News
lifecontingencies 1.4.4
The presentValue function has been enhanced to perform
calculations using Rcpp. Also, its documentation has been
written using roxygen 2.
lifecontingencies 1.4.3
lifecontingencies 1.4.2
lifecontingencies 1.4.1
(2025-09-16)
- Same as previous version.
lifecontingencies 1.4.0
(2025-09-16)
- Same as previous version.
lifecontingencies 1.3.12
- Updated R version dependency to R >= 4.2.0 due to
markovchain package requirements.
- Bug fix: Ensured the default value for
n in
axn() and Axn() is non-negative.
lifecontingencies 1.3.11
- Removed metatable from lifecontingencies.md.
lifecontingencies 1.3.10
- Lowered R version requirements to 4.1.
- Added a
NEWS.md file for tracking package changes.
- Fixed class calls.
- Transitioned to bibentry and resolved missing links.
Version 1.3.8
- Resolved issues in bibliography.
- Removed vignette introduction due to LaTeX incompatibility.
Version 1.3.7
- Added mortality projections with
StMoMo.
- Introduced a new vignette on Pension Evaluation by Ivan
Williams.
- Added DOI.
Version 1.3.5
- Implemented vectorization of
pxt(), qxt(),
axn(), Axn().
- Began vectorization of
axyzn() (development
version).
- Started transitioning documentation to Roxygen.
Version 1.3.4
- Fixed an issue in Macaulay duration.
- Recreated old data in data-raw.
Version 1.3.3
- Added clarifications on geometric discounting.
Version 1.3.2
- Changes made in the Pension Funding Vignette.
Version 1.3.1
- Removed .sty files as requested by CRAN.
- Added unit tests for mdt functions.
- Began deprecating
pxyt, qxyt,
exyt.
Version 1.3
- Introduced
qxt.fromQxprime to derive decrement from
ASDT decrements.
- Updated the vignette on pension funding.
Version 1.2.5
- Added a new vignette on pension funding.
- Included a section on associated single decrement tables.
- Added function to compute associated single decrement rate from
multiple decrement tables.
- Made various fixes.
Version 1.2.2
- Added registration of Dynamic libraries.
- Revised vignettes.
Version 1.2.1
Version 1.2
- Added an initialize method for
actuarialtable and
lifetable classes.
Version 1.1.14
- Fixed a small issue on removing NA from data.frames.
- Addressed medium bugs affecting
Axyn and
Ax (refer to GitHub issues ##1 and ##2).
Version 1.1.12
- Made cosmetic amendments.
Version 1.1.10
- Fixed
AExn=1 when n=0.
- Corrected
pxt with multiple decrements when
t=0.
- Implemented small changes to vignettes.
Version 1.1.6
- Added GitHub repository.
- First use of Rcpp (hidden code).
- Introduced a new vignette for a quick introduction to the
package.
Version 1.1.5
- Replaced the Numerical Tests vignette with Unit Root testing.
- Resolved inconsistencies in the manual regarding
lifetable and actuarialtable methods.
- Added
rmdt to sample from multiple contingencies
object.
- Updated description and namespace.
Version 1.1
- Officially introduced multiple decrements in the package (added
various methods and a vignette).
- Added an introductory vignette for multiple decrements.
Version 1.0.6
- Modified vignettes to comply with CRAN policies (removed parallel
function).
- Added SoA illustrative service table in data.
- Introduced multiple decrements through the
mdt
class.
Version 1.0.5
- Resolved an issue with fractional probabilities (Kevin J.
Owens).
- Fixed an issue with multiple lives random generation functions
(Kevin J. Owens).
- Enhanced mortality vignettes.
- Enabled export of life tables as
markovchainList
objects.
Version 1.0
- Fixed an issue with the print method on
actuarialtable.
- Added reference to JSS Published Paper.
- Significantly enhanced the mortality vignette (thanks to Gian Paolo
Clemente, co-author).
Version 0.9.8.6
- Added annuities paid in advance/deferred options.
- Introduced functions
getLifecontingencyPV and
getLifecontingencyXyzPV for obtaining Present Value given
the age of death.
Version 0.9.8.5
- Fixed the
axn function.
- Finalized the main vignette.
Version 0.9.8
- Improved documentation.
- Added
as.numeric method for lifetable and
actuarialtable objects.
- Introduced a
power argument to the APV function for
evaluating higher moments.
Version 0.9.7
- Minor changes to documentation.
Version 0.9.6
- Added a summary method for
lifetable and
actuarialtable objects.
- Improvements and fixes in the simulation of life contingent
insurances.
- Added
rLifeContingenciesXyz function.
- Enhancements to the vignette.
Version 0.9.5
- Added ALM section to the main vignette.
- Improved
rLife.
- Added functions for switching between interest and discount
rates.
- Ensured proper functioning of multiple life insurance
functions.
- Introduced a function to generate variates from two life
contingencies.
- Added French and UK life tables.
Version 0.9.3
- Revised lifecontingencies vignettes to align with the Journal of
Statistical Software style.
- Minor changes and bug fixes.
Version 0.9.2
- Parallelized
rLifeContingencies.
- Updated
demoIta dataset.
- Added an n-year term insurance function
AExn.
- Final revision of package vignettes.
Version 0.9.1
- Standardized conventions on parameters.
- Minor changes in vignettes and function documentation.
Version 0.9
- Added
rLifeContingencies function for simulating random
variates from life contingencies distribution.
- Deep revision of vignettes.
- Various bug fixes.
Version 0.1.1
- Minor fixes.
- Set R required version to 2.14.
Version 0.1
- Deep revision of vignettes.
- Added increasing annuity function
Iaxn.
- Minor fixes.
Version 0.0.7
- Added
rLife function for simulating random times until
death.
- Improved financial mathematics functions.
- Enhanced documentation and vignettes.
Version 0.0.6
- Enhanced documentation.
- Improved financial functions.
- Added function for obtaining lifetables from raw survival or