{ "_id": "6aea8dde1e2c7b3a4f534041", "Package": "mqriskR", "Type": "Package", "Title": "Actuarial Risk Modeling and Life Contingencies", "Version": "0.1.1", "Authors@R": "c(\nperson(\n\"Nii\", \"Okine\",\nemail = \"okinean@appstate.edu\",\nrole = c(\"aut\", \"cre\")\n)\n)", "Description": "Provides functions for actuarial risk modeling, including\nsurvival models, life annuities, multiple-decrement models, and\nmortality improvement projections. The package is designed to\nalign with standard actuarial notation and supports teaching,\nexam preparation, and reproducible actuarial analysis. The\nmethods are based on standard actuarial references including\nCamilli, Duncan and London (2014, ISBN:9781625423474) \"Models\nfor Quantifying Risk\" and Dickson, Hardy and Waters (2020,\nISBN:9781108478083) \"Actuarial Mathematics for Life Contingent\nRisks\".", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "Config/testthat/edition": "3", "VignetteBuilder": "knitr", "Config/roxygen2/version": "8.0.0", "Repository": "https://aokine.r-universe.dev", "Date/Publication": "2026-11-03 19:18:22 UTC", "RemoteUrl": "https://github.com/aokine/mqriskr", "RemoteRef": "HEAD", "RemoteSha": "3ae09b45bbe92f30decc96330b902decb616ffb7", "NeedsCompilation": "no", "Packaged": { "Date": "2026-11-04 01:40:28 UTC", "User": "root" }, "Author": "Nii Okine [aut, cre]", "Maintainer": "Nii Okine ", "_user": "aokine", "_type": "src", "_file": "mqriskR_0.1.1.tar.gz", "_fileid": "https://r2.ropensci.org/da1165c896b559c078322f45222ea81192531e2e6f49d92cdbe847436ba8e2da", "_filesize": 941110, "_sha256": "da1165c896b559c078322f45222ea81192531e2e6f49d92cdbe847436ba8e2da", "_expires": "2027-02-12T01:43:56.000Z", "_created": "2026-11-04T01:40:28.000Z", "_published": "2026-11-04T01:43:58.262Z", "_upstream": "https://github.com/aokine/mqriskr", "_status": "success", "_maintainer": { "name": "Nii Okine", "email": "okinean@appstate.edu", "login": "aokine", "description": "", "uuid": 44150686 }, "_jobs": [ { "job": 126331232909, "time": 136, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "13288691440" }, { "job": 126331232913, "time": 144, "config": "linux-release-x86_64", "r": "4.6.2", "check": "OK", "artifact": "13288665837" }, { "job": 126331232938, "time": 132, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "13287996486" }, { "job": 126331232865, "time": 142, "config": "macos-release-arm64", "r": "4.6.2", "check": "OK", "artifact": "13287697997" }, { "job": 126330006705, "time": 199, "config": "source", "r": "4.6.2", "check": "OK", "artifact": "13288036793" }, { "job": 126331232850, "time": 74, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "13288316427" }, { "job": 126331232869, "time": 117, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "13288906023" }, { "job": 126331232948, "time": 126, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "13288735731" }, { "job": 126331232951, "time": 105, "config": "windows-release-x86_64", "r": "4.6.2", "check": "OK", "artifact": "13288176178" } ], "_buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432", "_commit": { "id": "3ae09b45bbe92f30decc96330b902decb616ffb7", "author": "Nii Okine ", "committer": "Nii Okine ", "message": "Update Chapter 13 R exercises and correct decrement notation\n", "time": 1793733502 }, "_distro": "resolute", "_host": "GitHub-Actions", "_registered": true, "_dependencies": [ { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "expm", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "aokine", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-52", "n": 5 }, { "week": "2026-05", "n": 1 }, { "week": "2026-06", "n": 3 }, { "week": "2026-07", "n": 2 }, { "week": "2026-09", "n": 6 }, { "week": "2026-10", "n": 9 }, { "week": "2026-11", "n": 8 }, { "week": "2026-12", "n": 1 }, { "week": "2026-13", "n": 3 }, { "week": "2026-14", "n": 2 }, { "week": "2026-15", "n": 7 }, { "week": "2026-16", "n": 1 }, { "week": "2026-17", "n": 4 }, { "week": "2026-18", "n": 12 }, { "week": "2026-28", "n": 3 }, { "week": "2026-29", "n": 4 }, { "week": "2026-30", "n": 14 }, { "week": "2026-31", "n": 5 }, { "week": "2026-44", "n": 1 }, { "week": "2026-45", "n": 1 } ], "_tags": [ { "name": "v0.1.0", "date": "2026-04-23" }, { "name": "v0.1.1", "date": "2026-07-27" } ], "_topics": [ "actuarial-science", "insurance", "risk-modeling", "survival-analysis" ], "_stars": 0, "_contributors": [ { "user": "aokine", "count": 93, "uuid": 44150686 } ], "_userbio": { "uuid": 44150686, "type": "user", "name": "Nii Okine", "followers": 0 }, "_downloads": { "count": 218, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/mqriskR" }, "_devurl": "https://github.com/aokine/mqriskr", "_searchresults": 40, "_rbuild": "4.6.2", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/mqriskR.