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Curtate expectation of life at age x

ex_curtate.Rd

Computes \(e_x = E[K_x] = \sum_{k=1}^\infty {}_k p_x\) with truncation.

Usage

ex_curtate(x, model, ..., k_max = 5000, tol = 1e-12)

Arguments

x

Numeric vector of ages (\(x \ge 0\)).

model

One of "uniform", "exponential", "gompertz", "makeham", "weibull".

...

Model parameters:

  • uniform: omega

  • exponential: lambda

  • gompertz: B, c

  • makeham: A, B, c

  • weibull: shape, scale

k_max

Maximum integer duration to sum to.

tol

Stop early if the summand is < tol for several steps.

Value

Numeric vector of curtate expectations.