diff --git a/DESCRIPTION b/DESCRIPTION index 4d0a9a033c46e9980f264b2c6d06832d33b38bd3..bd5c0348b9571b8ff4efba715d58cb686b344fe2 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -34,6 +34,7 @@ License: GPL (>= 2) RoxygenNote: 7.1.1 Collate: 'DocumentData.R' + 'actuarial_functions.R' 'mortalityTable.R' 'mortalityTable.period.R' 'mortalityTable.ageShift.R' diff --git a/NAMESPACE b/NAMESPACE index 938360dde06d42ad2928119a14bef413e453c19c..76f5fefdfeb18a74811b43bfee323b06f4c6dee7 100644 --- a/NAMESPACE +++ b/NAMESPACE @@ -11,6 +11,7 @@ export(mT.extrapolateProbsExp) export(mT.extrapolateTrendExp) export(mT.fillAges) export(mT.fitExtrapolationLaw) +export(mT.getDimInfo) export(mT.scaleProbs) export(mT.setDimInfo) export(mT.setName) diff --git a/R/actuarial_functions.R b/R/actuarial_functions.R new file mode 100644 index 0000000000000000000000000000000000000000..1b5bae65ac6845a8af40c712b11c0f7072be68ca --- /dev/null +++ b/R/actuarial_functions.R @@ -0,0 +1,16 @@ +############################################################h# +### PRIVATE UTILITY FUNCTIONS => Not to be exported ########## +############################################################h# + + +annuity = function(table, i = 0, age = begin - YOB, YOB = begin - age, begin = YOB+age, verbose = FALSE, n = getOmega(table) - age, selectionAge = 0) { + ages = age:(age + n) + qx = deathProbabilities(table, YOB = YOB, ages = ages, selectionAge = selectionAge) + v = 1/(1+i) + ax = head(Reduce(function(qqx, ax1) { 1 + v * (1 - qqx) * ax1}, qx, 1, right = TRUE, accumulate = TRUE), -1) + if (verbose) { + data.frame(age = ages, qx = qx, ax = ax) + } else { + ax[1] + } +} diff --git a/R/utilityFunctions.R b/R/utilityFunctions.R index 9afbf5ebfeade8a71375e5dfc8ac4a20425612f9..aee3282dcb2d561882888bf66fb9825d3291a05e 100644 --- a/R/utilityFunctions.R +++ b/R/utilityFunctions.R @@ -583,6 +583,44 @@ mT.setDimInfo = function(tbl, ..., append = TRUE) { } +#' Retrieve additional information (year, description, type of risk, sex, etc.) from the mortality table or list of tables. +#' +#' A mortalityTable can store additional information to be used e.g. as additional +#' dimensions in ggplot calls. Typically, these information include sex, base +#' population, observation year, type of data (raw, smoothed), country, type of +#' risk, etc. These additional dimensions are stored in the \code{tbl@data} list +#' and will be used by plotMortalityTables and similar functions. +#' +#' @param tbl The \code{mortalityTable} object from which to extract dimensional information +#' @param name The name of the dimensional information (as string) to extract +#' +#' @examples +#' mortalityTables.load("Austria_Census") +#' mortalityTables.load("Austria_Annuities") +#' mT.getDimInfo(mort.AT.census, "table") +#' mT.getDimInfo(mort.AT.census, "sex") +#' @export +mT.getDimInfo = function(tbl, name) { + if (is.array(tbl)) { + return(array( + lapply(tbl, mT.getDimInfo, name = name), + dim = dim(tbl), dimnames = dimnames(tbl)) + ) + } else if (is.list(tbl)) { + return(lapply(tbl, mT.getDimInfo, name = name)) + } else if (is(tbl, "pensionTable")) { + return(pT.getDimInfo(tbl, name = name)) + } else if (is.na(c(tbl))) { + return(tbl) + } + + if (!is(tbl, "mortalityTable")) + stop("First argument must be a mortalityTable or a list of mortalityTable objects.") + + tbl@data$dim[[name]] +} + + #' Extract a sub-table from a pensionTable #' #' This function \code{pT.getSubTable} allows access to the individual components diff --git a/man/baseProbabilities.Rd b/man/baseProbabilities.Rd index 507efff6425bc96e5a8a5ba10f669f6ed083a528..73f3788ced13e2e894de858a0cf1282133274193 100644 --- a/man/baseProbabilities.Rd +++ b/man/baseProbabilities.Rd @@ -4,7 +4,9 @@ \alias{baseProbabilities} \alias{baseProbabilities,mortalityTable.period-method} \alias{baseProbabilities,mortalityTable.mixed-method} -\title{Return the base death probabilities of the life table} +\title{Return the base death probabilities of the life table (with a possible +selection effect applied, but without further processing like modifications, +margins or trend extrapolation)} \usage{ baseProbabilities(object, ..., selectionAge = NULL) @@ -20,7 +22,9 @@ baseProbabilities(object, ..., selectionAge = NULL) \item{selectionAge}{Age when selection starts (for tables with the \code{deathProbs} slot being a matrix rather than a single vector and for tables with \code{selectionFactors set})} } \description{ -Return the base death probabilities of the life table +Return the base death probabilities of the life table (with a possible +selection effect applied, but without further processing like modifications, +margins or trend extrapolation) } \section{Methods (by class)}{ \itemize{ diff --git a/man/getPeriodTable.Rd b/man/getPeriodTable.Rd index 71135b3a876eaad4c9be063f5395a32ec10578b0..cd0a0cc4e84bb28084a152b9dcef50bd0135fade 100644 --- a/man/getPeriodTable.Rd +++ b/man/getPeriodTable.Rd @@ -10,7 +10,7 @@ \usage{ getPeriodTable(object, Period, ...) -\S4method{getPeriodTable}{mortalityTable}(object, Period, ...) +\S4method{getPeriodTable}{mortalityTable}(object, Period, ages = NULL, ...) \S4method{getPeriodTable}{array}(object, Period, ...) diff --git a/man/mT.getDimInfo.Rd b/man/mT.getDimInfo.Rd new file mode 100644 index 0000000000000000000000000000000000000000..eef6f4cc087191f3ff55a59e658c31dab931fa94 --- /dev/null +++ b/man/mT.getDimInfo.Rd @@ -0,0 +1,26 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/utilityFunctions.R +\name{mT.getDimInfo} +\alias{mT.getDimInfo} +\title{Retrieve additional information (year, description, type of risk, sex, etc.) from the mortality table or list of tables.