MortalityTables - A Framework for Various Types of Mortality / Life Tables

Classes to implement, analyze and plot cohort life tables for actuarial calculations. Birth-year dependent cohort mortality tables using a yearly trend to extrapolate from a base year are implemented, as well as period life table, cohort life tables using an age shift, and merged life tables. Additionally, several data sets from various countries are included to provide widely-used tables out of the box.

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6.31 score 1 stars 2 dependents 114 scripts 246 downloads

LifeInsureR - Modelling Traditional Life Insurance Contracts

R6 classes to model traditional life insurance contracts like annuities, whole life insurances or endowments. Such life insurance contracts provide a guaranteed interest and are not directly linked to the performance of a particular investment vehicle, but they typically provide (discretionary) profit participation. This package provides a framework to model such contracts in a very generic (cash-flow-based) way and includes modelling profit participation schemes, dynamic increases or more general contract layers, as well as contract changes (like sum increases or premium waivers). All relevant quantities like premium decomposition, reserves and benefits over the whole contract period are calculated and potentially exported to 'Excel'. Mortality rates are given using the 'MortalityTables' package.

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5.91 score 2 stars 1 dependents 17 scripts 654 downloads

LifeInsuranceContracts - Framework for Traditional Life Insurance Contracts

Use of this package is deprecated. It has been renamed to 'LifeInsureR'.

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1.70 score 652 downloads