Adds the current survival probability for each contract based on
its duration and contract type.
Usage
add_survival_probabilities(
data,
survival_curves,
contract_type_var,
duration_var = "survival_time"
)
Arguments
- data
A data.table with contract information
- survival_curves
List output from estimate_contract_survival
- contract_type_var
Character. Contract type variable name
- duration_var
Character. Duration variable name
Value
Enhanced data.table with survival_prob column