diff --git a/TODO/MortalityTables_USA_Annuities.R b/TODO/MortalityTables_USA_Annuities.R deleted file mode 100644 index dad08f55a97061ab5d294ce5009b487b79d3b9b5..0000000000000000000000000000000000000000 --- a/TODO/MortalityTables_USA_Annuities.R +++ /dev/null @@ -1,3 +0,0 @@ -stopifnot(require(methods), require(utils), require(MortalityTables)) - -mortalityTables.load("USA_Annuities_*") diff --git a/TODO/MortalityTables_USA_Annuities_2012IAM.R b/TODO/MortalityTables_USA_Annuities_2012IAM.R deleted file mode 100644 index 8ef564f081c46bd9d3164549e97d6b7c07c4b8fe..0000000000000000000000000000000000000000 --- a/TODO/MortalityTables_USA_Annuities_2012IAM.R +++ /dev/null @@ -1,55 +0,0 @@ -stopifnot(require(methods), require(utils), require(MortalityTables)) - -############################################################################### -### 2012 IAR/GAM group annuity tables, with improvement factors AA_x -############################################################################### - -USA2012IAM.data = utils::read.csv( - system.file("extdata", - "USA_Annuities_2012IAM.csv", - package = "MortalityTables"), - col.names = c("age", "qxBasic", "qyBasic", "qx", "qy", "G2x", "G2y", "", "", ""), - skip = 3 -) - -USA2012IAM.male.basic = mortalityTable.period( - name = "USA 2012 IAM basic (unloaded), male", - ages = USA2012IAM.data$age, - deathProbs = USA2012IAM.data$qxBasic, - data = list( - dim = list(sex = "m", collar = "Mortality", type = "Rententafel", data = "unloaded", year = "2012 IAM") - ) -) - -USA2012IAM.female.basic = mortalityTable.period( - name = "USA 2012 IAM basic (unloaded), female", - ages = USA2012IAM.data$age, - deathProbs = USA2012IAM.data$qyBasic, - data = list( - dim = list(sex = "w", collar = "Mortality", type = "Rententafel", data = "unloaded", year = "2012 IAM") - ) -) - - -USA2012IAM.male = mortalityTable.improvementFactors( - name = "USA 2012 IAM, male", - ages = USA2012IAM.data$age, - deathProbs = USA2012IAM.data$qx, - improvement = USA2012IAM.data$G2x, - data = list( - dim = list(sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = "2012 IAM") - ) -) - -USA2012IAM.female = mortalityTable.improvementFactors( - name = "USA 2012 IAM, female", - ages = USA2012IAM.data$age, - deathProbs = USA2012IAM.data$qy, - improvement = USA2012IAM.data$G2y, - data = list( - dim = list(sex = "w", collar = "Mortality", type = "Rententafel", data = "loaded", year = "2012 IAM") - ) -) - -rm(USA2012IAM.data) - diff --git a/TODO/USA_Annuities_2012IAM.csv b/TODO/USA_Annuities_2012IAM.csv deleted file mode 100644 index 5311efa096f625ecde406712ff395e064e4b7d68..0000000000000000000000000000000000000000 --- a/TODO/USA_Annuities_2012IAM.csv +++ /dev/null @@ -1,125 +0,0 @@ -USA 2012 IAM Basic and Mortality Tables,,,,,,,,, -,,,,,,,YOB:,2025, -,Basic Table (unloaded),,2012 IAM Mortality,,Projection Scale,,,, -ANB,qx(2012),qy(2012),qx(2012),qy(2012),G2x,G2y,Age,qx,qy -0,0.001783,0.001801,0.001605,0.001621,0.01,0.01,0,0.00140842124191334,0.00142246157828133 -1,0.000446,0.00045,0.000401,0.000405,0.01,0.01,1,0.00034836707092036,0.000351842054171436 -2,0.000306,0.000287,0.000275,0.000259,0.01,0.01,2,0.000236516047526354,0.000222755113852094 -3,0.000254,0.000199,0.000229,0.000179,0.01,0.01,3,0.000194983829580727,0.000152410941025983 -4,0.000193,0.000152,0.000174,0.000137,0.01,0.01,4,0.000146672115648803,0.000115483217493598 -5,0.000186,0.000139,0.000168,0.000125,0.01,0.01,5,0.000140198311923615,0.000104314220181261 -6,0.000184,0.00013,0.000165,0.000117,0.01,0.01,6,0.000136317822932872,0.0000966617289887636 -7,0.000177,0.000122,0.000159,0.00011,0.01,0.01,7,0.00013004720307796,0.0000899697631356954 -8,0.000159,0.000105,0.000143,0.000095,0.01,0.01,8,0.00011579108515564,0.0000769241474810196 -9,0.000143,0.000098,0.000129,0.000088,0.01,0.01,9,0.000103410346050537,0.000070543491879436 -10,0.000126,0.000094,0.000113,0.000085,0.01,0.01,10,0.000089678414051733,0.0000674572141097107 -11,0.000123,0.000096,0.000111,0.000086,0.01,0.01,11,0.0000872102736296013,0.0000675683201094208 -12,0.000147,0.000105,0.000132,0.000094,0.01,0.01,12,0.000102672419440687,0.0000731152077835198 -13,0.000188,0.00012,0.000169,0.000108,0.01,0.01,13,0.000130137291641071,0.0000831646597469567 -14,0.000236,0.000146,0.000213,0.000131,0.01,0.01,14,0.000162378998155933,0.0000998668955794706 -15,0.000282,0.000174,0.000254,0.000156,0.01,0.01,15,0.000191698698949723,0.000117736208803767 -16,0.000325,0.000199,0.000293,0.000179,0.01,0.01,16,0.000218921423639158,0.000133743804885356 -17,0.000364,0.00022,0.000328,0.000198,0.01,0.01,17,0.000242621722471356,0.000146460673930879 -18,0.000399,0.000234,0.000359,0.000211,0.01,0.01,18,0.000262896909705929,0.000154516010997078 -19,0.00043,0.000245,0.000387,0.000221,0.01,0.01,19,0.000280567390015689,0.000160220654246686 -20,0.000459,0.000253,0.000414,0.000228,0.01,0.01,20,0.000297140440495686,0.000163642561432407 -21,0.000492,0.00026,0.000443,0.000234,0.01,0.01,21,0.000314775079681625,0.000166269455181716 -22,0.000526,0.000266,0.000473,0.00024,0.01,0.01,22,0.000332730759734796,0.000168827446799897 -23,0.000569,0.000272,0.000513,0.000245,0.01,0.01,23,0.000357259980859431,0.000170621238422145 -24,0.000616,0.000275,0.000554,0.000247,0.01,0.01,24,0.000381954793571469,0.000170293924209662 -25,0.000669,0.000277,0.000602,0.00025,0.01,0.01,25,0.000410897866196253,0.000170638648752597 -26,0.000728,0.000284,0.000655,0.000256,0.01,0.01,26,0.000442602527134485,0.000172986636559432 -27,0.000764,0.00029,0.000688,0.000261,0.01,0.01,27,0.00046025256989594,0.000174601628986687 -28,0.000789,0.0003,0.00071,0.00027,0.01,0.01,28,0.000470220249098628,0.000178816151065676 -29,0.000808,0.000313,0.000727,0.000281,0.01,0.01,29,0.000476664253357402,0.000184240240981334 -30,0.000824,0.000333,0.000741,0.0003,0.01,0.01,30,0.000480985047620986,0.000194730788510521 -31,0.000834,0.000357,0.000751,0.000321,0.01,0.01,31,0.000482601313165623,0.000206278324269194 -32,0.000838,0.000375,0.000754,0.000338,0.01,0.01,32,0.000479683856492159,0.000215030694289588 -33,0.000828,0.00039,0.000756,0.000351,0.01,0.01,33,0.000476146665189644,0.000221068094552335 -34,0.000808,0.000405,0.000756,0.000365,0.01,0.01,34,0.000471385198537747,0.000227586769135288 -35,0.000789,0.000424,0.000756,0.000381,0.01,0.01,35,0.00046667134655237,0.000235187543699012 -36,0.000783,0.000447,0.000756,0.000402,0.01,0.01,36,0.000462004633086846,0.000245669130292212 -37,0.0008,0.000476,0.000756,0.000429,0.01,0.01,37,0.000457384586755977,0.000259547602802003 -38,0.000837,0.000514,0.000756,0.000463,0.01,0.01,38,0.000452810740888418,0.000277316630993833 -39,0.000889,0.00056,0.0008,0.000504,0.01,0.01,39,0.0004743731571212,0.000298855088986356 -40,0.000955,0.000613,0.000859,0.000552,0.01,0.01,40,0.000504264595684299,0.000324044303629491 -41,0.001029,0.000667,0.000926,0.0006,0.01,0.01,41,0.00053816009947337,0.000348699848470866 -42,0.00111,0.000723,0.000999,0.00065,0.01,0.01,42,0.000574779395226952,0.000373980587485004 -43,0.001188,0.000774,0.001069,0.000697,0.01,0.01,43,0.000608903685448083,0.00039701203812658 -44,0.001268,0.000823,0.001142,0.00074,0.01,0.01,44,0.000643979727496627,0.000417289840934767 -45,0.001355,0.000866,0.001219,0.00078,0.01,0.01,45,0.000680526422889846,0.000435447588067334 -46,0.001464,0.000917,0.001318,0.000825,0.01,0.01,46,0.000728436822900024,0.000455963868658968 -47,0.001615,0.000983,0.001454,0.000885,0.01,0.01,47,0.000795565758036167,0.000484233628515824 -48,0.001808,0.001072,0.001627,0.000964,0.01,0.01,48,0.000881321618598071,0.000522184413232047 -49,0.002032,0.001168,0.001829,0.001051,0.01,0.01,49,0.000980834583903941,0.000563617904692751 -50,0.002285,0.00129,0.002057,0.001161,0.01,0.01,50,0.00109207270185867,0.000616381335370886 -51,0.002557,0.001453,0.002302,0.001308,0.011,0.01,51,0.00113414343057565,0.000687480205683435 -52,0.002828,0.001622,0.002545,0.00146,0.011,0.011,52,0.00124007154017205,0.000711396639941529 -53,0.003088,0.001792,0.002779,0.001613,0.012,0.011,53,0.00125269945812041,0.000777301691536441 -54,0.003345,0.001972,0.003011,0.001774,0.012,0.011,54,0.00134099155508448,0.000845483531045879 -55,0.003616,0.002166,0.003254,0.00195,0.013,0.012,55,0.00133654606044809,0.000858038635013534 -56,0.003922,0.002393,0.003529,0.002154,0.013,0.012,56,0.00143065590771547,0.000936429044708371 -57,0.004272,0.002666,0.003845,0.002399,0.014,0.012,57,0.00143311284967733,0.00103042495771417 -58,0.004681,0.003,0.004213,0.0027,0.014,0.012,58,0.00154829039625252,0.00114579475498054 -59,0.005146,0.003393,0.004631,0.003054,0.015,0.013,59,0.00155985193793222,0.00119043044391287 -60,0.005662,0.003844,0.005096,0.00346,0.015,0.013,60,0.00169072994894559,0.00133115382271491 -61,0.006237,0.004352,0.005614,0.003916,0.015,0.013,61,0.00183465101341834,0.00148700346559098 -62,0.006854,0.004899,0.006169,0.004409,0.015,0.013,62,0.00198578423053991,0.00165244323344059 -63,0.00751,0.005482,0.006759,0.004933,0.015,0.013,63,0.00214306806289609,0.00182479767258905 -64,0.00822,0.006118,0.007398,0.005507,0.015,0.013,64,0.00231048990477374,0.00201064700846738 -65,0.009007,0.006829,0.008106,0.006146,0.015,0.013,65,0.00249363323879082,0.00221477934253822 -66,0.009497,0.007279,0.008548,0.006551,0.015,0.013,66,0.00259016077859686,0.00233003615682059 -67,0.010085,0.007821,0.009076,0.007039,0.015,0.013,67,0.0027088997119966,0.00247105936334268 -68,0.010787,0.008475,0.009708,0.007628,0.015,0.013,68,0.00285406879991208,0.00264301757250625 -69,0.011625,0.009234,0.010463,0.008311,0.015,0.013,69,0.003029891844425,0.00284223380932264 -70,0.012619,0.010083,0.011357,0.009074,0.015,0.013,70,0.00323944609117631,0.00306282685611579 -71,0.013798,0.011011,0.012418,0.00991,0.015,0.013,71,0.0034889521825151,0.00330152415254949 -72,0.015195,0.01203,0.013675,0.010827,0.015,0.013,72,0.00378448621190655,0.00356013210632269 -73,0.016834,0.013154,0.01515,0.011839,0.015,0.013,73,0.00412979463391068,0.00384229008540376 -74,0.018733,0.014415,0.01686,0.012974,0.015,0.013,74,0.00452699092177017,0.00415591040101732 -75,0.020905,0.015869,0.018815,0.014282,0.015,0.013,75,0.00497613903797207,0.00451542323776893 -76,0.023367,0.017555,0.021031,0.015799,0.015,0.013,76,0.00547878726579733,0.00493010520242093 -77,0.026155,0.0195,0.02354,0.01755,0.015,0.013,77,0.00604042092403196,0.00540531317175485 -78,0.029306,0.021758,0.026375,0.019582,0.015,0.013,78,0.00666637044788754,0.00595275404993861 -79,0.032858,0.024412,0.029572,0.02197,0.015,0.013,79,0.00736230666470735,0.00659186193406947 -80,0.036927,0.027579,0.033234,0.024821,0.015,0.013,80,0.00814989571890508,0.00735045922620329 -81,0.041703,0.031501,0.037533,0.028351,0.014,0.012,81,0.00997340105141996,0.00911425495912413 -82,0.046957,0.036122,0.042261,0.032509,0.013,0.012,82,0.0121918405160246,0.0103255536204216 -83,0.052713,0.041477,0.047441,0.037329,0.013,0.011,83,0.0135082935932362,0.0129089330725882 -84,0.059148,0.047589,0.053233,0.04283,0.012,0.01,84,0.0165045834151492,0.0161570455877337 -85,0.066505,0.054441,0.059855,0.048997,0.011,0.01,85,0.0202458964683579,0.0182986293494178 -86,0.075015,0.061972,0.067514,0.055774,0.01,0.009,86,0.0249619267562836,0.0227889117387097 -87,0.084823,0.070155,0.07634,0.06314,0.009,0.008,87,0.0309113237787123,0.0282795043231104 -88,0.095987,0.078963,0.086388,0.071066,0.009,0.007,88,0.0346651052089081,0.0349571460973142 -89,0.108482,0.088336,0.097634,0.079502,0.008,0.007,89,0.0430320109869059,0.0388330409453954 -90,0.122214,0.098197,0.109993,0.088377,0.007,0.006,90,0.0533503953862535,0.047548502972242 -91,0.136799,0.108323,0.123119,0.097491,0.007,0.006,91,0.0592989390075116,0.0521372958648431 -92,0.152409,0.119188,0.137168,0.107269,0.006,0.005,92,0.0729160557137958,0.0633720433027383 -93,0.169078,0.131334,0.152171,0.118201,0.005,0.005,93,0.0894496104691372,0.0694812638877479 -94,0.186882,0.145521,0.168194,0.130969,0.005,0.004,94,0.0983739565641931,0.0852938509396589 -95,0.205844,0.162722,0.18526,0.146449,0.004,0.004,95,0.120168380836541,0.0949937342390723 -96,0.219247,0.18212,0.197322,0.163908,0.004,0.004,96,0.127480393946098,0.105893191894047 -97,0.238612,0.199661,0.214751,0.179695,0.003,0.003,97,0.154313033627849,0.129122940418235 -98,0.258341,0.217946,0.232507,0.196151,0.003,0.003,98,0.166570697822973,0.14052483989159 -99,0.278219,0.236834,0.250397,0.21315,0.002,0.002,99,0.200101224139192,0.170335810434106 -100,0.298452,0.256357,0.268607,0.230722,0.002,0.002,100,0.214224181333368,0.184009469468768 -101,0.32361,0.283802,0.290016,0.251505,0.002,0.002,101,0.230836066421317,0.200183523961759 -102,0.344191,0.304716,0.311849,0.273007,0.001,0.001,102,0.277955647038415,0.243335195338182 -103,0.364633,0.325819,0.333962,0.295086,0.001,0.001,103,0.297367627192798,0.262751521543811 -104,0.384783,0.346936,0.356207,0.317591,0,0,104,0.356207,0.317591 -105,0.4,0.367898,0.38,0.340362,0,0,105,0.38,0.340362 -106,0.4,0.387607,0.4,0.362371,0,0,106,0.4,0.362371 -107,0.4,0.4,0.4,0.384113,0,0,107,0.4,0.384113 -108,0.4,0.4,0.4,0.4,0,0,108,0.4,0.4 -109,0.4,0.4,0.4,0.4,0,0,109,0.4,0.4 -110,0.4,0.4,0.4,0.4,0,0,110,0.4,0.4 -111,0.4,0.4,0.4,0.4,0,0,111,0.4,0.4 -112,0.4,0.4,0.4,0.4,0,0,112,0.4,0.4 -113,0.4,0.4,0.4,0.4,0,0,113,0.4,0.4 -114,0.4,0.4,0.4,0.4,0,0,114,0.4,0.4 -115,0.4,0.4,0.4,0.4,0,0,115,0.4,0.4 -116,0.4,0.4,0.4,0.4,0,0,116,0.4,0.4 -117,0.4,0.4,0.4,0.4,0,0,117,0.4,0.4 -118,0.4,0.4,0.4,0.4,0,0,118,0.4,0.4 -119,0.4,0.4,0.4,0.4,0,0,119,0.4,0.4 -120,0.4,0.4,1,1,0,0,120,1,1 diff --git a/data-raw/US/Annuities/USA_Annuities.xlsx b/data-raw/US/Annuities/USA_Annuities.xlsx index 92f4045d7c4b63af8bca0a251e204a62140783b3..dcdeb479d1c61d9bf7534ff8ce70d4080ece583b 100644 Binary files a/data-raw/US/Annuities/USA_Annuities.xlsx and b/data-raw/US/Annuities/USA_Annuities.xlsx