Add USA 1983 IAM / GAM annuity tables as data sets

data-raw/US/create_MortalityTables_US_Annuities.R

@@ -403,73 +403,49 @@ 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"),
-  skip = 4)
-
-USA1983a.male = mortalityTable.period(
-  name = "USA 1983 Table a, male",
-  ages = USA1983a.data$age,
-  deathProbs = USA1983a.data$qx,
-  baseYear = 1983,
-  data = list(
-    dim = list(table = "1983 table a", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 1983)
-  )
-)
-
-USA1983a.female = mortalityTable.period(
-  name = "USA 1983 Table a, female",
-  ages = USA1983a.data$age,
-  deathProbs = USA1983a.data$qy,
-  baseYear = 1983,
-  data = list(
-    dim = list(table = "1983 table a", sex = "f", collar = "Mortality", type = "Rententafel", data = "loaded", year = 1983)
-  )
-)
-
-
-USA1983GAM.male = mortalityTable.period(
-  name = "USA 1983 GAM, male",
-  ages = USA1983a.data$age,
-  deathProbs = USA1983a.data$qxG,
-  baseYear = 1983,
-  data = list(
-    dim = list(table = "1983 GAM", sex = "m", collar = "group Mortality", type = "Rententafel", data = "loaded", year = 1983)
-  )
-)
+USA1983IAM.data = read_excel(
+  US.annuities.file, sheet = "1983 IAM - GAM",
+  col_names = c("age","qx", "qy", "qxBasic", "qyBasic", "qxG", "qyG", "qxGBasic", "qyGBasic"),
+  skip = 7)
 
-USA1983GAM.female = mortalityTable.period(
-  name = "USA 1983 GAM, female",
-  ages = USA1983a.data$age,
-  deathProbs = USA1983a.data$qyG,
-  baseYear = 1983,
-  data = list(
-    dim = list(table = "1983 GAM", sex = "f", collar = "group Mortality", type = "Rententafel", data = "loaded", year = 1983)
+USA1983IAM.generate = function(data, column, table, sex, type, collar = "Mortality") {
+  mortalityTable.period(
+    name = paste0(table, ", ", recode(sex, "m" = "male", "f" = "female")),
+    ages = USA1983IAM.data$age,
+    deathProbs = USA1983IAM.data[[column]],
+    baseYear = 1983,
+    data = list(
+      dim = list(table = table, sex = sex, collar = collar, type = "Rententafel", data = type, year = 1983, country = "USA")
+    )
   )
-)
+}
 
-USA1983a = array(
+USA1983IAM = array(
   data = c(
-    USA1983a.male, USA1983a.female
+    USA1983IAM.generate(USA1983IAM.data, "qx", table = "1983 IAM", sex = "m", type = "loaded", collar = "Mortality"),
+    USA1983IAM.generate(USA1983IAM.data, "qy", table = "1983 IAM", sex = "f", type = "loaded", collar = "Mortality"),
+    USA1983IAM.generate(USA1983IAM.data, "qxBasic", table = "1983 IAM basic", sex = "m", type = "unloaded", collar = "Mortality"),
+    USA1983IAM.generate(USA1983IAM.data, "qyBasic", table = "1983 IAM basic", sex = "f", type = "unloaded", collar = "Mortality")
   ),
-  dim = c(2),
-  dimnames = list(Sex = c("m", "f"))
+  dim = c(2, 2),
+  dimnames = list(Sex = c("m", "f"), type = c("IAM", "Basic"))
 )
 
 USA1983GAM = array(
   data = c(
-    USA1983GAM.male, USA1983GAM.female
+    USA1983IAM.generate(USA1983IAM.data, "qxG", table = "1983 GAM", sex = "m", type = "loaded", collar = "group Mortality"),
+    USA1983IAM.generate(USA1983IAM.data, "qyG", table = "1983 GAM", sex = "f", type = "loaded", collar = "group Mortality"),
+    USA1983IAM.generate(USA1983IAM.data, "qxGBasic", table = "1983 GAM basic", sex = "m", type = "unloaded", collar = "group Mortality"),
+    USA1983IAM.generate(USA1983IAM.data, "qyGBasic", table = "1983 GAM basic", sex = "f", type = "unloaded", collar = "group Mortality")
   ),
-  dim = c(2),
-  dimnames = list(Sex = c("m", "f"))
+  dim = c(2, 2),
+  dimnames = list(Sex = c("m", "f"), type = c("GAM", "Basic"))
 )
 
-save(USA1983a, USA1983a.male, USA1983a.female,
-     file = here::here("data", "USA1983a.RData")
+save(USA1983IAM,
+     file = here::here("data", "USA1983IAM.RData")
 )
-save(USA1983GAM, USA1983GAM.male, USA1983GAM.female,
+save(USA1983GAM,
      file = here::here("data", "USA1983GAM.RData")
 )
 

vignettes/international-mortality-tables-overview.Rmd

@@ -1476,16 +1476,10 @@ Standard Industrial Mortality Tables
 * 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
 
 * 1946-50 Intercompany group annuity experience
 * 1964-68 Intercompany group annuity experience
 * 1955 American Annuity
-* 1983 IAM
-* 1983 GAM
-* 1983a
 * 1994 GAM 
 * 1996 IAM
 * Annuity 2000
@@ -1499,6 +1493,8 @@ Standard Industrial Mortality Tables
 * PubT-2010, PubS-2010, PubG-2010, PubNS-2010, Pub-2010 + Headcount versions
 * Pri-2012, Pri.H-2012
 
+* 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)
@@ -1524,7 +1520,7 @@ plotMortalityTables(
 
 ## Annuities (individual and group)
 
-* 1937 Standard Annuity Table (male)
+* 1937 Standard Annuity Table (male) `r USA1937Annuity`
   * 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
@@ -1540,22 +1536,22 @@ plotMortalityTables(
   * 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 IAM (Table a) (Individual Annuity)
+  * 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)
+  * Source: Committee on Annuities, “Development of the 1983 Group Annuity Mortality Table”, Transaction of the Society of Actuaries Vol. XXXV, pp.859-899 (1983).  http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1983/January/tsa83v3527.pdf
+
+
 * 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
   
@@ -1570,8 +1566,9 @@ plotMortalityTables(
   USA1966GroupAnnuityExperience,
   USA1971IAM,
   USA1971GAM,
-  USA1983a,
+  USA1983IAM,
   USA1983GAM,
+  
   USA1994GAR,
   USA1994GAM,
   USAAnnuity2000,