diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd index 82e68eb1b9d133400da3c9de95e164e1ca95cf1e..5e293c72810f7965c9a2fa4597278468961f2278 100644 --- a/vignettes/international-mortality-tables-overview.Rmd +++ b/vignettes/international-mortality-tables-overview.Rmd @@ -50,21 +50,6 @@ mortalityTables.load("Austria_Census") ## Various Links (to be processed): * Australian population life tables (1881-2017): http://www.aga.gov.au/publications/life_table_2015-17/ -* US Pri-2012 (US private sector retirement plans): https://www.soa.org/globalassets/assets/files/resources/experience-studies/2019/pri-2012-mort-tables-amount.xlsx -* US Retirement Plans Experience Studies: https://www.soa.org/research/topics/pension-exp-study-list/ - * Mortality Improvement Scale MP-2019 - * Mortality Improvement Scale MP-2018 - * Mortality Improvement Scale MP-2017 - * Mortality Improvement Scale MP-2016 - * Mortality Improvement Scale MP-2015 - * Mortality Improvement Scale MP-2014 - * Mortality Improvement Scale BB - * Pri-2012 Private Retirement Plans Mortality Tables - * Pub-2010 Public Retirement Plans Mortality Tables - * RP-2014 Mortality Tables (and RPH-2014 for headcount-weighted) - * RP-2000 Mortality Tables -* US SSA mortality rates 1900-2007, https://mort.soa.org/ViewTable.aspx?&TableIdentity=1502 -* US IRS Static mortality tables (prescribed for each year) * Greece: * EAE 2005 A (life products) * EAE 2005 P (annuity products) @@ -151,7 +136,7 @@ Annuity tables in Austria are traditionally published by the [Actuarial Associat * Source: H. Nabl: ÖVM 59/61 - RR67 - 3%, Die Versicherungsrundschau, 22. Jahrgang, Heft 12, Dez. 1967, p.373--380. -```{r} +```{r OeVM59} plotMortalityTables(RR67, mort.AT.census.1961.male) ``` @@ -327,10 +312,7 @@ mort.AT.MCMC * Usage with the `MortalityTables` package: ```{r AT.Observation, results="hide"} mortalityTables.load("Austria_PopulationObserved") -mort.AT.observed.male -mort.AT.observed.female -mort.AT.observed.unisex - +mort.AT.observed ``` ### Comparison @@ -361,9 +343,7 @@ plotMortalityTables( ```{r AT.population.History} plotMortalityTables( - mort.AT.observed.male, - mort.AT.observed.female, - mort.AT.observed.unisex, + mort.AT.observed, YOB = 1940, aes = aes(color = sex), @@ -1458,7 +1438,9 @@ IRS valuation tables (https://www.irs.gov/pub/irs-pdf/p1457.pdf): * Table 80CNSMT, §7520 rates (1.5.1989-30.4.1999) * Table 90CM (1.5.1999-30.4.2009) * Table 2000CM (1.5.2009-...) +* US IRS Static mortality tables (prescribed for each year), IRS 2009/2010/2011/2012/2013/2014/2015/2016 +* US Crude mortality rates 2000-2018: https://www.soa.org/resources/experience-studies/2020/us-pop-mort-rates-2000-2018/ Standard Industrial Mortality Tables * 1941 CSI Table (Commissioners' Standard Industrial Mortality Table) @@ -1485,13 +1467,27 @@ Standard Industrial Mortality Tables * 2015 Preneed Basic * https://www.soa.org/resources/experience-studies/2017/preneed-mortality-report/ - * 2000-2004 Preneed Mortality Table -* SAA Mortality Rates (Period, 1900-2007) -* IRS 2009/2010/2011/2012/2013/2014/2015/2016 + +* SAA Mortality Rates (Period, 1900-2007), https://mort.soa.org/ViewTable.aspx?&TableIdentity=1502 * Sub-Standard Industrial Mortality Table + +* Pub-2010 Public Retirement Plans Mortality Tables: + * Source: https://www.soa.org/resources/research-reports/2019/pub-2010-retirement-plans/ +* Pri-2012 (US private sector retirement plans): https://www.soa.org/globalassets/assets/files/resources/experience-studies/2019/pri-2012-mort-tables-amount.xlsx +* RP-2014 Mortality Tables (and RPH-2014 for headcount-weighted) +* US Retirement Plans Experience Studies: https://www.soa.org/research/topics/pension-exp-study-list/ + * Mortality Improvement Scale MP-2019 + * Mortality Improvement Scale MP-2018 + * Mortality Improvement Scale MP-2017 + * Mortality Improvement Scale MP-2016 + * Mortality Improvement Scale MP-2015 + * Mortality Improvement Scale MP-2014 + * Mortality Improvement Scale BB + + ## Accidental Death Benefits * 1926--33 Intercompany Double Indemnity Table for Accidental Death Benefits @@ -1514,12 +1510,12 @@ plotMortalityTables( * Source: Emory M’Clintock, "Special Tables for the Estimation of Mortality among Annuitants", Transaction of the Society of Actuaries Vol. VI (1899), p. 20. https://archive.org/details/transactions06actuuoft/page/12/mode/2up * American Annuitants Table (1920) * Source: 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 -* 1937 Standard Annuity Table (male) `r USA1937Annuity` +* 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 + * 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, https://www.soa.org/globalassets/assets/Library/Research/Transactions-Of-Society-Of-Actuaries/1949/January/tsa49v1n111.