Skip to content
Snippets Groups Projects
Commit 0e51b452 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
Browse files

Implement USA Annuity 2000 table as data set

parent f65f0af3
No related branches found
No related tags found
No related merge requests found
No preview for this file type
...@@ -606,59 +606,52 @@ save(USA1996IAM, ...@@ -606,59 +606,52 @@ save(USA1996IAM,
USAAnnuity2000.data = read_excel( USAAnnuity2000.data = read_excel(
US.annuities.file, sheet = "Annuity 2000", US.annuities.file, sheet = "Annuity 2000",
col_names = c("age","qxBasic", "qyBasic", "qx", "qy"), col_names = c("age","qxBasic", "qyBasic", "qx", "qy"),
skip = 5) skip = 6)
USAAnnuity2000.basic.male = mortalityTable.period(
name = "USA Annuity 2000 basic, male",
ages = USAAnnuity2000.data$age,
deathProbs = USAAnnuity2000.data$qxBasic,
data = list(
dim = list(table = "Annuity 2000 basic", sex = "m", collar = "Basic", type = "Rententafel", data = "unloaded", year = 2000)
)
)
USAAnnuity2000.basic.female = mortalityTable.period(
name = "USA Annuity 2000 basic, female",
ages = USAAnnuity2000.data$age,
deathProbs = USAAnnuity2000.data$qyBasic,
data = list(
dim = list(table = "Annuity 2000 basic", sex = "f", collar = "Basic", type = "Rententafel", data = "unloaded", year = 2000)
)
)
USAAnnuity2000.male = mortalityTable.period( USAAnnuity2000 = array(
name = "USA Annuity 2000 mortality, male", data = c(
ages = USAAnnuity2000.data$age, mortalityTable.period(
deathProbs = USAAnnuity2000.data$qx, name = "USA Annuity 2000 basic, male",
data = list( ages = USAAnnuity2000.data$age,
dim = list(table = "Annuity 2000", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2000) deathProbs = USAAnnuity2000.data$qxBasic,
) data = list(
) dim = list(table = "Annuity 2000 Basic", sex = "m", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 2000, country = "USA")
)
),
USAAnnuity2000.female = mortalityTable.period( mortalityTable.period(
name = "USA Annuity 2000 mortality, female", name = "USA Annuity 2000 basic, female",
ages = USAAnnuity2000.data$age, ages = USAAnnuity2000.data$age,
deathProbs = USAAnnuity2000.data$qy, deathProbs = USAAnnuity2000.data$qyBasic,
data = list( data = list(
dim = list(table = "Annuity 2000", sex = "f", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2000) dim = list(table = "Annuity 2000 basic", sex = "f", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 2000, country = "USA")
) )
) ),
mortalityTable.period(
name = "USA Annuity 2000 mortality, male",
ages = USAAnnuity2000.data$age,
deathProbs = USAAnnuity2000.data$qx,
data = list(
dim = list(table = "Annuity 2000", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2000, country = "USA")
)
),
USAAnnuity2000 = array( mortalityTable.period(
data = c( name = "USA Annuity 2000 mortality, female",
USAAnnuity2000.basic.male, USAAnnuity2000.basic.female, ages = USAAnnuity2000.data$age,
USAAnnuity2000.male, USAAnnuity2000.female deathProbs = USAAnnuity2000.data$qy,
data = list(
dim = list(table = "Annuity 2000", sex = "f", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2000, country = "USA")
)
)
), ),
dim = c(2, 2), dim = c(2, 2),
dimnames = list(Sex = c("m", "f"), typ = c("loaded", "basic")) dimnames = list(Sex = c("m", "f"), type = c("basic", "loaded"))
) )
save(USAAnnuity2000, save(USAAnnuity2000,
USAAnnuity2000.basic.male, USAAnnuity2000.basic.female, file = here::here("data", "USAAnnuity2000.RData")
USAAnnuity2000.male, USAAnnuity2000.female,
file = here::here("data", "USAAnnuity2000.RData")
) )
......
No preview for this file type
...@@ -1546,14 +1546,12 @@ plotMortalityTables( ...@@ -1546,14 +1546,12 @@ plotMortalityTables(
Group Annuity Valuation Table Task Force, "1994 Group Annuity Mortality Table and 1994 Group Annuity Reserving Table", Transactions of the Society of Actuaries, Vol.47, 1995, pp.865-872. https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1990-95/1995/january/tsa95v4722.pdf Group Annuity Valuation Table Task Force, "1994 Group Annuity Mortality Table and 1994 Group Annuity Reserving Table", Transactions of the Society of Actuaries, Vol.47, 1995, pp.865-872. https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1990-95/1995/january/tsa95v4722.pdf
* 1996 IAM (Individual Annuity Mortality) * 1996 IAM (Individual Annuity Mortality)
* Source: Robert J. Johansen, “Review of Adequacy of 1983 Individual annuity Mortality Table”, Transactions of the Society of Actuaries Vol. XLVII (1995), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1990-95/1995/January/tsa95v479.pdf * Source: Robert J. Johansen, “Review of Adequacy of 1983 Individual annuity Mortality Table”, Transactions of the Society of Actuaries Vol. XLVII (1995), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1990-95/1995/January/tsa95v479.pdf
* Annuity 2000 Mortality Table
* Source: Robert J. Johansen, “Review of Adequacy of 1983 Individual annuity Mortality Table”, Transactions of the Society of Actuaries Vol. XLVII (1995), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1990-95/1995/January/tsa95v479.pdf
* Annuity 2000 Mortality Table
* Source: Society of
Actuaries Committee on Life Insurance Research and shown on page 240 of Volume XLVII of the
Transactions of the Society of Actuaries (1995)
* 2012 IAR (Individual Annuity Reserving) Valuation Table (2012 IAR = 2012 IAM Period Table + Scale G2 * 2012 IAR (Individual Annuity Reserving) Valuation Table (2012 IAR = 2012 IAM Period Table + Scale G2
* 2012 IAM Basic table with selection factors $F_x$ (when little or no experience is available on a business segment (VM-21 Section 11 B.3) * 2012 IAM Basic table with selection factors $F_x$ (when little or no experience is available on a business segment (VM-21 Section 11 B.3)
...@@ -1577,8 +1575,8 @@ plotMortalityTables( ...@@ -1577,8 +1575,8 @@ plotMortalityTables(
USA1994GAM, USA1994GAM,
USA1994GAR, USA1994GAR,
USA1996IAM, USA1996IAM,
USAAnnuity2000, USAAnnuity2000,
aes = aes(color = table), aes = aes(color = table),
legend.position = "bottom", legend.position = "bottom",
legend.key.width = unit(2, "lines"), legend.key.width = unit(2, "lines"),
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment