for |
Details
Fractional assumptions are:
linear: linear interpolation between consecutive ages, i.e. assume uniform distribution.
constant force of mortality : constant force of mortality, also known as exponential interpolation.
hyperbolic: Balducci assumption, also known as harmonic interpolation.
Note that fractional="uniform"
, "exponential"
, "harmonic"
or "Balducci"
is also authorized.
See references for details.
Value
A numeric value representing requested probability.
Warning
The function is provided as is, without any warranty regarding the accuracy of calculations. The author disclaims any liability for eventual losses arising from direct or indirect use of this software.
Note
Function dxt
accepts also fractional value of t. Linear interpolation is used in such case. These functions are called by many other functions.
Author(s)
Giorgio A. Spedicato
References
Actuarial Mathematics (Second Edition), 1997, by Bowers, N.L., Gerber, H.U., Hickman, J.C., Jones, D.A. and Nesbitt, C.J.
See Also
Examples
#dxt example
data(soa08Act)
dxt(object=soa08Act, x=90, t=2)
#qxt example
qxt(object=soa08Act, x=90, t=2)
#pxt example
pxt(object=soa08Act, x=90, t=2, "constant force" )
#add another example for MDT