differ diff --git a/data-raw/US/create_MortalityTables_US_Annuities.R b/data-raw/US/create_MortalityTables_US_Annuities.R index b23f8aae4d6cbb1832ecb8078d922aa3942549f5..96a1632b7df9304b596b66da9e4503671d1e2e0f 100644 --- a/data-raw/US/create_MortalityTables_US_Annuities.R +++ b/data-raw/US/create_MortalityTables_US_Annuities.R @@ -657,3 +657,95 @@ save(USAAnnuity2000, + +#################################################################################h# +### Annuity 2000 Basic (unloaded) and Mortality (loaded) Tables, PERIOD tables #### +#################################################################################h# + +USA2012IAM.data = read_excel( + US.annuities.file, sheet = "2012 IAM - IAR", + col_names = c("age", "qxBasic", "qyBasic", "qx", "qy", "G2x", "G2y", "ignore1", "ignore2", "ignore3"), + skip = 6 +) + +USA2012IAM.basic = array( + data = c( + mortalityTable.period( + name = "USA 2012 IAM Basic, male", + ages = USA2012IAM.data$age, + deathProbs = USA2012IAM.data$qxBasic, + data = list( + dim = list(table = "2012 IAM Basic", sex = "m", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 2012, country = "USA") + ) + ), + + mortalityTable.period( + name = "USA 2012 IAM Basic, female", + ages = USA2012IAM.data$age, + deathProbs = USA2012IAM.data$qyBasic, + data = list( + dim = list(table = "2012 IAM Basic", sex = "w", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 2012, country = "USA") + ) + ) + ), + dim = 2, + dimnames = list(Sex = c("m", "f")) +) + +USA2012IAM = array( + data = c( + mortalityTable.period( + name = "USA 2012 IAM, male", + ages = USA2012IAM.data$age, + deathProbs = USA2012IAM.data$qx, + data = list( + dim = list(table = "2012 IAM", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2012, country = "USA") + ) + ), + + mortalityTable.period( + name = "USA 2012 IAM, female", + ages = USA2012IAM.data$age, + deathProbs = USA2012IAM.data$qy, + data = list( + dim = list(table = "2012 IAM", sex = "w", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2012, country = "USA") + ) + ) + ), + dim = 2, + dimnames = list(Sex = c("m", "f")) +) + +USA2012IAR = array( + data = c( + mortalityTable.improvementFactors( + name = "USA 2012 IAR, male", + ages = USA2012IAM.data$age, + deathProbs = USA2012IAM.data$qx, + improvement = USA2012IAM.data$G2x, + data = list( + dim = list(table = "2012 IAR", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2012, country = "USA") + ) + ), + + mortalityTable.improvementFactors( + name = "USA 2012 IAR, female", + ages = USA2012IAM.data$age, + deathProbs = USA2012IAM.data$qy, + improvement = USA2012IAM.data$G2y, + data = list( + dim = list(table = "2012 IAR", sex = "w", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2012, country = "USA") + ) + ) + ), + dim = 2, + dimnames = list(Sex = c("m", "f")) +) + + + +save(USA2012IAM.basic, file = here::here("data", "USA2012IAM.basic.RData")) +save(USA2012IAM, file = here::here("data", "USA2012IAM.RData")) +save(USA2012IAR, file = here::here("data", "USA2012IAR.RData")) + + diff --git a/data/USA2012IAM.RData b/data/USA2012IAM.RData new file mode 100644 index 0000000000000000000000000000000000000000..f65f2a56211e70330375b9a6b18ac219cdb431bb Binary files /dev/null and b/data/USA2012IAM.RData differ diff --git a/data/USA2012IAM.basic.RData b/data/USA2012IAM.basic.RData new file mode 100644 index 