LifeInsuranceContracts: Framework for 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. However, 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. Mortalities are given using the 'MortalityTables' package.

Version: 0.0.3
Imports: R6, MortalityTables, objectProperties, lubridate, openxlsx, dplyr, scales, abind, stringr, methods, rlang, kableExtra, pander, tidyr
Suggests: knitr, rmarkdown, magrittr, tibble, testthat
Published: 2021-09-01
Author: Reinhold Kainhofer [aut, cre]
Maintainer: Reinhold Kainhofer <reinhold at kainhofer.com>
BugReports: https://gitlab.open-tools.net/R/r-life-insurance-contracts/-/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://gitlab.open-tools.net/R/r-life-insurance-contracts
NeedsCompilation: no
Materials: README
CRAN checks: LifeInsuranceContracts results

Documentation:

Reference manual: LifeInsuranceContracts.pdf
Vignettes: Using the LifeInsuranceContracts Package

Downloads:

Package source: LifeInsuranceContracts_0.0.3.tar.gz
Windows binaries: r-devel: LifeInsuranceContracts_0.0.3.zip, r-release: LifeInsuranceContracts_0.0.3.zip, r-oldrel: LifeInsuranceContracts_0.0.3.zip
macOS binaries: r-release (arm64): LifeInsuranceContracts_0.0.3.tgz, r-oldrel (arm64): LifeInsuranceContracts_0.0.3.tgz, r-release (x86_64): LifeInsuranceContracts_0.0.3.tgz, r-oldrel (x86_64): LifeInsuranceContracts_0.0.3.tgz
Old sources: LifeInsuranceContracts archive

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