rLifeContingencies {lifecontingencies} | R Documentation |
Function to generate samples from the life contingencies stochastic variables
Description
Function to generate samples from the life contingencies stochastic variables
Usage
rLifeContingencies(
n,
lifecontingency,
object,
x,
t,
i = object@interest,
m = 0,
k = 1,
parallel = FALSE,
payment = "advance"
)
rLifeContingenciesXyz(
n,
lifecontingency,
tablesList,
x,
t,
i,
m = 0,
k = 1,
status = "joint",
parallel = FALSE,
payment = "advance"
)
Arguments
n |
Size of sample |
lifecontingency |
A character string, either |
object |
An |
x |
Policyholder's age at issue time; for |
t |
The lenght of the insurance. Must be specified according to the present value of benefits definition. |
i |
The interest rate, whose default value is the |
m |
Deferring period, default value is zero. |
k |
Fractional payment, default value is 1. |
parallel |
Uses the parallel computation facility. |
payment |
The Payment type, either |
tablesList |
A list of |
status |
Either |
Value
A numeric vector
Examples
## Not run:
#assumes SOA example life table to be load
data(soaLt)
soa08Act=with(soaLt, new("actuarialtable",interest=0.06, x=x,lx=Ix,name="SOA2008"))
out<-rLifeContingencies(n=1000, lifecontingency="Axn",object=soa08Act, x=40,
t=getOmega(soa08Act)-40, m=0)
APV=Axn(soa08Act,x=40)
#check if out distribution is unbiased
t.test(x=out, mu=APV)$p.value>0.05
## End(Not run)
## Not run:
data(soa08Act)
n=10000
lifecontingency="Axyz"
tablesList=list(soa08Act,soa08Act)
x=c(60,60); i=0.06; m=0; status="joint"; t=30; k=1
APV=Axyzn(tablesList=tablesList,x=x,n=t,m=m,k=k,status=status,type="EV")
samples<-rLifeContingenciesXyz(n=n,lifecontingency = lifecontingency,tablesList = tablesList,
x=x,t=t,m=m,k=k,status=status, parallel=FALSE)
APV
mean(samples)
## End(Not run)