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "LICENSE" ], "_homeurl": "https://github.com/aokine/mqriskr", "_realowner": "aokine", "_cranurl": true, "_releases": [ { "version": "0.1.0", "date": "2026-04-27" }, { "version": "0.1.1", "date": "2026-07-28" } ], "_exports": [ "A2barx", "A2barxn", "A2barxn1", "A2nAbarx", "A2nAx", "A2nAx_m", "A2nEx", "A2x", "A2x_m", "A2xn", "A2xn_m", "A2xn1", "A2xn1_m", "AAL_PUC_db", "AAL_TUC_db", "AB_cae", "AB_fas", "abarx", "Abarx", "abarx_udd", "Abarx_udd", "abarx_woolhouse2", "abarx_woolhouse3", "abarx_y", "Abarxj_md", "abarxn", "Abarxn", "abarxn_udd", "Abarxn_udd", "Abarxn1", "Abarxn1_udd", "abarxy", "Abarxy", "Abarxy1", "Abarxy2", "abarxybar", "Abarxybar", "abary_x", "Abaryx1", "Abaryx2", "adotx", "adotx_m", "adotx_m_udd", "adotx_m_woolhouse2", "adotx_m_woolhouse3", "adotxn", "adotxn_m", "adotxn_m_udd", "adotxn_m_woolhouse2", "adotxn_m_woolhouse3", "adotxy", "adotxybar", "adotxybarn", "adotxyn", "ag38_prefunding_ratio", "ag38_reserve_ul", "alphaF", "annuity_certain", "annuity_identity_abarx", "annuity_identity_abarxn", "annuity_identity_adotx", "annuity_identity_adotxn", "annuity_identity_ax", "annuity_identity_axn", "annuity_identity_nabarx", "annuity_identity_nadotx", "annuity_identity_nax", "APV_gross_premiums", "APV_NR_db", "AS_path", "AS_path_md", "AV_path_ul_typeA", "AV_path_ul_typeB", "AVz_dc", "ax", "Ax", "ax_improved", "ax_m", "Ax_m", "ax_m_udd", "Ax_m_udd", "ax_m_woolhouse2", "ax_m_woolhouse3", "ax_y", "Axj_md", "axn", "Axn", "axn_improved", "axn_m", "Axn_m", "axn_m_udd", "Axn_m_udd", "axn_m_woolhouse2", "axn_m_woolhouse3", "axn_spot", "Axn_spot", "axn_var", "Axn_var", "Axn1", "Axn1_m", "Axn1_m_udd", "Axn1_spot", "Axn1_var", "axy", "Axy", "axybar", "Axybar", "axybarn", "Axybarn", "Axybarn1", "axyn", "Axyn", "Axyn1", "ay_x", "betaF", "coi_ul_typeB", "contribution_rate_target", "cov_term_deferred", "cov_term_endow", "cumhaz0", "Dabarxn", "DAbarxn1", "Dadotxn", "Daxn", "DAxn1", "DbarAbarxn1", "decompGg_disc", "discount", "discounted_payback_period", "double_force_delta", "double_force_i", "dx", "dxj", "dxtau", "EL0barAbarx", "EL0x", "EL0xn", "EL0xn1", "ELtx", "ex_complete", "ex_complete_tab", "ex_curtate", "ex_curtate_tab", "ex_temp_complete_tab", "ex_temp_curtate_tab", "f0", "F0", "fnk_from_z", "forward_matrix_from_z", "fx", "fx_tab", "gain_loss_md", "GI_cont", "GI_disc", "GM_cont", "GM_disc", "GMF_rollforward_ul", "GT_cont", "GT_disc", "GTg_disc", "Gx", "hazard0", "htVnAx", "htVx", "i_credit_eiul", "Iabarx", "IAbarx", "Iabarxn", "Iadotx", "Iadotxn", "Iax", "IAx", "Iaxn", "IAxn1", "IbarAbarx", "IbarAbarxn1", "iMA_eiul", "Income_dc", "interest_convert", "iP_eiul", "IRR_profit", "life_table", "lx", "lx_select", "lx_to_S0", "markov_nstep_prob", "md_table", "meanVx", "mux_tab", "nabarx", "nAbarx", "nabarx_udd", "nAbarx_udd", "nadotx", "nadotx_m", "nadotx_m_udd", "nadotx_m_woolhouse2", "nadotx_m_woolhouse3", "nax", "nAx", "nax_m", "nAx_m", "nax_m_udd", "nAx_m_udd", "nax_m_woolhouse2", "nax_m_woolhouse3", "naxn_improved", "NC_EAN_db", "NC_PUC_db", "NC_TUC_db", "ndx", "nEx", "nEx_spot", "nEx_var", "nExy", "nExybar", "nkqx", "nmxq", "nmxq_select", "NPV_partial", "NPV_profit", "npx", "npx_select", "npxtau_md", "nqx", "nqx_select", "nqxj_md", "nqxtau_md", "PAB_cae", "PAB_fas", "Pbar_trapz_ms", "PbarAbarx", "PbarAbarxn", "PbarAbarxn1", "Pbarx", "Pbarxn", "Pbarxn1", "Pi_signature", "PnAdotx", "Pnax", "PnAx", "PnAx_m", "PnEx", "Pr_vector_disc", "profit_margin", "pv_cashflows", "pv_spot_cashflows", "Px", "Px_m", "px_proj", "px_to_lx", "Pxn", "Pxn_m", "Pxn1", "Pxn1_m", "pxtau", "pxtau_ul", "qx_dep_cf", "qx_dep_sudd", "qx_proj", "qx_tab", "qx_to_lx", "qxprime_mudd", "qxprime_sudd", "qxtau", "replacement_ratio_db", "replacement_ratio_dc", "rt_ul", "S0", "S0_to_lx", "salary_scale", "sbarxn", "sdotxn", "sdotxn_m", "sdotxn_m_udd", "sdotxn_m_woolhouse2", "select_life_table", "solve_yield", "sxn", "sxn_m", "sxn_m_udd", "sxn_m_woolhouse2", "thiele_backward_path", "thiele_backward_step", "thiele_dVdt", "thiele_dVdt_01", "thiele_path_01", "tp00_tp01_euler", "tPnAx", "tPnEx", "tpx", "tPx", "tpx_improved", "tpx_tab", "tpx_tau_cf", "tPxn", "tPxn1", "tpxprimej_cf", "tpxtau_ul", "tpxy", "tpxybar", "tqx", "tqx_tab", "tqxj_cf", "tqxprime_mudd", "tqxprimej_cf", "tqxy", "tqxy1", "tqxy2", "tqxybar", "tqyx1", "tqyx2", "tsVx", "tsVxn", "tsVxn1", "tVbarAbarx", "tVbarx", "tVEx", "tVFx", "tVGx", "tVnAdotx", "tVnax", "tVnAx", "tVnEx", "tVx", "tVx_m", "tVx_ret", "tVxn", "tVxn_ret", "tVxn1", "tVxn1_ret", "udd_continuous_multiplier", "udd_mthly_multiplier", "V_zeroized", "var_Abarx", "var_Abarxn", "var_Abarxn1", "var_Ax", "var_Ax_m", "var_Axn", "var_Axn_m", "var_Axn1", "var_Axn1_m", "var_nAbarx", "var_nAx", "var_nAx_m", "var_nEx", "varL0barAbarx", "varL0x", "varL0xn", "varL0xn1", "varLtx", "Vprefloor_crvm_ul", "vt_var", "z_from_coupon_annual", "z_from_coupon_semi", "z_from_fn1" ], "_help": [ { "page": "A2barx", "title": "Second moment of continuous whole life insurance PV", "topics": [ "A2barx" ] }, { "page": "A2barxn", "title": "Second moment of continuous endowment insurance PV", "topics": [ "A2barxn" ] }, { "page": "A2barxn1", "title": "Second moment of continuous term insurance PV", "topics": [ "A2barxn1" ] }, { "page": "A2nAbarx", "title": "Second moment of continuous deferred insurance PV", "topics": [ "A2nAbarx" ] }, { "page": "A2nAx", "title": "Second moment of deferred insurance PV", "topics": [ "A2nAx" ] }, { "page": "A2nAx_m", "title": "Second moment of m-thly deferred insurance PV", "topics": [ "A2nAx_m" ] }, { "page": "A2nEx", "title": "Second moment of pure endowment PV", "topics": [ "A2nEx" ] }, { "page": "A2x", "title": "Second moment of whole life insurance PV", "topics": [ "A2x" ] }, { "page": "A2x_m", "title": "Second moment of m-thly whole life insurance PV", "topics": [ "A2x_m" ] }, { "page": "A2xn", "title": "Second moment of endowment insurance PV", "topics": [ "A2xn" ] }, { "page": "A2xn_m", "title": "Second moment of m-thly endowment insurance PV", "topics": [ "A2xn_m" ] }, { "page": "A2xn1", "title": "Second moment of term insurance PV", "topics": [ "A2xn1" ] }, { "page": "A2xn1_m", "title": "Second moment of m-thly term insurance PV", "topics": [ "A2xn1_m" ] }, { "page": "AAL_PUC_db", "title": "Projected Unit Credit accrued liability", "topics": [ "AAL_PUC_db" ] }, { "page": "AAL_TUC_db", "title": "Traditional Unit Credit accrued liability", "topics": [ "AAL_TUC_db" ] }, { "page": "AB_cae", "title": "Accrued benefit under a career-average-earnings plan", "topics": [ "AB_cae" ] }, { "page": "AB_fas", "title": "Accrued benefit under a final-average-salary plan", "topics": [ "AB_fas" ] }, { "page": "Abarx", "title": "Continuous whole life insurance APV", "topics": [ "Abarx" ] }, { "page": "Abarx_udd", "title": "UDD approximation of continuous whole life insurance", "topics": [ "Abarx_udd" ] }, { "page": "Abarxj_md", "title": "Continuous multiple-decrement insurance present value", "topics": [ "Abarxj_md" ] }, { "page": "Abarxn", "title": "Continuous endowment insurance APV", "topics": [ "Abarxn" ] }, { "page": "Abarxn_udd", "title": "UDD approximation of continuous endowment insurance", "topics": [ "Abarxn_udd" ] }, { "page": "Abarxn1", "title": "Continuous term insurance APV", "topics": [ "Abarxn1" ] }, { "page": "Abarxn1_udd", "title": "UDD approximation of continuous term insurance", "topics": [ "Abarxn1_udd" ] }, { "page": "ag38_prefunding_ratio", "title": "AG 38 prefunding ratio", "topics": [ "ag38_prefunding_ratio" ] }, { "page": "ag38_reserve_ul", "title": "AG 38 reserve calculation", "topics": [ "ag38_reserve_ul" ] }, { "page": "annuity_annual", "title": "Annual annuity functions", "topics": [ "abarx", "abarxn", "adotx", "adotxn", "annuity_annual", "ax", "axn", "nabarx", "nadotx", "nax", "sbarxn", "sdotxn", "sxn" ] }, { "page": "annuity_approximations_udd", "title": "UDD annuity approximations", "topics": [ "abarxn_udd", "abarx_udd", "adotxn_m_udd", "adotx_m_udd", "annuity_approximations_udd", "axn_m_udd", "ax_m_udd", "nabarx_udd", "nadotx_m_udd", "nax_m_udd", "sdotxn_m_udd", "sxn_m_udd" ] }, { "page": "annuity_approximations_woolhouse2", "title": "Woolhouse 2-term annuity approximations", "topics": [ "abarx_woolhouse2", "adotxn_m_woolhouse2", "adotx_m_woolhouse2", "annuity_approximations_woolhouse2", "axn_m_woolhouse2", "ax_m_woolhouse2", "nadotx_m_woolhouse2", "nax_m_woolhouse2", "sdotxn_m_woolhouse2", "sxn_m_woolhouse2" ] }, { "page": "annuity_approximations_woolhouse3", "title": "Woolhouse 3-term annuity approximations", "topics": [ "abarx_woolhouse3", "adotxn_m_woolhouse3", "adotx_m_woolhouse3", "annuity_approximations_woolhouse3", "axn_m_woolhouse3", "ax_m_woolhouse3", "nadotx_m_woolhouse3", "nax_m_woolhouse3" ] }, { "page": "annuity_certain", "title": "Present value of a level annuity-certain", "topics": [ "annuity_certain" ] }, { "page": "annuity_mthly", "title": "m-thly contingent annuity functions", "topics": [ "adotxn_m", "adotx_m", "annuity_mthly", "axn_m", "ax_m", "nadotx_m", "nax_m", "sdotxn_m", "sxn_m" ] }, { "page": "annuity_relationships", "title": "Annuity-insurance relationships", "topics": [ "annuity_identity_abarx", "annuity_identity_abarxn", "annuity_identity_adotx", "annuity_identity_adotxn", "annuity_identity_ax", "annuity_identity_axn", "annuity_identity_nabarx", "annuity_identity_nadotx", "annuity_identity_nax", "annuity_relationships" ] }, { "page": "annuity_varying_payments", "title": "Varying-payment annuity functions", "topics": [ "annuity_varying_payments", "Dabarxn", "Dadotxn", "Daxn", "Iabarx", "Iabarxn", "Iadotx", "Iadotxn", "Iax", "Iaxn" ] }, { "page": "APV_gross_premiums", "title": "Actuarial present value of gross premiums", "topics": [ "APV_gross_premiums" ] }, { "page": "APV_NR_db", "title": "Actuarial present value of a normal retirement benefit", "topics": [ "APV_NR_db" ] }, { "page": "AS_path", "title": "Projected asset-share path for two decrement causes", "topics": [ "AS_path" ] }, { "page": "AS_path_md", "title": "General projected asset-share path", "topics": [ "AS_path_md" ] }, { "page": "AV_path_ul_typeA", "title": "Type A universal life account-value path", "topics": [ "AV_path_ul_typeA" ] }, { "page": "AV_path_ul_typeB", "title": "Type B universal life account-value path", "topics": [ "AV_path_ul_typeB" ] }, { "page": "AVz_dc", "title": "Accumulated value of defined contribution plan contributions", "topics": [ "AVz_dc" ] }, { "page": "Ax", "title": "Whole life insurance APV", "topics": [ "Ax" ] }, { "page": "Ax_m", "title": "m-thly whole life insurance APV", "topics": [ "Ax_m" ] }, { "page": "Ax_m_udd", "title": "UDD approximation of m-thly whole life insurance", "topics": [ "Ax_m_udd" ] }, { "page": "Axj_md", "title": "Discrete multiple-decrement insurance present value", "topics": [ "Axj_md" ] }, { "page": "Axn", "title": "Endowment insurance APV", "topics": [ "Axn" ] }, { "page": "Axn_m", "title": "m-thly endowment insurance APV", "topics": [ "Axn_m" ] }, { "page": "Axn_m_udd", "title": "UDD approximation of m-thly endowment insurance", "topics": [ "Axn_m_udd" ] }, { "page": "Axn1", "title": "Term insurance APV", "topics": [ "Axn1" ] }, { "page": "Axn1_m", "title": "m-thly term insurance APV", "topics": [ "Axn1_m" ] }, { "page": "Axn1_m_udd", "title": "UDD approximation of m-thly term insurance", "topics": [ "Axn1_m_udd" ] }, { "page": "coi_ul_typeB", "title": "Cost of insurance for Type B universal life", "topics": [ "coi_ul_typeB" ] }, { "page": "continuous_multilife_annuities", "title": "Continuous multi-life annuities", "topics": [ "abarxy", "abarxybar", "abarx_y", "abary_x", "continuous_multilife_annuities" ] }, { "page": "continuous_multilife_insurance", "title": "Continuous multi-life insurance", "topics": [ "Abarxy", "Abarxy1", "Abarxy2", "Abarxybar", "Abaryx1", "Abaryx2", "continuous_multilife_insurance" ] }, { "page": "contribution_rate_target", "title": "Target contribution rate for a defined contribution plan", "topics": [ "contribution_rate_target" ] }, { "page": "cov_term_deferred", "title": "Covariance of term and deferred insurance PVs", "topics": [ "cov_term_deferred" ] }, { "page": "cov_term_endow", "title": "Covariance of term insurance and pure endowment PVs", "topics": [ "cov_term_endow" ] }, { "page": "cumhaz0", "title": "Cumulative hazard for age-at-failure", "topics": [ "cumhaz0" ] }, { "page": "DAbarxn1", "title": "Piecewise-continuous decreasing n-year term insurance", "topics": [ "DAbarxn1" ] }, { "page": "DAxn1", "title": "Decreasing n-year term insurance", "topics": [ "DAxn1" ] }, { "page": "DbarAbarxn1", "title": "Fully continuous decreasing n-year term insurance", "topics": [ "DbarAbarxn1" ] }, { "page": "decompGg_disc", "title": "Ordered decomposition of gross gain", "topics": [ "decompGg_disc" ] }, { "page": "deferred_insurance_reserves", "title": "Deferred insurance reserves", "topics": [ "deferred_insurance_reserves", "htVnAx", "tVnAx" ] }, { "page": "discount", "title": "Discount factor for compound interest", "topics": [ "discount" ] }, { "page": "discounted_payback_period", "title": "Discounted payback period", "topics": [ "discounted_payback_period" ] }, { "page": "dist0", "title": "Distribution functions for age-at-failure", "topics": [ "dist0", "F0", "f0" ] }, { "page": "double_force_delta", "title": "Doubled force of interest", "topics": [ "double_force_delta" ] }, { "page": "double_force_i", "title": "Effective annual interest at doubled force", "topics": [ "double_force_i" ] }, { "page": "dx", "title": "Compute deaths between ages x and x+1", "topics": [ "dx" ] }, { "page": "dxj", "title": "Cause-specific numbers of decrements", "topics": [ "dxj" ] }, { "page": "dxtau", "title": "Total number of decrements", "topics": [ "dxtau" ] }, { "page": "ELtx", "title": "Mean present value of loss at duration t for whole life insurance", "topics": [ "ELtx" ] }, { "page": "ex_complete", "title": "Complete expectation of life", "topics": [ "ex_complete" ] }, { "page": "ex_complete_tab", "title": "Complete expectation of life from a life table", "topics": [ "ex_complete_tab" ] }, { "page": "ex_curtate", "title": "Curtate expectation of life", "topics": [ "ex_curtate" ] }, { "page": "ex_curtate_tab", "title": "Curtate expectation of life from a life table", "topics": [ "ex_curtate_tab" ] }, { "page": "ex_temp_complete_tab", "title": "Temporary complete expectation of life from a life table", "topics": [ "ex_temp_complete_tab" ] }, { "page": "ex_temp_curtate_tab", "title": "Temporary curtate expectation of life from a life table", "topics": [ "ex_temp_curtate_tab" ] }, { "page": "fnk_from_z", "title": "Forward rate implied by spot rates", "topics": [ "fnk_from_z" ] }, { "page": "forward_matrix_from_z", "title": "Matrix of forward rates implied by spot rates", "topics": [ "forward_matrix_from_z" ] }, { "page": "fractional_duration_reserves", "title": "Fractional-duration