Insurance Reserve Calculations
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Documentation for package ‘lifepack’ version 0.0.8
Help Pages
| equiv_premium | Equivalence Premium |
| prodint | Productintegral This function calculates the productintegral of a matrix from s to t with a given number of steps for the runge kutta |
| reserve | Reserve This function calculates the reserve given the reward matrix and some constant rate This function requires proper construction of reward matrix as specified in the lecture notes provided in the course Liv1 at the University of Copenhagen. |
| sreserve | Reserve with Dynamic Rate |