} +\usage{ +mT.getDimInfo(tbl, name) +} +\arguments{ +\item{tbl}{The \code{mortalityTable} object from which to extract dimensional information} + +\item{name}{The name of the dimensional information (as string) to extract} +} +\description{ +A mortalityTable can store additional information to be used e.g. as additional +dimensions in ggplot calls. Typically, these information include sex, base +population, observation year, type of data (raw, smoothed), country, type of +risk, etc. These additional dimensions are stored in the \code{tbl@data} list +and will be used by plotMortalityTables and similar functions. +} +\examples{ +mortalityTables.load("Austria_Census") +mortalityTables.load("Austria_Annuities") +mT.getDimInfo(mort.AT.census, "table") +mT.getDimInfo(mort.AT.census, "sex") +} diff --git a/man/mT.setSlot.Rd b/man/mT.setSlot.Rd index 6edcd94ab1de574b522eb5fa4335f2a68829b387..9b07dad3551ff5dc09b8df2a52e6c80f1b4055bb 100644 --- a/man/mT.setSlot.Rd +++ b/man/mT.setSlot.Rd @@ -44,3 +44,9 @@ The function mt.setSlot adds the given slot to all mortalityTable objects. \item \code{NULL}: Empty dummy function that simply returns NULL }} +\examples{ +mortalityTables.load("Austria_Census") +# Add 10-year selection factors to the population mortality +mort.AT.census.2011.male.select = mT.setSlot(mort.AT.census.2011.male, "selectionFactors", 1:10/10) + +} diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd index b53ab393bab2705a80edde1242a302b775febdd0..b5a8552405e3c6137b7abd1304225d8cd879fd67 100644 --- a/vignettes/international-mortality-tables-overview.Rmd +++ b/vignettes/international-mortality-tables-overview.Rmd @@ -40,17 +40,65 @@ mortalityTables.load("Austria_Census") ``` +# Sources +* https://www.oecd-ilibrary.org/finance-and-investment/mortality-assumptions-and-longevity-risk_9789264222748-en +* https://avoe.at/ +* https://aktuar.de/ + + +## 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 IRS Static mortality tables (prescribed for each year) +* Greece: + * EAE 2005 A (life products) + * EAE 2005 P (annuity products) + * EAE 2005 K (projection scale) <!-- ################################################################################ --> <!-- ################################################################################ --> -<!-- #### AUSTRIA ##### --> +<!-- #### NTERNATIONAL ##### --> <!-- ################################################################################ --> <!-- ################################################################################ --> +# International / Supranational Tables + +## International Civil servants Life Table + +Source: https://www.sirp-isrp.org/index.php?option=com_content&view=article&id=1057:public-carrousel-actuaries&catid=247:public-home-carrousel&Itemid=992&lang=en + +* ICSLT 2013 +* ICSLT 2018 + +TODO + + + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### AUSTRIA ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + # Austria @@ -60,12 +108,9 @@ Annuity tables in Austria are traditionally published by the [Actuarial Associat ### ÖVM 59/61 - RR 67 -[TODO: Get actual table data and publication] - * Source: H. Nabl: ÖVM 59/61 - RR67 - 3%, Die Versicherungsrundschau, 22. Jahrgang, Heft 12, Dez. 1967, p.373--380. ```{r} -mortalityTables.load("Austria_Annuities_RR67") plotMortalityTables(RR67, mort.AT.census.1961.male) ``` @@ -83,14 +128,11 @@ plotMortalityTables(RR67, mort.AT.census.1961.male) * Usage with the `MortalityTables` package: ```{r EROMF85, results="hide"} -mortalityTables.load("Austria_Annuities_EROMF") -EROM85.male -EROF85.female +EROM85 +EROF85 -EROM.G1950.male -EROM.G1950.male.av -EROF.G1950.female -EROF.G1950.female.av +EROM.G1950 +EROF.G1950 ``` * Source: F.G. Liebmann, W. Schachermayer, M. Willomitzer: Zur Erstellung von Sterbetafeln EROM 85 und EROF 85, Mitteilungen der Aktuarvereinigung Österreichs, Heft 4, Dezember 1986, p. 1--52. * Source: F.G. Liebmann, W. Schachermayer, M. Willomitzer: Die Generationen-Sterbetafeln EROM G 1950 und EROF G 1950, Mitteilungen der Aktuarvereinigung Österreichs, Heft 4, Dezember 1986, p. 54--94. @@ -108,13 +150,12 @@ EROF.G1950.female.av * Usage with the `MortalityTables` package: ```{r AVOe1996R, results="hide"} -mortalityTables.load("Austria_Annuities_AVOe1996R") AVOe1996R AVOe1996R.male -AVOe1996R.male.av325 +AVOe1996R.male.av AVOe1996R.male.group AVOe1996R.female -AVOe1996R.female.av325 +AVOe1996R.female.av AVOe1996R.female.group ``` * Source: S. Jörgen, F.G. Liebmann, F.W. Pagler, W. Schachermayer: Herleitung der Sterbetafel AVÖ 1996R für Rentenversicherungen, Mitteilungen der Aktuarvereinigung Österreichs, Heft 9, November 1997, p. 39--82. @@ -135,7 +176,6 @@ AVOe1996R.female.group * Usage with the `MortalityTables` package: ```{r AVOe2005R, results="hide"} -mortalityTables.load("Austria_Annuities_AVOe2005R") AVOe2005R AVOe2005R.male AVOe2005R.male.group @@ -174,12 +214,12 @@ AVOe2005R.unisex.nodamping.group ### Comparisons ```{r AT.Annuity.Comparison} -plotMortalityTables(RR67, EROM85.male, EROF85.female, EROM.G1950.male.av, EROF.G1950.female.av, AVOe1996R[, "Einzel"], AVOe2005R[c("m", "w"), "Einzel","loaded"], - aes = aes(color = year), Period = 2020, title = "Austrian Annuity Tables, Period 2020", +plotMortalityTables(RR67, EROM85, EROF85, EROM.G1950, EROF.G1950, AVOe1996R[, "Einzel"], AVOe2005R[c("m", "w"), "Einzel","loaded"], + aes = aes(color = table), Period = 2020, title = "Austrian Annuity Tables, Period 2020", legend.position = "right" ) + facet_grid(sex ~ .) -plotMortalityTables(RR67, EROM85.male, EROF85.female, EROM.G1950.male.av, EROF.G1950.female.av, AVOe1996R[, "Einzel"],AVOe2005R[c("m", "w"), "Einzel","loaded"], +plotMortalityTables(RR67, EROM85, EROF85, EROM.G1950, EROF.G1950, AVOe1996R[, "Einzel"],AVOe2005R[c("m", "w"), "Einzel","loaded"], aes = aes(color = year), YOB = 1965, title = "Austrian Annuity Tables, Cohort 1965", legend.position = "right" ) + facet_grid(sex ~ .) @@ -209,7 +249,6 @@ plotMortalityTables(RR67, EROM85.male, EROF85.female, EROM.G1950.male.av, EROF.G * 2010/12 * Usage with the `MortalityTables` package: ```{r ÖVSt} -mortalityTables.load("Austria_Census") mort.AT.census ``` * Source: [Statistik Austria](http://statistik.at/web_de/statistiken/menschen_und_gesellschaft/bevoelkerung/sterbetafeln/index.html), http://statistik.at/wcm/idc/idcplg?IdcService=GET_NATIVE_FILE&RevisionSelectionMethod=LatestReleased&dDocName=022541 @@ -267,7 +306,7 @@ plotMortalityTables( ```{r AT.Census.Projections} plotMortalityTables( - mort.AT.census[c("m", "w"),"2011"], + mort.AT.census[c("m", "w"),"2010/12"], mort.AT.forecast %>% mT.setDimInfo(table = "Official forecast"), mort.AT.MCMC[c("m", "w")] %>% mT.setDimInfo(table = "MCMC forecast"), @@ -418,6 +457,137 @@ plotMortalityTables(PKBestandstafel.2010.16[,,"qx", "raw"], legend.position = "r ``` + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### BELGIUM ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Belgium + +* MR/FR +* MK/FK (required by authorities), Makeham Law of Mortality +* HFR 68-72 (census 1968-72) + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### BREAZIL ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + + + +# Brazil + +## Annuities +* 1996 US Annuity 2000 Basic table +* BR-EMS 2010 (13 economic conglomerates, 82% market share) + +## Pension Plans +* 1983 IAM (1983a) + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### CANADA ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + + + +# Canada + +## Experience Tables +* CIA 1969-75 +* CIA 1982-88 + * Transactions SoA 1991-92 Reports, pp.701--729 + +## Annuities +* GAM-94 / CIA minimum improvement base (=UP-94 with margin of 7%) + +## Pension Plans +* UP-94 / Scale AA +* CPM4 +* CPM2014 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### CHILE ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Chile + +Tables in use: +* RV2009 (Annuities' experience) + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### CHINA ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# China + +Tables in use: +* CL(2000-2003) + + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### DENMARK ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# DENMARK + +Tables in use: +* G82 (mortality and disability); Makeham law + + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### FINLAND ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Finland + +Tables in use: +* Statutory TyEL Mortality 2016 + + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### FRANCE ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# France + +Tables in use: +* TGH/TGF 2005 (French Population) +* INSEE 2014-2016 (published by French National Institute of Statistics; https://www.ined.fr/en/everything_about_population/data/france/deaths-causes-mortality/mortality-tables/) +* INSEE 2012-2014 +* Historic period tables (1806-1997): + https://www.ined.fr/Xtradocs/cdrom_vallin_mesle/contenu.htm + + + <!-- ################################################################################ --> <!-- ################################################################################ --> <!-- #### GERMANY ##### --> @@ -441,12 +611,25 @@ Tables in use: * DAV 2004-R -- Annuities (2004--) +https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx +https://aktuar.de/unsere-themen/lebensversicherung/Seiten/sterbetafeln.aspx + ## Annuities ### Sterbetafel 1987 R -[TODO: Get table data!] + +* Cohort life table using age-shift to account for mortality improvements + * Based on German population mortality 1981/83 (Trend from 1901-1983) + * Cohort life table 1950 as base for the age-shift +* Usage with the `MortalityTables` package: +```{r Sterbetafel1987R, results = "hide"} +mortalityTables.load("Germany_Annuities_Sterbetafel1987R") +Sterbetafel1987R +Sterbetafel1987R.male +Sterbetafel1987R.female +``` * Source: Lühr, K.-H.: Neue Sterbetafeln für die Rentenversicherung, Blätter DGVM XVII (1986), 485--513. https://link.springer.com/article/10.1007/BF02808817 @@ -458,6 +641,7 @@ Tables in use: * Usage with the `MortalityTables` package: ```{r DAV1994R, results = "hide"} mortalityTables.load("Germany_Annuities_DAV1994R") +DAV1994R DAV1994R.male DAV1994R.male.av DAV1994R.female @@ -477,14 +661,34 @@ Versicherungsmathematik, Band XXII, Heft 1 * Usage with the `MortalityTables` package: (only Aggregate tables) ```{r DAV2004R, results="hide"} mortalityTables.load("Germany_Annuities_DAV2004R") +DAV2004R + DAV2004R.male +DAV2004R.male.selekt DAV2004R.male.2Ord +DAV2004R.male.2Ord.selekt +DAV2004R.male.Bestand +DAV2004R.male.Bestand.selekt +DAV2004R.male.B20 +DAV2004R.male.B20.selekt + DAV2004R.male.av -DAV2004R.male.av.2Ord +DAV2004R.male.Bestand.av +DAV2004R.male.B20.av + DAV2004R.female +DAV2004R.female.selekt DAV2004R.female.2Ord +DAV2004R.female.2Ord.selekt +DAV2004R.female.Bestand +DAV2004R.female.Bestand.selekt +DAV2004R.female.B20 +DAV2004R.female.B20.selekt + DAV2004R.female.av -DAV2004R.female.av.2Ord +DAV2004R.female.Bestand.av +DAV2004R.female.B20.av + ``` * Source: [Deutsche Aktuarvereinigung (DAV)](https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx), https://aktuar.de/unsere-themen/lebensversicherung/sterbetafeln/2018-01-24_DAV-Richtlinie_Herleitung_DAV2004R.pdf @@ -493,11 +697,12 @@ DAV2004R.female.av.2Ord ```{r DE.Annuities.Comparison} plotMortalityTables( + Sterbetafel1987R, DAV1994R.male, DAV1994R.female, DAV2004R.male, DAV2004R.male.2Ord, DAV2004R.female, DAV2004R.female.2Ord, - Period = 2000, aes = aes(linetype = sex, color = interaction(year, data)), + Period = 2000, aes = aes(linetype = sex, color = interaction(table, data)), legend.position = c(0.01, 0.99), legend.justification = c(0,1), legend.key.width = unit(2, "lines"), title = "Comparison of German Annuity Tables, Period 2000" ) + labs(linetype = NULL, color = NULL) @@ -671,6 +876,28 @@ https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx ## MTPL Annuities +### DAV 1997 HUR + +* gender-specific cohort table for German whole life insurances + * Mortality improvement modelled using trend factors (taken from DAV 1994 R) and approximation via age-shift +* Base table Based on German TPL-annuitant data +* Generated: Deutsche Aktuarvereinigung (DAV), "HUK-Versicherungen" committee +* Publisher: Deutsche Aktuarvereinigung (DAV), https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx + +* Usage with the `MortalityTables` package: +```{r DAV1997HUR,results="hide"} +mortalityTables.load("Germany_MTPL_DAV1997HUR") +DAV1997HUR +DAV1997HUR.male +DAV1997HUR.female +DAV1997HUR.av +``` +* Source: Sterbetafel 1997 HUR, DAV-Mitteilungen Nr. 8, , 1997. https://aktuar.de/Dateien_extern/DAV/LV/UT_LV_10.pdf + + + + + ### DAV 2006 HUR [TODO] https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx @@ -713,10 +940,461 @@ https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx [TODO] +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### IRELAND ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Ireland + +## Population Mortality + +https://www.cso.ie/en/statistics/birthsdeathsandmarriages/archive/irishlifetables1926to2012/ + +* gender-specific period tables + * male+female, ages 0--105, earlier tables gave only $l_x$ and $e_x$, but no $q_x$ +* Central Statistics Office life tables: + * Irish Life Table No. 1 1925-1927 + * Irish Life Table No. 2 1935-1937 + * Irish Life Table No. 3 1940-1942 + * Irish Life Table No. 4 1945-1947 + * Irish Life Table No. 5 1950-1952 + * Irish Life Table No. 6 1960-1962 + * Irish Life Table No. 7 1965-1967 + * Irish Life Table No. 8 1970-1972 + * Irish Life Table No. 9 1978-1980 + * Irish Life Table No. 10 1980-1982 + * Irish Life Table No. 11 1985-1987 + * Irish Life Table No. 12 1990-1992 + * Irish Life Table No. 13 1995-1997 + * Irish Life Table No. 14 2001-2003 + * Irish Life Table No. 15 2005-2007 + * Irish Life Tables No. 16 2010-2012 + +* Usage with the `MortalityTables` package: +```{r IrishCensus} +#mortalityTables.load("Irish_Census") +#mort.IE.census +``` +* Source: Central Statistics Office, https://www.cso.ie/en/statistics/birthsdeathsandmarriages/irishlifetables/ + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### ISRAEL ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Israel + +Tables in use: +* Israel Mortality Tables 2013 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### ITALY ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Italy + +Tables in use: +* ISTAT2018 (Mortality table provided by the Italian National Institute of Statistics) +* ISTAT2014 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### JAPAN ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Japan + +Tables in use: +* SMT 2007 (for Annuities; Japanese population) +* EPI tables (for Pension Plans; Census tables with experience from publich Employees' pension insurance) + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### Korea ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Korea + +Tables in use: +* 6th EMT (insured lives and corporate pension schemes) +* 2018 Korea Standard Mortality (KIDI) + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### MEXICO ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Mexico + +## Annuities +* EMSSAH-CMG-09 +* EMSSAM-CMG-09 (minimum mortality tables) + +## Pension Plans +* EMSSAH 97, EMSSAM-97 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### NETHERLANDS ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Netherlands + +## Prognosetafel + +* Prognosetafel 2010-2060 +* Prognosetafel 2012 +* Prognosetafel 2014 +* Prognosetafel 2016 +* Prognosetafel 2018 +* Prognosetafel 2020 (https://www.ag-ai.nl/view.php?action=view&Pagina_Id=998) + +https://www.ag-ai.nl/view.php?action=view&Pagina_Id=612 +https://www.ag-ai.nl/view.php?action=view&Pagina_Id=888 + +* Period tables: https://www.ag-ai.nl/view.php?action=view&Pagina_Id=612 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### NORWAY ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Norway + +Tables in use: +* K2013 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### PERU ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Peru +Tables in use: +* RV2004 modified adjusted (Chilean annuity+social security experience, modified to Peruvian experience) +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### SPAIN ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Spain + +Tables in use: +* PEM/F-2000 +* PERM/F 2000 (spanisch population and Swiss population) +* PERM/F 2000P + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### SWEDEN ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Sweden + +Tables in use: +* DUS06 +* DUS14 + * https://www.svenskforsakring.se/dus14 + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### SWITZERLAND ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# Switzerland + +## Pensions + +### EVK -- Eidgenössische Versorgungskasse +* EVK 1950 +* EVK 1960 +* EVK 1970 +* EVK 1980 +* EVK 90 +* EKV 2000 + * Kaspar Rufibach, Manuel Bertschy, Manuela Schuettel, Michael Vock, Tina Wasserfallen: Eintrittsraten und Austrittswahrscheinlichkeiten EVK 2000, Mitteilungen der Schweizerischen Aktuarvereinigung, 2001(1), 49-70 +* EKV 2010 + +### VZ -- Versicherungskasse der Stadt Zürich +* VZ 1950 +* VZ 1960 +* VZ 1970 +* VZ 1980 +* VZ 90 +* VZ 2000 +* VZ 2005 +* VZ 2010 +* VZ 2015 + * https://www.pkzh.ch/pkzh/de/index/publikationen/technische-grundlagen-vz.html +* VZ 2020 + +### BVG / LPP + +* BVG 2000 +* BVG 2005 +* BVG 2010 + * http://www.bvg2010.ch/; Experience data of the participating institutions 2005--2009 +* BVG 2015 + * http://www.bvg-grundlagen.ch/ + +## Annuities + +* ERM/F 2000 + +## Population + + + +<!-- ################################################################################ --> +<!-- ################################################################################ --> +<!-- #### UNITED KINGDOM ##### --> +<!-- ################################################################################ --> +<!-- ################################################################################ --> + +# United Kingdom + +## Population + +* UK, GB, England, Wales, Scotland & Northern Ireland National Life Tables + * Yearly observed tables from 1980-82 to 2017-19 + * https://www.ons.gov.uk/peoplepopulationandcommunity/birthsdeathsandmarriages/lifeexpectancies/bulletins/nationallifetablesunitedkingdom/2017to2019/relateddata + +Usage in R: +```{r UKNationalLifeTables} +mort.UK.national + +plotMortalityTables( + mort.UK.national.UK.male, + mort.UK.national.UK.female, + mort.UK.national.GB.male, + mort.UK.national.GB.female, + mort.UK.national.EW.male, + mort.UK.national.EW.female, + mort.UK.national.Eng.male, + mort.UK.national.Eng.female, + mort.UK.national.Wales.male, + mort.UK.national.Wales.female, + mort.UK.national.Sco.male, + mort.UK.national.Sco.female, + mort.UK.national.NI.male, + mort.UK.national.NI.female, + Period = 2018, + aes = aes(color = country), + legend.position = "right", + legend.key.width = unit(2, "line") +) + facet_grid(sex~.) + labs(color = NULL) + +``` + +## Annuities + +* PCMA/PCFA 2000 tables (UK insurance company annuitants) + +## Pension Plans + +* Self-Administered Pension Scheme (SAPS) tables series 1 / 2 + +## CMI + +https://www.actuaries.org.uk/learn-and-develop/continuous-mortality-investigation/cmi-mortality-and-morbidity-tables + +* A1924-29 Permanent Assurances, males, combined +* A1949-52 Permanent Assurances, males, combined +* A1967-70 Permanent Assurances, males, combined +* A1967-70(5) Permanent Assurances, males, combined - five years select +* a(55)m, a(55)f Immediate Annuitants, lives +* a(90)m, a(90)f Immediate Annuitants, lives +* FA1975-78 Permanent Assurances, males, combined +* PA(90)m, PA(90)f Life Office Pensioners, Normals, amounts + + + +## A1924-29 + +## '80' Series Tables + +* AM80 Permanent Assurances, Males +* AF80 Permanent Assurances, Females +* AM80(5) Permanent Assurances, Male +* TM80 Temporary Assurances, Males +* PML80 Pensioners, Males, Lives +* PMA80 Pensioners, Males, Amounts +* PFL80 Pensioners, Females, Lives +* PFA80 Pensioners, Females, Amounts +* IM80 Annuitants, Males +* IF80 Annuitants, Females +* WL80 Widows, Lives +* WA80 Widows, Amounts + +Source: CMI: 80 Series base mortality tables + +## '92' Series Tables + +‘92’ series mortality tables for assured lives, annuitants and pensioners + +* AM92 Permanent Assurances, Males +* AF92 Permanent Assurances, Females +* TM92 Temporary Assurances, Males +* TF92 Temporary Assurances, Females +* PML92 Pensioners, Males, Lives +* PMA92 Pensioners, Males, Amounts +* PMA92 Pensioners, Males, Amounts (C=2010) +* PFL92 Pensioners, Females, Lives +* PFA92 Pensioners, Females, Amounts +* PFA92 Pensioners, Females, Amounts (C=2010) +* IML92 Immediate Annuitants, Males, Lives +* IMA92 Immediate Annuitants, Males, Amounts +* IFL92 Immediate Annuitants, Females, Lives +* IFA92 Immediate Annuitants, Females, Amounts +* RMV92 Retirement Annuitants, Males, Vested +* RFV92 Retirement Annuitants, Females, Vested +* WL92 Widows, Lives +* WA92 Widows, Amounts + +Source: CMI: 92 Series base mortality tables, https://www.actuaries.org.uk/learn-and-develop/continuous-mortality-investigation/cmi-mortality-and-morbidity-tables/92-series-tables + + +## ‘00’ series tables + +Final values of mortality rates for the "00" series assured lives mortality tables for assured lives, annuitants, and pensioners +* AMC00 Permanent Assurances, males, combined +* AMS00 Permanent Assurances, males, smokers +* AMN00 Permanent Assurances, males, non-smokers +* AFC00 Permanent Assurances, females, combined +* AFS00 Permanent Assurances, females, smokers +* AFN00 Permanent Assurances, females, non-smokers +* TMC00 Temporary Assurances, males, combined +* TMS00 Temporary Assurances, males, smokers +* TMN00 Temporary Assurances, males, non-smokers +* TFC00 Temporary Assurances, females, combined +* TFS00 Temporary Assurances, females, smokers +* TFN00 Temporary Assurances, females, non-smokers + +Final values of mortality rates for the "00" series annuitant and pensioner mortality tables + +* IML00 Immediate Annuitants, males, lives +* IFL00 Immediate Annuitants, females, lives +* PNML00 