whole life reserves", "topics": [ "fractional_duration_reserves", "meanVx", "tsVx" ] }, { "page": "fractional_duration_term_endowment_reserves", "title": "Fractional-duration term and endowment reserves", "topics": [ "fractional_duration_term_endowment_reserves", "tsVxn", "tsVxn1" ] }, { "page": "full_preliminary_term", "title": "Full preliminary term modified premiums and reserves", "topics": [ "alphaF", "betaF", "full_preliminary_term", "tVFx" ] }, { "page": "fx", "title": "Conditional density", "topics": [ "fx" ] }, { "page": "fx_tab", "title": "Fractional conditional density from a life table", "topics": [ "fx_tab" ] }, { "page": "gain_loss_md", "title": "Gain or loss in a two-cause multiple-decrement model", "topics": [ "gain_loss_md" ] }, { "page": "GI_cont", "title": "Interest gain for a continuous-style recursion", "topics": [ "GI_cont" ] }, { "page": "GI_disc", "title": "Interest gain for a discrete insurance contract", "topics": [ "GI_disc" ] }, { "page": "GM_cont", "title": "Mortality gain for a continuous-style recursion", "topics": [ "GM_cont" ] }, { "page": "GM_disc", "title": "Mortality gain for a discrete insurance contract", "topics": [ "GM_disc" ] }, { "page": "GMF_rollforward_ul", "title": "Guaranteed maturity fund roll-forward", "topics": [ "GMF_rollforward_ul" ] }, { "page": "gross_premium_expense_reserves", "title": "Whole life gross premium and expense reserves", "topics": [ "gross_premium_expense_reserves", "tVEx", "tVGx" ] }, { "page": "GT_cont", "title": "Total gain for a continuous-style one-step recursion", "topics": [ "GT_cont" ] }, { "page": "GT_disc", "title": "Total gain for a discrete insurance contract", "topics": [ "GT_disc" ] }, { "page": "GTg_disc", "title": "Total gross gain for a discrete insurance contract", "topics": [ "GTg_disc" ] }, { "page": "hazard0", "title": "Hazard or force of mortality for age-at-failure", "topics": [ "hazard0" ] }, { "page": "htVx", "title": "h-pay whole life net level premium reserve", "topics": [ "htVx" ] }, { "page": "i_credit_eiul", "title": "Credited rates from index growth rates", "topics": [ "i_credit_eiul" ] }, { "page": "IAbarx", "title": "Piecewise-continuous increasing whole life insurance", "topics": [ "IAbarx" ] }, { "page": "IAx", "title": "Increasing whole life insurance", "topics": [ "IAx" ] }, { "page": "IAxn1", "title": "Increasing n-year term insurance", "topics": [ "IAxn1" ] }, { "page": "IbarAbarx", "title": "Fully continuous increasing whole life insurance", "topics": [ "IbarAbarx" ] }, { "page": "IbarAbarxn1", "title": "Fully continuous increasing n-year term insurance", "topics": [ "IbarAbarxn1" ] }, { "page": "iMA_eiul", "title": "Monthly-average index growth rate", "topics": [ "iMA_eiul" ] }, { "page": "Income_dc", "title": "Retirement income from a defined contribution accumulation", "topics": [ "Income_dc" ] }, { "page": "interest_convert", "title": "Convert between compound-interest quantities", "topics": [ "interest_convert" ] }, { "page": "iP_eiul", "title": "Point-to-point index growth rates", "topics": [ "iP_eiul" ] }, { "page": "IRR_profit", "title": "Internal rate of return", "topics": [ "IRR_profit" ] }, { "page": "joint_life_annuities", "title": "Joint-life annuities", "topics": [ "adotxy", "adotxyn", "axy", "axyn", "joint_life_annuities" ] }, { "page": "joint_life_insurance", "title": "Joint-life insurance functions", "topics": [ "Axy", "Axyn", "Axyn1", "joint_life_insurance" ] }, { "page": "last_survivor_annuities", "title": "Last-survivor annuity functions", "topics": [ "adotxybar", "adotxybarn", "axybar", "axybarn", "last_survivor_annuities" ] }, { "page": "last_survivor_insurance", "title": "Last-survivor insurance functions", "topics": [ "Axybar", "Axybarn", "Axybarn1", "last_survivor_insurance" ] }, { "page": "life_table", "title": "Construct a life table", "topics": [ "life_table" ] }, { "page": "lx", "title": "Extract life-table survivor values", "topics": [ "lx" ] }, { "page": "lx_select", "title": "Extract select-table survivor value", "topics": [ "lx_select" ] }, { "page": "lx_to_S0", "title": "Convert life-table values to survival probabilities", "topics": [ "lx_to_S0" ] }, { "page": "markov_nstep_prob", "title": "Multi-step transition probability", "topics": [ "markov_nstep_prob" ] }, { "page": "md_table", "title": "Construct a multiple-decrement table", "topics": [ "md_table" ] }, { "page": "mortality_improvement_projection", "title": "Mortality improvement projection functions", "topics": [ "axn_improved", "ax_improved", "mortality_improvement_projection", "naxn_improved", "px_proj", "qx_proj", "tpx_improved" ] }, { "page": "multilife_contingent_probabilities", "title": "Contingent multi-life probabilities", "topics": [ "multilife_contingent_probabilities", "tqxy1", "tqxy2", "tqyx1", "tqyx2" ] }, { "page": "multilife_pure_endowments", "title": "Multi-life pure endowments", "topics": [ "multilife_pure_endowments", "nExy", "nExybar" ] }, { "page": "multilife_survival_probabilities", "title": "Multi-life survival and failure probabilities", "topics": [ "multilife_survival_probabilities", "tpxy", "tpxybar", "tqxy", "tqxybar" ] }, { "page": "mux_tab", "title": "Fractional force of mortality from a life table", "topics": [ "mux_tab" ] }, { "page": "nAbarx", "title": "Continuous deferred insurance APV", "topics": [ "nAbarx" ] }, { "page": "nAbarx_udd", "title": "UDD approximation of continuous deferred insurance", "topics": [ "nAbarx_udd" ] }, { "page": "nAx", "title": "Deferred insurance APV", "topics": [ "nAx" ] }, { "page": "nAx_m", "title": "m-thly deferred insurance APV", "topics": [ "nAx_m" ] }, { "page": "nAx_m_udd", "title": "UDD approximation of m-thly deferred insurance", "topics": [ "nAx_m_udd" ] }, { "page": "NC_EAN_db", "title": "Entry Age Normal normal cost", "topics": [ "NC_EAN_db" ] }, { "page": "NC_PUC_db", "title": "Projected Unit Credit normal cost", "topics": [ "NC_PUC_db" ] }, { "page": "NC_TUC_db", "title": "Traditional Unit Credit normal cost", "topics": [ "NC_TUC_db" ] }, { "page": "ndx", "title": "Compute deaths over an n-year interval from a life table", "topics": [ "ndx" ] }, { "page": "nEx", "title": "Pure endowment APV", "topics": [ "nEx" ] }, { "page": "nkqx", "title": "Curtate death probability from a life table", "topics": [ "nkqx" ] }, { "page": "nmxq", "title": "Deferred death probability from a life table", "topics": [ "nmxq" ] }, { "page": "nmxq_select", "title": "Deferred select-life death probability", "topics": [ "nmxq_select" ] }, { "page": "NPV_partial", "title": "Partial net present values", "topics": [ "NPV_partial" ] }, { "page": "NPV_profit", "title": "Net present value of a profit signature", "topics": [ "NPV_profit" ] }, { "page": "npx", "title": "Compute n-year survival probability from a life table", "topics": [ "npx" ] }, { "page": "npx_select", "title": "Select-life survival probability", "topics": [ "npx_select" ] }, { "page": "npxtau_md", "title": "Multiple-decrement survival probability from a table", "topics": [ "npxtau_md" ] }, { "page": "nqx", "title": "Compute n-year death probability from a life table", "topics": [ "nqx" ] }, { "page": "nqx_select", "title": "Select-life death probability", "topics": [ "nqx_select" ] }, { "page": "nqxj_md", "title": "Cause-specific multiple-decrement probability from a table", "topics": [ "nqxj_md" ] }, { "page": "nqxtau_md", "title": "Total multiple-decrement probability from a table", "topics": [ "nqxtau_md" ] }, { "page": "PAB_cae", "title": "Projected annual benefit under a career-average-earnings plan", "topics": [ "PAB_cae" ] }, { "page": "PAB_fas", "title": "Projected annual benefit under a final-average-salary plan", "topics": [ "PAB_fas" ] }, { "page": "Pbar_trapz_ms", "title": "Continuous premium approximation in a disability model", "topics": [ "Pbar_trapz_ms" ] }, { "page": "Pi_signature", "title": "Profit signature", "topics": [ "Pi_signature" ] }, { "page": "PnAdotx", "title": "Net premium for a deferred annuity-due", "topics": [ "PnAdotx" ] }, { "page": "Pnax", "title": "Net premium for a deferred annuity-immediate", "topics": [ "Pnax" ] }, { "page": "Pr_vector_disc", "title": "Profit vector for a discrete profit-analysis model", "topics": [ "Pr_vector_disc" ] }, { "page": "premium_functions", "title": "Premium, loss, and expense functions", "topics": [ "EL0barAbarx", "EL0x", "EL0xn", "EL0xn1", "Gx", "PbarAbarx", "PbarAbarxn", "PbarAbarxn1", "Pbarx", "Pbarxn", "Pbarxn1", "PnAx", "PnAx_m", "PnEx", "premium_functions", "Px", "Pxn", "Pxn1", "Pxn1_m", "Pxn_m", "Px_m", "tPnAx", "tPnEx", "tPx", "tPxn", "tPxn1", "varL0barAbarx", "varL0x", "varL0xn", "varL0xn1" ] }, { "page": "profit_margin", "title": "Profit margin", "topics": [ "profit_margin" ] }, { "page": "pv_cashflows", "title": "Present value of cash flows at time 0", "topics": [ "pv_cashflows" ] }, { "page": "pv_spot_cashflows", "title": "Present value of deterministic cash flows using spot rates", "topics": [ "pv_spot_cashflows" ] }, { "page": "px_to_lx", "title": "Construct life-table values from p_x values", "topics": [ "px_to_lx" ] }, { "page": "pxtau", "title": "Total one-year survival probability", "topics": [ "pxtau" ] }, { "page": "ul_persistency", "title": "Universal life persistency probabilities", "topics": [ "pxtau_ul", "tpxtau_ul" ] }, { "page": "qx_dep_cf", "title": "Multiple-decrement probabilities under constant forces", "topics": [ "qx_dep_cf" ] }, { "page": "qx_dep_sudd", "title": "Multiple-decrement probabilities under SUDD", "topics": [ "qx_dep_sudd" ] }, { "page": "qx_tab", "title": "Compute one-year death probability from a life table", "topics": [ "qx_tab" ] }, { "page": "qx_to_lx", "title": "Construct life-table values from q_x values", "topics": [ "qx_to_lx" ] }, { "page": "qxprime_mudd", "title": "Associated