Annuity Random Interest Rates

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Documentation for package ‘AnnuityRIR’ version 1.0-0

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beta_parameters Compute the parameters of the beta distribution and plot normalized data.
FV_post_artan Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the tetraparametric function approach.
FV_post_beta_kmom Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the estimated moments of the beta distribution.
FV_post_mood Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the method of Mood _et al._
FV_post_norm_kmom Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the estimated moments of the normal distribution.
FV_post_quad Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the quadratic discount method.
FV_pre_artan Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the tetraparametric function approach.
FV_pre_beta_kmom Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the estimated moments of the beta distribution.
FV_pre_mood Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the method of Mood _et al._
FV_pre_norm_kmom Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the estimated moments of the normal distribution.
FV_pre_quad Compute the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the quadratic discount method.
moment Compute the exact moments of a distribution.
norm_mom Fit the data to a normal curve and compute the moments of the normal distribution according to the definition (as integral).
norm_test_jb Compute the Jarque-Bera test for checking the assumption of normality of the interest rates distribution and returns the parameters of the fitted normal distribution.
plot_FVs_post Plot the final expected values of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using different approaches.
plot_FVs_pre Plot the final expected values of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using different approaches.
plot_FV_post_beta_kmom Plot the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the estimated moments of the beta distribution.
plot_FV_post_norm_kmom Plot the final expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using the estimated moments of the normal distribution.
plot_FV_pre_beta_kmom Plot the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the estimated moments of the beta distribution.
plot_FV_pre_norm_kmom Plot the final expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the estimated moments of the normal distribution.
plot_PVs_post Plot the present expected values of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, using different approaches.
plot_PVs_pre Plot the present expected values of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using different approaches.
PV_post_artan Compute present expected value of an n-payment annuity, with payments of 1 unit each, made at the end of every year (annuity-immediate), valued at the rate X, using the tetraparametric function approach.
PV_post_cubic Compute the present expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-due), valued at the rate X, using the cubic discount method.
PV_post_exact Computes the present value of an annuity-immediate considering only non-central moments of negative orders.
PV_post_mood_nm Compute the present expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, with the method of Mood _et al._ using some negative moments of the distribution.
PV_post_mood_pm Compute the present expected value of an n-payment annuity, with payments of 1 unit each made at the end of every year (annuity-immediate), valued at the rate X, with the method of Mood _et al._ using some positive moments of the distribution.
PV_post_triang_3 Compute the present value of an annuity-immediate considering only non-central moments of negative orders. The calculation is performed by using the function triangular\_moments\_3 for the moments greater than -2 (in absolute value).
PV_post_triang_dis Compute the present value of an annuity-immediate considering only non-central moments of negative orders. The calculation is performed by using the moments of the fitted triangular distribution of the random variable "capitalization factor" U (which are obtained from the definition of negative moment of a continuous random variable).
PV_pre_artan Compute the present expected value of an n-payment annuity, with payments of 1 unit each, made at the beginning of every year (annuity-due), valued at the rate X, using the tetraparametric function approach.
PV_pre_cubic Compute the present expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, using the cubic discount method.
PV_pre_exact Compute the present value of an annuity-due considering only non-central moments of negative orders.
PV_pre_mood_nm Compute the present expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, with the method of Mood _et al._ using some negative moments of the distribution.
PV_pre_mood_pm Compute the present expected value of an n-payment annuity, with payments of 1 unit each made at the beginning of every year (annuity-due), valued at the rate X, with the method of Mood _et al._ using some positive moments of the distribution.
PV_pre_triang_3 Compute the present value of an annuity-due considering only non-central moments of negative orders. The calculation is performed by using the function $triangular\_moments\_3$ for the moments greater than -2 (in absolute value).
PV_pre_triang_dis Compute the present value of an annuity-due considering only non-central moments of negative orders. The calculation is performed by using the moments of the fitted triangular distribution of the random variable "capitalization factor" U (which are obtained from the definition of negative moment of a continuous random variable)
triangular_moments_3 Compute the negatives moments (different from orders 1 and 2) of the fitted triangular distribution of the random variable X.
triangular_moments_3_U Compute the negatives moments (different from orders 1 and 2) of the fitted triangular distribution of the random variable "capitalization factor" U.
triangular_moments_dis Compute the negative moments of the fitted triangular distribution of the random variable X according to the definition (as integral).
triangular_moments_dis_U Compute the negative moments of the fitted triangular distribution of the random variable "capitalization factor" U according to the definition (as integral).
triangular_parameters Compute the parameters and plot the fitted triangular distribution of the random variable X.
triangular_parameters_U Return the parameters of the fitted triangular distribution of the random variable "capitalization factor" U.
variance_drv Compute the variance of the present value of an annuity using "discrete random variable" approach.
variance_post_mood_nm Compute the variance of the present value of an annuity-immediate using the Mood _et al._ approximation and some non-central moments of negative order.
variance_post_mood_pm Compute the variance of the present value of an annuity-immediate using the Mood _et al._ approximation and some non-central moments of positive order.
variance_pre_mood_nm Compute the variance of the present value of an annuity-due using the Mood _et al._ approximation and some non-central moments of negative order.
variance_pre_mood_pm Compute the variance of the present value of an annuity-due using the Mood _et al._ approximation and some non-central moments of positive order.