Skip to contents

Computes \(\mathrm{Cov}(Z_{x:\overline{n}|}^{1}, Z_{x:\overline{n}|}^{1\text{(pure endow)}}) = -A_{x:\overline{n}|}^{1} \cdot {}_nE_x\).

Usage

cov_term_endow(x, n, i, tbl = NULL, model = NULL, ...)

Arguments

x

Age.

n

Term.

i

Effective annual interest rate.

tbl

Optional life table object.

model

Optional parametric survival model name.

...

Additional arguments passed to survival-model functions.

Value

Numeric vector of covariances.