General projected asset share path (multiple decrements)

General projected asset share path (multiple decrements)

Usage

AS_path_md(AS0, G, r, e, b_mat, q_mat, p_tau, i, b_surv = NULL)

Arguments

AS0

Initial asset share.

G

Premium.

r

Expense percentages.

e

Fixed expenses.

b_mat

Matrix of benefits (rows = years, cols = causes).

q_mat

Matrix of decrement probabilities (same shape as b_mat).

p_tau

In-force probabilities.

i

Interest rate.

b_surv

Optional survival benefits.

Value

A data frame with columns k and AS. Column k gives the policy year from 0 to n, and column AS gives the corresponding projected asset share at each year.