single-decrement probabilities under MUDD", "topics": [ "qxprime_mudd" ] }, { "page": "qxprime_sudd", "title": "Associated single-decrement probabilities under SUDD", "topics": [ "qxprime_sudd" ] }, { "page": "qxtau", "title": "Total one-year decrement probability", "topics": [ "qxtau" ] }, { "page": "replacement_ratio_db", "title": "Replacement ratio for a defined benefit plan", "topics": [ "replacement_ratio_db" ] }, { "page": "replacement_ratio_dc", "title": "Replacement ratio for a defined contribution plan", "topics": [ "replacement_ratio_dc" ] }, { "page": "reversionary_annuities", "title": "Reversionary annuity functions", "topics": [ "ax_y", "ay_x", "reversionary_annuities" ] }, { "page": "rt_ul", "title": "Account-value to guaranteed-fund ratio", "topics": [ "rt_ul" ] }, { "page": "S0", "title": "Survival function for age-at-failure", "topics": [ "S0" ] }, { "page": "S0_to_lx", "title": "Convert survival probabilities to life-table values", "topics": [ "S0_to_lx" ] }, { "page": "salary_scale", "title": "Salary scale under constant annual growth", "topics": [ "salary_scale" ] }, { "page": "select_life_table", "title": "Construct a select life table", "topics": [ "select_life_table" ] }, { "page": "solve_yield", "title": "Solve the yield rate by the equation of value", "topics": [ "solve_yield" ] }, { "page": "spot_interest_apvs", "title": "Actuarial present values under spot rates", "topics": [ "Axn1_spot", "Axn_spot", "axn_spot", "nEx_spot", "spot_interest_apvs" ] }, { "page": "thiele_backward_path", "title": "Backward reserve path from a terminal value", "topics": [ "thiele_backward_path" ] }, { "page": "thiele_backward_step", "title": "One backward numerical step for Thiele's equation", "topics": [ "thiele_backward_step" ] }, { "page": "thiele_dVdt", "title": "Reserve derivative from Thiele's equation", "topics": [ "thiele_dVdt" ] }, { "page": "thiele_dVdt_01", "title": "Reserve derivatives for a disability model with recovery", "topics": [ "thiele_dVdt_01" ] }, { "page": "thiele_path_01", "title": "Backward reserve path for a disability model with recovery", "topics": [ "thiele_path_01" ] }, { "page": "tp00_tp01_euler", "title": "Euler approximation of disability-state probabilities", "topics": [ "tp00_tp01_euler" ] }, { "page": "tpx", "title": "Conditional survival probability", "topics": [ "tpx" ] }, { "page": "tpx_tab", "title": "Fractional survival probability from a life table", "topics": [ "tpx_tab" ] }, { "page": "tpx_tau_cf", "title": "Total survival under constant cause-specific forces", "topics": [ "tpx_tau_cf" ] }, { "page": "tpxprimej_cf", "title": "Single-decrement survival under a constant force", "topics": [ "tpxprimej_cf" ] }, { "page": "tqx", "title": "Conditional failure probability", "topics": [ "tqx" ] }, { "page": "tqx_tab", "title": "Fractional failure probability from a life table", "topics": [ "tqx_tab" ] }, { "page": "tqxj_cf", "title": "Cause-specific decrement probability under constant forces", "topics": [ "tqxj_cf" ] }, { "page": "tqxprime_mudd", "title": "Fractional-year associated single-decrement probabilities under MUDD", "topics": [ "tqxprime_mudd" ] }, { "page": "tqxprimej_cf", "title": "Single-decrement failure under a constant force", "topics": [ "tqxprimej_cf" ] }, { "page": "tVbarAbarx", "title": "Fully continuous whole life reserve", "topics": [ "tVbarAbarx" ] }, { "page": "tVbarx", "title": "Whole life reserve with continuous premiums", "topics": [ "tVbarx" ] }, { "page": "tVnAdotx", "title": "Reserve for a deferred annuity-due", "topics": [ "tVnAdotx" ] }, { "page": "tVnax", "title": "Reserve for a deferred annuity-immediate", "topics": [ "tVnax" ] }, { "page": "tVnEx", "title": "Pure endowment net level premium reserve", "topics": [ "tVnEx" ] }, { "page": "tVx", "title": "Whole life net level premium reserve", "topics": [ "tVx" ] }, { "page": "tVx_m", "title": "Whole life reserve with m-thly premiums", "topics": [ "tVx_m" ] }, { "page": "tVx_ret", "title": "Retrospective whole life reserve", "topics": [ "tVx_ret" ] }, { "page": "tVxn", "title": "Endowment insurance net level premium reserve", "topics": [ "tVxn" ] }, { "page": "tVxn_ret", "title": "Retrospective endowment insurance reserve", "topics": [ "tVxn_ret" ] }, { "page": "tVxn1", "title": "Term insurance net level premium reserve", "topics": [ "tVxn1" ] }, { "page": "tVxn1_ret", "title": "Retrospective term insurance reserve", "topics": [ "tVxn1_ret" ] }, { "page": "udd_continuous_multiplier", "title": "UDD multiplier for continuous insurance approximations", "topics": [ "udd_continuous_multiplier" ] }, { "page": "udd_mthly_multiplier", "title": "UDD multiplier for m-thly insurance approximations", "topics": [ "udd_mthly_multiplier" ] }, { "page": "V_zeroized", "title": "Zeroized reserves for a discrete death-benefit contract", "topics": [ "V_zeroized" ] }, { "page": "var_Abarx", "title": "Variance of continuous