Pensioners, males, Normal, lives +* PNMA00 Pensioners, males, Normal, amounts +* PEML00 Pensioners, males, Early, lives +* PEMA00 Pensioners, males, Early, amounts +* PCML00 Pensioners, males, Combined, lives +* PCMA00 Pensioners, males, Combined, amounts +* PNFL00 Pensioners, females, Normal, lives +* PNFA00 Pensioners, females, Normal, amounts +* PEFL00 Pensioners, females, Early, lives +* PEFA00 Pensioners, females, Early, amounts +* PCFL00 Pensioners, females, Combined, lives +* PCFA00 Pensioners, females, Combined, amounts +* WL00 Widows, lives +* WA00 Widows, amounts +* RMD00 Retirement Annuitants, males, deferred +* RMV00 Retirement Annuitants, males, vested +* RMC00 Retirement Annuitants, males, combined +* RFD00 Retirement Annuitants, females, deferred +* RFV00 Retirement Annuitants, females, vested +* RFC00 Retirement Annuitants, females, combined +* PPMD00 Personal Pensioners, males, deferred +* PPMV00 Personal Pensioners, males, vested +* PPMC00 Personal Pensioners, males, combined +* PPFD00 Personal Pensioners, females, deferred +* PPFV00 Personal Pensioners, females, vested +* PPFC00 Personal Pensioners, females, combined + + +Source: CMI: 00 Series tables, https://www.actuaries.org.uk/learn-and-develop/continuous-mortality-investigation/cmi-mortality-and-morbidity-tables/00-series-tables + + + +## ‘S1’ series tables + +‘S1’ series of mortality tables for assured lives, annuitants and pensioners + +* S1PFL All pensioners (excluding dependants), Female, Lives +* S1PFA All pensioners (excluding dependants), Female, Amounts +* S1PFA_L All pensioners (excluding dependants), Female, Amounts, Light +* S1PFA_H All pensioners (excluding dependants), Female, Amounts, Heavy +* S1PML All pensioners (excluding dependants), Male, Lives +* S1PMA All pensioners (excluding dependants), Male, Amounts +* S1PMA_L All pensioners (excluding dependants), Male, Amounts, Light +* S1PMA_H All pensioners (excluding dependants), Male, Amounts, Heavy +* S1DFL Dependants, Female, Lives +* S1DFA Dependants, Female, Amounts +* S1DFA_L Dependants, Female, Amounts, Light +* S1DFA_H Dependants, Female, Amounts, Heavy +* S1NFA Normal Health pensioners, Female, Amounts +* S1NFA_L Normal Health pensioners, Female, Amounts, Light +* S1NFA_H Normal Health pensioners, Female, Amounts, Heavy +* S1NMA Normal Health pensioners, Male, Amounts +* S1NMA_L Normal Health pensioners, Male, Amounts, Light +* S1NMA_H Normal Health pensioners, Male Amounts, Heavy +* S1IFA Ill-health pensioners, Female, Amounts +* S1IMA Ill-health pensioners, Male, Amounts + +Source: CMI: S1 Series tables, https://www.actuaries.org.uk/learn-and-develop/continuous-mortality-investigation/cmi-mortality-and-morbidity-tables/s1-series-tables + +## 'S2' Series Tables + +NOT publically available! + +Source: CMI: + +## Mortality Projections + +https://www.actuaries.org.uk/learn-and-develop/continuous-mortality-investigation/cmi-working-papers/mortality-projections + +## CMI Morbidity Tables + +Morbidity tables +“08” Series accelerated critical illness tables Based on 2007-2010 experience collected from UK insurance companies, published in CMI Working Paper 94, 2017. +"AC04" series critical illness tables Diagnosis rate tables based on 2003-2006 experience of accelerated critical illness policies collected from UK insurance companies, published in CMI Working Paper 50 (2010). See also CMI Working Paper 52 and CMI Working Paper 58 (both 2011). +"IP11" income protection tables Claim inception and termination rates for individual income protection based on 2007-2016 experience of individual income protection policies collected from UK insurance companies, released alongside Working Paper 136 (2020). +“IP06” income protection tables + +Claim inception rates for individual income protection based on 2003-2010 experience of individual income protection policies collected from UK insurance companies, released alongside Working Paper 120 (2019). +"IPM 1991-98" income protection tables "Type A" inception rate tables for occupation class 1 males based on 1991-1998 experience of income protection policies collected from UK insurance companies. The development of these rates is documented in a number of papers, with an overview contained in CMI Working Paper 48. The spreadsheet contains inception rates only - termination rates can be derived by a formula. +"SM1975-78" income protection tables tables These tables were based on 1975-1978 experience of income protection (or Permanent Health Insurance) policies collected from UK insurance companies. They are published in CMI Report 12 (1991) but are not available in a spreadsheet. + +https://www.actuaries.org.uk/learn-and-develop/continuous-mortality-investigation/cmi-mortality-and-morbidity-tables + <!-- ################################################################################ --> <!-- ################################################################################ --> <!