% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/reserve_ch10.R
\name{ELtx}
\alias{ELtx}
\title{Mean present value of loss at duration t for whole life insurance}
\usage{
ELtx(x, t, i, P, model = NULL, ..., tbl = NULL)
}
\arguments{
\item{x}{Issue age.}

\item{t}{Duration.}

\item{i}{Effective annual interest rate.}

\item{P}{Annual premium.}

\item{model}{Optional parametric survival model name.}

\item{...}{Additional model parameters.}

\item{tbl}{Optional life table object.}
}
\value{
A numeric vector of values.
}
\description{
Computes the conditional mean
\eqn{E[{}_tL_x \mid K_x \ge t]} for a fully discrete whole life insurance.
}
\details{
Under the equivalence-principle premium, this equals the prospective
reserve \eqn{{}_tV_x}.
}
\examples{
prem <- Px(40, i = 0.05, model = "uniform", omega = 100)
ELtx(40, t = 10, i = 0.05, P = prem, model = "uniform", omega = 100)
}
