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Commit 4846f486 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
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Add USA a-1949 annuity table as data set

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......@@ -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#
......
File added
......@@ -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
......
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