Skip to content
Snippets Groups Projects
Commit 4e62d158 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
Browse files

Add USA 1943 annuity experience table as data set

parent aa53b650
Branches
No related tags found
No related merge requests found
No preview for this file type
...@@ -35,6 +35,46 @@ save(USA1937Annuity, ...@@ -35,6 +35,46 @@ save(USA1937Annuity,
##############################################################################h#
### 1943 (Individual) Annuity Experience Table ####
##############################################################################h#
USA1943AnnuityExperience.data = read_excel(
US.annuities.file, sheet = "1943 Experience",
col_names = c("age","qx", "qy"),
skip = 6)
USA1943AnnuityExperience = array(
data = c(
mortalityTable.period(
name = "USA 1943 Annuity Experience male",
ages = USA1943AnnuityExperience.data$age,
baseYear = 1943,
deathProbs = USA1943AnnuityExperience.data$qx,
data = list(
dim = list(table = "1943 Annuity Experience", sex = "m", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1943, country = "USA")
)
),
mortalityTable.period(
name = "USA 1943 Annuity Experience female",
ages = USA1943AnnuityExperience.data$age,
baseYear = 1943,
deathProbs = USA1943AnnuityExperience.data$qy,
data = list(
dim = list(table = "1943 Annuity Experience", sex = "f", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1943, country = "USA")
)
)
),
dim = c(2),
dimnames = list(Sex = c("m", "f"))
)
save(USA1943AnnuityExperience,
file = here::here("data", "USA1943AnnuityExperience.RData")
)
##############################################################################h# ##############################################################################h#
### a-1949 Annuity Table #### ### a-1949 Annuity Table ####
##############################################################################h# ##############################################################################h#
...@@ -363,6 +403,7 @@ save(USA1973AnnuityExperience, ...@@ -363,6 +403,7 @@ save(USA1973AnnuityExperience,
### 1983 Table "a" (individual) and GAM (group annuities), period tables #### ### 1983 Table "a" (individual) and GAM (group annuities), period tables ####
##############################################################################h# ##############################################################################h#
# TODO!
USA1983a.data = read_excel( USA1983a.data = read_excel(
US.annuities.file, sheet = "1983a - GAM", US.annuities.file, sheet = "1983a - GAM",
col_names = c("age","qx", "qy", "qxG", "qyG"), col_names = c("age","qx", "qy", "qxG", "qyG"),
......
File added
...@@ -1483,7 +1483,6 @@ Standard Industrial Mortality Tables ...@@ -1483,7 +1483,6 @@ Standard Industrial Mortality Tables
* 1946-50 Intercompany group annuity experience * 1946-50 Intercompany group annuity experience
* 1964-68 Intercompany group annuity experience * 1964-68 Intercompany group annuity experience
* 1955 American Annuity * 1955 American Annuity
* 1973 Annuity Experience
* 1983 IAM * 1983 IAM
* 1983 GAM * 1983 GAM
* 1983a * 1983a
...@@ -1527,6 +1526,8 @@ plotMortalityTables( ...@@ -1527,6 +1526,8 @@ plotMortalityTables(
* 1937 Standard Annuity Table (male) * 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 * Source: Frank D. Kineke, “A New Annuity Mortality Table”, Transactions Society of Actuaries XXXIX , Society of Actuaries, (1938) p. 18-19
* 1943 Annuity Experience 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
* a-1949 Annuity Table * 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 * 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 GAM * 1951 GAM
...@@ -1537,6 +1538,9 @@ plotMortalityTables( ...@@ -1537,6 +1538,9 @@ plotMortalityTables(
* Source: Harold R. Greenlee, Jr., and Alfonso D. Kehtsa, “The 1971 Group Annuity Mortality Table”, Transactions of the Society of Actuaries, Vol. XXIII, Part 1, No. 67 (1971), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1971/January/tsa71v23pt1n6724.pdf * Source: Harold R. Greenlee, Jr., and Alfonso D. Kehtsa, “The 1971 Group Annuity Mortality Table”, Transactions of the Society of Actuaries, Vol. XXIII, Part 1, No. 67 (1971), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1971/January/tsa71v23pt1n6724.pdf
* 1971 IAM (Individual Annuity Mortality), 1971 GAM (Group Annuity Mortality) * 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 * 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
* 1973 Annuity Experience table
* Source: Society of Actuaries, “Report of the Committee to Recommend a New Mortality Table Basis for Individual Annuity Valuation (Derivation of the 1983 Table a)”, Transactions of the Society of Actuaries, Vol. 33. (1981). http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1981/January/tsa81v3325.pdf
* 1983 GAM (Group Annuity Mortality) * 1983 GAM (Group Annuity Mortality)
* 1983 Table a IA (Individual Annuity) * 1983 Table a IA (Individual Annuity)
...@@ -1559,6 +1563,7 @@ Usage in R: ...@@ -1559,6 +1563,7 @@ Usage in R:
```{r AnnuitiesUS} ```{r AnnuitiesUS}
plotMortalityTables( plotMortalityTables(
USA1937Annuity, USA1937Annuity,
USA1943AnnuityExperience,
USAa1949, USAa1949,
USA1951GAM, USA1951GAM,
USA1963AnnuityExperience, USA1963AnnuityExperience,
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment