Computes \(\mathrm{Var}(Z_x^{(m)}) = {}^{2}A_x^{(m)} - (A_x^{(m)})^2\).
Usage
var_Ax_m(x, i, m, model, ..., tol = 1e-12, j_max = 100000L)
Arguments
- x
Age.
- i
Effective annual interest rate.
- m
Positive integer payment frequency.
- model
Parametric survival model name.
- ...
Additional model parameters passed to survival-model functions.
- tol
Numerical tolerance for truncating the infinite sum.
- j_max
Maximum number of m-thly intervals in the sum.
Value
Numeric vector of variances.