diff --git a/data-raw/US/Annuities/USA_Annuities.xlsx b/data-raw/US/Annuities/USA_Annuities.xlsx index c8c7c3d888baa1e253b028d3b0dd37f6e7c73edf..4c8f1d6f1de4e66fa2134506edb18fc774ba0198 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 1babaad7081d71ab96fdbed74f8d9ce079357f7a..2ac95bce701c96d9ee69a2f7f5abcea94d44a9ea 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# +### 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# ### a-1949 Annuity Table #### ##############################################################################h# @@ -363,6 +403,7 @@ save(USA1973AnnuityExperience, ### 1983 Table "a" (individual) and GAM (group annuities), period tables #### ##############################################################################h# +# TODO! USA1983a.data = read_excel( US.annuities.file, sheet = "1983a - GAM", col_names = c("age","qx", "qy", "qxG", "qyG"), diff --git a/data/USA1943AnnuityExperience.RData b/data/USA1943AnnuityExperience.RData new file mode 100644 index 0000000000000000000000000000000000000000..38fe1038a9b3a4718ab786c327c3bc6f8c3d8721 Binary files /dev/null and b/data/USA1943AnnuityExperience.RData differ diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd index e680029f44b951bfb7ff3bf5946813a217d9359d..4cbdd0c8d0c4b86376ff3c47ef4eda2aaa032cee 100644 --- a/vignettes/international-mortality-tables-overview.Rmd +++ b/vignettes/international-mortality-tables-overview.Rmd @@ -1483,7 +1483,6 @@ Standard Industrial Mortality Tables * 1946-50 Intercompany group annuity experience * 1964-68 Intercompany group annuity experience * 1955 American Annuity -* 1973 Annuity Experience * 1983 IAM * 1983 GAM * 1983a @@ -1527,6 +1526,8 @@ plotMortalityTables( * 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 +* 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 * 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 @@ -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 * 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 +* 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 Table a IA (Individual Annuity) @@ -1559,6 +1563,7 @@ Usage in R: ```{r AnnuitiesUS} plotMortalityTables( USA1937Annuity, + USA1943AnnuityExperience, USAa1949, USA1951GAM, USA1963AnnuityExperience,