-- #### UNITED STATES OF AMERICA ##### --> @@ -729,17 +1407,223 @@ Source: [https://content.naic.org/sites/default/files/pbr_data_valuation_manual_ [TODO] +* 1941 CSI Table (Commissioners' Standard Industrial Mortality Table) +* 1941 SSI Table (Sub-Standard Industrial Mortality Table) + +* 1960 CSG (Commissioners Standard Group Basic Mortality Table), Experience and Basic tables +* 1961 Standard Industrial Tables +* 1961 CSI Extended Term Tables + + + +* Commissioners 1960 Standard Group Mortality Table + * [Transactions SoA 1961, Vol.13 No.37](https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1961/january/tsa61v13pt1n37ab30.pdf) + +* 1960 Commissioners' Standard Group Mortality Table +* 1961 Commissioners Standard Industial Mortality Table (1961 CSI), Proceedings of NAIC, 1961, Vol II, pp.538--540 +* 1961 Commissioners Industial Extended Term Insurance Table (1961 CIET), Proc.NAIC, 1961 Vo. II. pp.541-543 +* 2017 Commissioners Standard Guaranteed Issue Mortality Tables (2017 CSGI) + +* 2015 Preneed Basic + * https://www.soa.org/resources/experience-studies/2017/preneed-mortality-report/ +* UP-1984 + +* 1951 GAM +* 1955 American Annuity +* 1963 Annuity Experience +* 1966 Group Annuity Experience +* 1971 GAM +* 1971 IAM +* 1973 Annuity Experience +* 1983 IAM +* 1983 GAM +* 1983a +* 1994 GAM +* 1996 IAM +* Annuity 2000 +* 2012 IAM + +* UP-1984 (Unisex Pension) +* UP-94 +* RP-2000 (Retirement Plan) +* RP-2014 + Scale MP-2014, MP-2015, MP-2016, MP-2017, MP-2018, MP-2019, MP-2020 +* RPH-2014 +* PubT-2010, PubS-2010, PubG-2010, PubNS-2010, Pub-2010 + Headcount versions +* Pri-2012, Pri.H-2012 + + +* 2000-2004 Preneed Mortality Table +* SAA Mortality Rates (Period, 1900-2007) +* IRS 2009/2010/2011/2012/2013/2014/2015/2016 + +* Sub-Standard Industrial Mortality Table + +## Accidental Death Benefits + +* 1926--33 Intercompany Double Indemnity Table for Accidental Death Benefits +* 1951-56 Accidental Death Experience + * Transactions of the Society of Actuaries 1958 +* 1959 Accidental Death Benefits Table + * Norman Brodie and William J. November: A New Table for Accidental Death Benefits, Transactions of Society of Actuaries, 1959 Vol. 11 No. 31, pp.749-- + +Usage in R: +```{r AccidentalDeathBenefitsUS} +plotMortalityTables( + US.AccDeath.1926, US.AccDeath.1951.56.Experience, US.AccDeath.1959, + legend.position = c(0.01, 0.99), legend.justification = c(0,1), + legend.key.width = unit(2, "lines")) +``` + ## Annuities (individual and group) +* 1971 IAM (Individual Annuity Mortality) +* 1983 GAM (Group Annuity Mortality) +* 1983 Table a IA (Individual Annuity) +* 1994 GAR (Group Annuity Reserving) +* 1996 IAM (Individual Annuity Mortality) +* 2012 IAR (Individual Annuity Reserving) +* Annuity 2000 + + +* 1983 Group Annuity Mortality Table without Projection +* Annuity 2000 Mortality Table +* 2012 Individual Annuity Reserve Valuation Table (2012 IAR = 2012 IAM Period Table + Scale G2 + * 2012 IAM Basic table with selection factors $F_x$ (when little or no experience is available on a business sgment (VM-21 Section 11 B.3) + +* 1983 IAM (1983a) +* GAM-94 generational tables using Scale AA + * UP-94 table with 7% margin + ## Whole Life Insurances +* 1941 CSO Table + * Harry W. Jones, “The Commissioner’s 1941 Mortality Table” written discussion of “ The Commissioner’s 1941 Standard Mortality Table, Vol. XLII, Page 314”, Transaction of the Society of Actuaries of America, Vol. XLIII (1942) p. 85 +* 1958 CSO and CET Tables + * Industry Actuarial Advisory Committee of the Society of Actuaries. “General”, Transactions of the Society of Actuaries, Vol. X, No. 28. (1958), http://www.soa.org/library/research/transactions-of-society-of-actuaries/1958/january/tsa58v10n2827.pdf. p 42 + * Female extension: Society of Actuaries “Section II. “Female Extension of the 1958 CSO and CET Mortality Tables”, Transactions of Society of Actuaries, Vol. XI, No. 31 (1959), http://www.soa.org/library/research/transactions-of-society-of-actuaries/1959/january/tsa59v11n3193.pdf + * ALB: Society of Actuaries, “Report of the Committee for the Preparation of Monetary Tables. I. 1958 CSO and CET Mortality Tables on the Age Last Birthday Basis.”, Transactions of the Society of Actuaries Vol. 13, No. 37. (1961), http://www.soa.org/library/research/transactions-of-society-of-actuaries/1961/january/tsa61v13pt1n37ab31.pdf +* 1980 CSO and CET Mortality Tables (Composite, Smoker/Non-Smonker, Blended); Proc. NAIC, 180 Vol. I, p.598, 1984 pp.406--413; 1984 pp.396-400 + * Composite: + * “Report of the Special Committee to Recommend New Mortality Tables For Valuation”, Transactions of the Society of Actuaries, Vol. XXXIII, Society of Actuaries. (1981), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1981/January/tsa81v3323.pdf, + * Committee to Recommend New Mortality Tables for Valuation, "1980 CSO and 1980 CET Mortality Tables on an Age Last Birthday Basis", Transactions Society of Actuaries Vol. XXXIII, Society of Actuaries (1981) p. 673. http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1981/January/tsa81v3324.pdf + * Smoker/Nonsmoker: + * http://www.soa.org/library/research/transactions-reports-of-mortality-moribidity-and-experience/1980-89/1982/january/tsr8210.pdf + * Blended: + * Robert J. Johansen, et al., “Report of the Society of Actuaries Committee on Nonforfeiture and Valuation Mortality Problems - Individual Life Insurance and Annuities, November 28, 1983 Blended 1980 CSO and 1980 CET Mortality Tables”, Transactions of the Society of Actuaries Vol. XXXVII , Society of Actuaries (1983) Appendix E, http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1985/January/tsa85v3712.pdf + * Selection Factors: + * Special Committee to Recommend new Mortality Tables for Valuation, “Report on Development of Selection Factors to be Applied to Tables K as an Alternative Method of Determining Life Insurance Reserves and Deficiency Reserve Requirements”, Transactions of the Society of Actuaries, Vol. XXXIII, Society of Actuaries (1981), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1981/January/tsa81v3323.pdf +* 2001 CSO (Commissioners Standard Ordinary), Mortality Table (NAIC minimum for policies 