0000000000000000000000000000000000000000..6abce771585b983dfbf5b4b830a8a801c28d1563 Binary files /dev/null and b/data/USA2012IAM.basic.RData differ diff --git a/data/USA2012IAR.RData b/data/USA2012IAR.RData new file mode 100644 index 0000000000000000000000000000000000000000..9290a8c602373abc348f81e5a519255025273db5 Binary files /dev/null and b/data/USA2012IAR.RData differ diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd index e748dfca325ccbad584deceda83b37a2a2e50fc4..748a7f5b1db819cec0ad1ac9b2e2c4cdee5a6951 100644 --- a/vignettes/international-mortality-tables-overview.Rmd +++ b/vignettes/international-mortality-tables-overview.Rmd @@ -1477,14 +1477,13 @@ Standard Industrial Mortality Tables * 1961 Commissioners Industial Extended Term Insurance Table (1961 CIET), Proc.NAIC, 1961 Vo. II. pp.541-543 * 2017 Commissioners Standard Guaranteed Issue Mortality Tables (2017 CSGI) - +* McClintock's Annuitants Table A + * Source: Dr. Emory M’Clintock, “Special Tables for the Estimation of Mortality among Annuitants”, Transaction of the Society of Actuaries Vol. VI (1899) p. 20. Accessed: 01/2013 from http://www.archive.org/stream/transactions06actuuoft/transactions06actuuoft_djvu.txt +* American Annuitants Table + * Source: Dr. Arthur Hunter, “Mortality Among American Annuitants and Premiums Based Thereon”, Transactions Society of Actuaries, Vol. XXI, Society of Actuaries (1920), p. 166-167. https://archive.org/details/transactions21actuuoft/page/156/mode/2up * 1946-50 Intercompany group annuity experience * 1964-68 Intercompany group annuity experience * 1955 American Annuity -* 1994 GAM -* 1996 IAM -* Annuity 2000 -* 2012 IAM * UP-1984 (Unisex Pension) * UP-94 @@ -1494,6 +1493,8 @@ Standard Industrial Mortality Tables * PubT-2010, PubS-2010, PubG-2010, PubNS-2010, Pub-2010 + Headcount versions * Pri-2012, Pri.H-2012 + * UP-94 table with 7% margin + * 2015 Preneed Basic * https://www.soa.org/resources/experience-studies/2017/preneed-mortality-report/ @@ -1548,16 +1549,15 @@ Group Annuity Valuation Table Task Force, "1994 Group Annuity Mortality Table an * 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 + * Source: Robert J. Johansen, „Annuity 2000 Mortality Tables“, Transactions of the Society of Actuaries, 1995-96 Reports, pp.263-290, https://www.soa.org/globalassets/assets/library/research/transactions-reports-of-mortality-moribidity-and-experience/1990-99/1995/january/TSR9510.pdf +* 2012 IAM Basic, 2012 IAM Period Tables + * Source: Life Experience Subcommittee, “2012 Individual Annuity Reserving Table”, Report from the Joint American Academy of Actuaries/Society of Actuaries Payout Annuity Table Team, September 2011. http://www.actuary.org/files/publications/Payout_Annuity_Report_09-28-11.pdf +* 2012 IAR (Individual Annuity Reserving) table (2012 IAM Period Table with Projection Scale G2) + * Source: Life Experience Subcommittee, “2012 Individual Annuity Reserving Table”, Report from the Joint American Academy of Actuaries/Society of Actuaries Payout Annuity Table Team, September 2011. http://www.actuary.org/files/publications/Payout_Annuity_Report_09-28-11.pdf -* 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) - - * UP-94 table with 7% margin - - Usage in R: ```{r AnnuitiesUS} @@ -1576,6 +1576,9 @@ plotMortalityTables( USA1994GAR, USA1996IAM, USAAnnuity2000, + USA2012IAM.basic, + USA2012IAM, + USA2012IAR, aes = aes(color = table), legend.position = "bottom",