whole life insurance PV", "topics": [ "var_Abarx" ] }, { "page": "var_Abarxn", "title": "Variance of continuous endowment insurance PV", "topics": [ "var_Abarxn" ] }, { "page": "var_Abarxn1", "title": "Variance of continuous term insurance PV", "topics": [ "var_Abarxn1" ] }, { "page": "var_Ax", "title": "Variance of whole life insurance PV", "topics": [ "var_Ax" ] }, { "page": "var_Ax_m", "title": "Variance of m-thly whole life insurance PV", "topics": [ "var_Ax_m" ] }, { "page": "var_Axn", "title": "Variance of endowment insurance PV", "topics": [ "var_Axn" ] }, { "page": "var_Axn_m", "title": "Variance of m-thly endowment insurance PV", "topics": [ "var_Axn_m" ] }, { "page": "var_Axn1", "title": "Variance of term insurance PV", "topics": [ "var_Axn1" ] }, { "page": "var_Axn1_m", "title": "Variance of m-thly term insurance PV", "topics": [ "var_Axn1_m" ] }, { "page": "var_nAbarx", "title": "Variance of continuous deferred insurance PV", "topics": [ "var_nAbarx" ] }, { "page": "var_nAx", "title": "Variance of deferred insurance PV", "topics": [ "var_nAx" ] }, { "page": "var_nAx_m", "title": "Variance of m-thly deferred insurance PV", "topics": [ "var_nAx_m" ] }, { "page": "var_nEx", "title": "Variance of pure endowment PV", "topics": [ "var_nEx" ] }, { "page": "variable_interest_apvs", "title": "Actuarial present values under variable annual interest rates", "topics": [ "Axn1_var", "Axn_var", "axn_var", "nEx_var", "variable_interest_apvs" ] }, { "page": "varLtx", "title": "Variance of present value of loss at duration t for whole life insurance", "topics": [ "varLtx" ] }, { "page": "Vprefloor_crvm_ul", "title": "Pre-floor CRVM reserve", "topics": [ "Vprefloor_crvm_ul" ] }, { "page": "vt_var", "title": "Discount factors under variable annual interest rates", "topics": [ "vt_var" ] }, { "page": "z_from_coupon_annual", "title": "Bootstrap annual effective spot rates", "topics": [ "z_from_coupon_annual" ] }, { "page": "z_from_coupon_semi", "title": "Bootstrap semiannual nominal spot rates", "topics": [ "z_from_coupon_semi" ] }, { "page": "z_from_fn1", "title": "Spot rates from one-year forward rates", "topics": [ "z_from_fn1" ] } ], "_readme": "https://github.com/aokine/mqriskr/raw/HEAD/README.md", "_rundeps": [], "_vignettes": [ { "source": "getting-started.Rmd", "filename": "getting-started.html", "title": "Getting Started with mqriskR", "engine": "knitr::rmarkdown", "headings": [ "Overview", "Survival Models", "Insurance Functions", "Life Annuities", "Premium Calculation", "Reserve Calculation", "Multiple-Decrement Models", "Mortality Improvement", "Summary" ], "created": "2026-04-13 20:29:00", "modified": "2026-04-13 20:29:00", "commits": 1 } ], "_score": 5.6020599913279625, "_indexed": true, "_nocasepkg": "mqriskr", "_universes": [ "aokine" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.1", "date": "2026-11-04T01:42:42.000Z", "distro": "resolute", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/a7eae7681724c368713906f21eeb13fe07dfba52046e457c5f3d474fcc4706ca", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.6.2", "os": "linux", "version": "0.1.1", "date": "2026-11-04T01:42:47.000Z", "distro": "resolute", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/3a3801e7c80de53780eb40748731bb554e9b0ab89cdca031492e6f3c9abe9016", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.5.3", "os": "mac", "version": "0.1.1", "date": "2026-11-04T01:42:48.000Z", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/93a5609e7f976f89f34a3e97a5fcd42eb4604e4bfc8381d17c9923843902b421", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.6.2", "os": "mac", "version": "0.1.1", "date": "2026-11-04T01:42:54.000Z", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/68ecd36d43d241149bc5d9ee09bdd386814df98becde9bb5bf60a13ae56e5042", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.1", "date": "2026-11-04T01:42:12.000Z", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/c37ebc5ba19256c22823a41811c0d6e43888bc21f8124fe0ebc59fbe946973f4", "status": "success", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.7.0", "os": "win", "version": "0.1.1", "date": "2026-11-04T01:41:46.000Z", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/d12e2d2f1847e070061f1479252e1ad8a5625f7fb6779aa6abccb294dcb066c4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.5.3", "os": "win", "version": "0.1.1", "date": "2026-11-04T01:41:58.000Z", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/99de30ad11a8e4398a293a9a6f3956238df5cf262708b215c172785e74f24bbd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" }, { "r": "4.6.2", "os": "win", "version": "0.1.1", "date": "2026-11-04T01:41:52.000Z", "commit": "3ae09b45bbe92f30decc96330b902decb616ffb7", "fileid": "https://r2.ropensci.org/ddf6985b69a5eedc24340b1ab5858845f38fcca902198810e79a53f0883fb1b5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/aokine/actions/runs/41755304432" } ] }