Projected asset-share path for two decrement causes

Convenience interface to AS_path_md() for two causes.

Usage

AS_path(AS0, G, r, e, b1, b2, q1, q2, p_tau, i, b3 = NULL)

Arguments

AS0

Initial asset share.

G

Premium amount by policy year.

r

Percent-of-premium expense rate by policy year.

e

Fixed expense by policy year.

b1

Cause 1 benefit by policy year.

b2

Cause 2 benefit by policy year.

q1

Cause 1 probability by policy year.

q2

Cause 2 probability by policy year.

p_tau

In-force probability by policy year.

i

Effective annual interest rate by policy year.

b3

Survival benefit by policy year.

Value

A data frame with policy year k and asset share AS.