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 + * 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, https://www.soa.org/globalassets/assets/Library/Research/Transactions-Of-Society-Of-Actuaries/1949/January/tsa49v1n111.pdf * 1951 GAM * Source: Ray M. Peterson, “Group Annuity Mortality”, Transactions of the Society of Actuaries, Vol. IV (1952). https://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1949-59/1952/January/tsa52v4n918.pdf * 1963 Annuity Experience table @@ -1711,18 +1707,14 @@ plotMortalityTables( ## Pension Plans -* RP-2000 (Retirement Plan) - * Source: https://www.soa.org/resources/experience-studies/2000-2004/research-rp-2000-mortality-tables/ * RP-2014 + Scale MP-2014, MP-2015, MP-2016, MP-2017, MP-2018, MP-2019, MP-2020 * Source: https://www.soa.org/resources/experience-studies/2014/research-2014-mort-tables/ * https://www.soa.org/resources/experience-studies/2014/research-2014-rp/ * RPH-2014 -* PubT-2010, PubS-2010, PubG-2010, PubNS-2010, Pub-2010 + Headcount versions - * Source: https://www.soa.org/resources/research-reports/2019/pub-2010-retirement-plans/ * Pri-2012, Pri.H-2012 * Source: https://www.soa.org/resources/experience-studies/2019/pri-2012-private-mortality-tables/ -* UP-94 table with 7% margin + ### UP-1984 - Unisex Uninsured Pensioner Mortality @@ -1735,7 +1727,7 @@ plotMortalityTables( approximate female mortality rates. -```{r} +```{r UP1984} plotMortalityTables(USA.UP1984) ``` @@ -1745,14 +1737,50 @@ plotMortalityTables(USA.UP1984) Source: The Society of Actuaries UP-94 Task Force, "The 1994 Uninsured Pensioner Mortality Table", Transactions Society of Actuaries Vol. XLVII, (Chicago, 1995), p. 824-826. http://www.soa.org/library/research/transactions-of-society-of-actuaries/1990-95/1995/january/tsa95v4721.pdf -```{r} +```{r UP94} plotMortalityTables(USA.UP94, YOB = 1980, title = "UP-94 for birth year 1980") ``` ### RP-2000 -Projected beyond 2000 using scale AA + +Source: Retirement Plans Experience Committee of the Society of Actuaries, “The RP-2000 Mortality Tables”, Society of Actuaries, (2000) +Source: https://www.soa.org/resources/experience-studies/2000-2004/research-rp-2000-mortality-tables/ +Source: https://www.soa.org/files/research/exp-study/rp00_mortalitytables.pdf + +```{r RP2000} +plotMortalityTables( + USA.RP2000 %>% pT.getSubTable("qx"), USA.RP2000 %>% pT.getSubTable("qix"), USA.RP2000 %>% pT.getSubTable("qpx"), USA.RP2000 %>% pT.getSubTable("qgx"), + USA.RP2000.Collar, USA.RP2000.Amount, + Period = 2020, aes = aes(color = collar), legend.position = "bottom", legend.key.width = unit(2, "lines")) + + ggtitle("USA RP-2000 pension tables, Period 2020") + + facet_grid(.~sex) + +USA.RP2000.Collar +``` + + +### Pub-2010 - Public Retirement Plans Mortality Tables + +* Public Employees' retriement plans, broken down into: + * General public Servants, Teachers and Security + * Additional Tables for Juveniles (ages 0-17) and Above-Median / Below-Median income + * Tables derived from pure head-counts as well as from amounts +* PubT-2010, PubS-2010, PubG-2010 + Headcount versions +* Source: Society of Actuaries, Retirement Plans Experience Committee: Pub-2010 Public Retirement Plans Mortality Tables Report. January 2019. https://www.soa.org/resources/research-reports/2019/pub-2010-retirement-plans/ + + +```{r Pub2010,fig.height=10,fig.width=10} +dimnames(USA.Pub2010) +plotMortalityTables( + USA.Pub2010 %>% pT.getSubTable("qx"), USA.Pub2010 %>% pT.getSubTable("qix"), USA.Pub2010 %>% pT.getSubTable("qpx"), USA.Pub2010 %>% pT.getSubTable("qwy"), + aes = aes(color = subtable, linetype = salary), legend.position = "bottom", legend.key.width = unit(1.5, "lines") +) + + facet_grid(population ~ sex + weights) + + scale_linetype_manual(values = c("AboveMedian" =2, "BelowMedian"=3, "Overall" = 1)) +``` + ### RP-2014 / MP-2014