Variance of continuous term insurance PV

Computes \(\mathrm{Var}(\bar{Z}_{x:\overline{n}|}^{1}) = {}^{2}\bar{A}_{x:\overline{n}|}^{1} - (\bar{A}_{x:\overline{n}|}^{1})^2\).

Usage

var_Abarxn1(x, n, i, model, ...)

Arguments

x

Age.

n

Term.

i

Effective annual interest rate.

model

Parametric survival model name.

...

Additional model parameters passed to survival-model functions.

Value

Numeric vector of variances.