2017-2019) + * https://www.actuary.org/content/cso-task-force-report +* 2001 CSO Preferred + * https://www.soa.org/resources/experience-studies/2005-2009/intl-2001-cso-preferred-class-structure-mortality-tables/ +* 2017 Commissioners' Standard Ordinary (CSO) Tables (NAIC minimum for policis 2020-) + * https://www.soa.org/resources/experience-studies/2015/2017-cso-tables/ + + +```{r CSO} +plotMortalityTables(CSO1941, CSO1941.basic, title = "1941 CSO tables") + +plotMortalityTables(CSO1958, CET1958, CSO1958.basic, aes = aes(color = sex), title = "1958 CSO and CET tables") + facet_grid(table ~ageType) + +plotMortalityTables(CSO1980, aes = aes(color = sex)) + facet_grid(ageType ~ collar) +plotMortalityTables(CSO1980.basic, aes = aes(color = sex)) + facet_grid(ageType ~ collar) +plotMortalityTables(CSO1980.basic, aes = aes(color = collar, linetype = sex)) + +# Selection effects of 1980 CSO table +plotMortalityTables( + CSO1980[c(1,4,7),"ANB","Composite"] %>% mT.setDimInfo(SelectionAge = "Ultimate"), + CSO1980.select[c(1,4,7),"ANB","Composite"] %>% getPeriodTable(Period = 1980, selectionAge = 20, ages = 20:99) %>% mT.setDimInfo(SelectionAge = 20), + CSO1980.select[c(1,4,7),"ANB","Composite"] %>% getPeriodTable(Period = 1980, selectionAge = 40, ages = 40:99) %>% mT.setDimInfo(SelectionAge = 40), + CSO1980.select[c(1,4,7),"ANB","Composite"] %>% getPeriodTable(Period = 1980, selectionAge = 60, ages = 60:99) %>% mT.setDimInfo(SelectionAge = 60), + CSO1980.select[c(1,4,7),"ANB","Composite"] %>% getPeriodTable(Period = 1980, selectionAge = 80, ages = 80:99) %>% mT.setDimInfo(SelectionAge = 80), + aes = aes(color = as.factor(SelectionAge)), + legend.position = "right", title = "1980 CSO selection effects", + legend.key.width = unit(2, "lines") +) + facet_grid(sex~.) + labs(color = "Selection age") + + +plotMortalityTables(CSO2001.Preferred[,,"ANB",], legend.position = "bottom", title = "CSO 2001 Preferred") + facet_grid(sex ~ collar) + aes(color = Preferred) + +plotMortalityTables(CSO2017) + facet_grid(ageType ~ collar) + aes(linetype = loaded, color = sex) + +plotMortalityTables(CSO2017) + facet_grid(sex ~ ageType) + aes(linetype = loaded, color = collar) +plotMortalityTables(CSO2017.Preferred[,,"ANB",,]) + facet_grid(sex ~ collar) + aes(linetype = loaded, color = Preferred) + + +``` + ## Experience Tables +"Basic Select and Ultimate" tables are raw experience data, typically without smoothing, +while "VBT" apply smoothing on top of the basic table. + +* 1925-39 Basic Tables + * Transactions American Society of Actuaries, Vol.XLII Part 11, pp.181--187 +* 1946-49 Basic Tables + * [Transactions SoA 1950 Vol.2 No.4, pp.505--512](https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1950/january/tsa50v2n457.pdf) +* 1955-60 Basic Tables + * [Transactions SoA 1962 Reports, pp.44--58](https://www.soa.org/globalassets/assets/library/research/transactions-reports-of-mortality-moribidity-and-experience/1960-69/1962/january/TSR623.pdf) +* 1965-70 Basic Select and Ultimate + * ANB: [Transactions SoA 1973 Reports, pp.199--223](https://www.soa.org/globalassets/assets/library/research/transactions-reports-of-mortality-moribidity-and-experience/1970-79/1973/january/TSR735.pdf) + * ALB: [Transactions SoA 1977 Vol.29](http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1977/January/tsa77v295.pdf) +* 1975-80 Basic Select and Ultimate; 15 years select + * [Transactions SoA 1982 Reports, pp.55--81](https://www.soa.org/globalassets/assets/library/research/transactions-reports-of-mortality-moribidity-and-experience/1980-89/1982/january/TSR823.pdf) + * [Transactions SoA 1986 Reports, pp.205--227](https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1986/january/tsa86v3810.pdf) +* 1985-90 Basic Select and Ultimate, 25 years select + * https://www.soa.org/resources/experience-studies/1990-1999/final-85-90-basic-select/ +* 1990-95 Basic Select and Ultimate Tables + * https://www.soa.org/resources/experience-studies/2000-2004/90-95-basic-select + +* 2001 VBT (Valuation Basic Table) + * https://www.soa.org/resources/experience-studies/2005-2009/final-report-life-insurance-valuation +* 2008 VBT (Valuation Basic Table) + * https://www.soa.org/resources/experience-studies/2005-2009/2008-vbt-report-tables/ +* 2015 VBT (Valuation Basic Table) + * https://www.soa.org/resources/experience-studies/2015/2015-valuation-basic-tables/ + + +```{r USABasicSelect} +plot( + US.1925.39.Basic, + USA.1946.49.Basic, + USA.1955.60.Basic.U, USA.1955.60.Basic.M, USA.1955.60.Basic.F, + + USA.1965.70.Basic[,"ALB"], + USA.1975.80.Basic[,"ALB"], + USA.1985.90.Basic[,"ALB"], + USA.1990.95.Basic[,"ALB"], + VBT2001[,"ALB","Composite"], + VBT2008[,"ALB","Composite"], + VBT2015[,"ALB","Unismoke"], + + aes = aes(color = table), + legend.position = "right", legend.key.width = unit(2, "lines") +) + facet_grid(sex~.) +``` + +```{r 1990BasicSelect.Variants} +plotMortalityTables( + USA.1990.95.Basic.Breakdown, aes = aes(color = ageType), legend.position = "bottom", + title = "Breakdown-Variants of the USA 1990-95 Basic Select Table" +) + + facet_grid(collar ~ sex) +``` + + +```{r USA.VBT} +plotMortalityTables( + VBT2001[,"ALB",], + + aes = aes(color = table, linetype = collar), + legend.position = "right", legend.key.width = unit(2, "lines") +) + facet_grid(sex~.) +``` ## Pension Plans ### RP-2000 +Projected beyond 2000 using scale AA -### RP-2014 +### RP-2014 / MP-2014 Source: Society of Actuaries. RP-2014 Mortality Tables Report. Techn. Ber. Okt. 2014. URL: https://www.soa.org/experience-studies/2014/research-2014-rp/.