diff --git a/data-raw/US/Annuities/USA_Annuities.xlsx b/data-raw/US/Annuities/USA_Annuities.xlsx index 74ab8180aff585e9c93e1479d2365ca87cca4f19..2d1f5149db75fadde31688855dcee98e05a484bb 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 974a7b2ff67dd11a8086db726de2e72c0b2661cc..26bbc10cc87092c7aeb1e22cdaf5157e221e8a4b 100644 --- a/data-raw/US/create_MortalityTables_US_Annuities.R +++ b/data-raw/US/create_MortalityTables_US_Annuities.R @@ -35,6 +35,46 @@ save(USA1937Annuity, +##############################################################################h# +### a-1949 Annuity Table #### +##############################################################################h# + +USAa1949.data = read_excel( + US.annuities.file, sheet = "a-1949", + col_names = c("age","qx", "qy"), + skip = 6) + +USAa1949 = array( + data = c( + mortalityTable.period( + name = "USA a-1949 male", + ages = USAa1949.data$age, + baseYear = 1949, + deathProbs = USAa1949.data$qx, + data = list( + dim = list(table = "a-1949", sex = "m", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1949, country = "USA") + ) + ), + mortalityTable.period( + name = "USA a-1949 female", + ages = USAa1949.data$age, + baseYear = 1949, + deathProbs = USAa1949.data$qy, + data = list( + dim = list(table = "a-1949", sex = "f", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1949, country = "USA") + ) + ) + ), + dim = c(2), + dimnames = list(Sex = c("m", "f")) +) + +save(USAa1949, + file = here::here("data", "USAa1949.RData") +) + + + ##############################################################################h# ### 1971 IAM individual annuity table; with optional projection scale B_x #### ##############################################################################h# diff --git a/data/USAa1949.RData b/data/USAa1949.RData new file mode 100644 index 0000000000000000000000000000000000000000..77dfde1ddc4665386aca189fde3d5c2d11fb360c Binary files /dev/null and b/data/USAa1949.RData differ diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd index 8e60822fb72d498be68233ca08093fc3bbc29781..8e988f30d768a5d02f9b3510710ac5202afba1c8 100644 --- a/vignettes/international-mortality-tables-overview.Rmd +++ b/vignettes/international-mortality-tables-overview.Rmd @@ -1469,12 +1469,12 @@ Source: [https://content.naic.org/sites/default/files/pbr_data_valuation_manual_ * https://www.soa.org/resources/experience-studies/2017/preneed-mortality-report/ * UP-1984 -* 1951 GAM +* a-1949 Table +* 1946-50 Intercompany group annuity experience +* 1964-68 Intercompany group annuity experience * 1955 American Annuity * 1963 Annuity Experience * 1966 Group Annuity Experience -* 1971 GAM -* 1971 IAM * 1973 Annuity Experience * 1983 IAM * 1983 GAM @@ -1517,7 +1517,14 @@ plotMortalityTables( ## Annuities (individual and group) -* 1971 IAM (Individual Annuity Mortality) +* 1937 Standard Annuity Table (male) + * Source: Frank D. Kineke, “A New Annuity Mortality Table”, Transactions Society of Actuaries XXXIX , Society of Actuaries, (1938) p. 18-19 +* a-1949 Annuity Table + * Source: William A. Jenkins and Edward A. Lew, “A New Mortality Basis for Annuities”; https://www.soa.org/essays-monographs/50th-anniversary/m-av99-1-01.pdf +* 1951 Ga +* 1971 IAM (Individual Annuity Mortality), 1971 GAM (Group Annuity Mortality) + * Source: Transations of Socienty of Actuaries 1971, Vol. 23 Pt.1 NO.67, https://www.soa.org/library/research/transactions-of-society-of-actuaries/1971/january/tsa71v23pt1n6723.pdf, https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1971/january/tsa71v23pt1n6724.pdf + * 1983 GAM (Group Annuity Mortality) * 1983 Table a IA (Individual Annuity) * 1994 GAR (Group Annuity Reserving) @@ -1534,6 +1541,24 @@ plotMortalityTables( * 1983 IAM (1983a) * GAM-94 generational tables using Scale AA * UP-94 table with 7% margin + +Usage in R: +```{r AnnuitiesUS} +plotMortalityTables( + USA1937Annuity, + USAa1949, + USA1971IAM, + USA1983a, + USA1983GAM, + USA1994GAR, + USA1994GAM, + USAAnnuity2000, + aes = aes(color = table), + legend.position = "bottom", + legend.key.width = unit(2, "lines") +) + facet_grid(sex~data) +``` + ## Whole Life Insurances