diff --git a/TODO/MortalityTables_USA_Annuities_Annuity2000.R b/TODO/MortalityTables_USA_Annuities_Annuity2000.R deleted file mode 100644 index 1cf8958479de62ea737f3852122088b618eec322..0000000000000000000000000000000000000000 --- a/TODO/MortalityTables_USA_Annuities_Annuity2000.R +++ /dev/null @@ -1,57 +0,0 @@ -stopifnot(require(methods), require(utils), require(MortalityTables)) - -############################################################################### -### Annuity 2000 Basic (unloaded) and Mortality (loaded) Tables, PERIOD tables -############################################################################### - -USAAnnuity2000.data = utils::read.csv( - system.file("extdata", - "USA_Annuities_Annuity2000.csv", - package = "MortalityTables"), - col.names = c("age","qxBasic", "qyBasic", "qx", "qy"), - skip = 4 -) - - -USAAnnuity2000.basic.male = mortalityTable.period( - name = "USA Annuity 2000 basic, male", - ages = USAAnnuity2000.data$age, - deathProbs = USAAnnuity2000.data$qxBasic, - data = list( - dim = list(sex = "m", collar = "Basic", type = "Rententafel", data = "unloaded", year = "Annuity 2000") - ) -) - -USAAnnuity2000.basic.female = mortalityTable.period( - name = "USA Annuity 2000 basic, female", - ages = USAAnnuity2000.data$age, - deathProbs = USAAnnuity2000.data$qyBasic, - data = list( - dim = list(sex = "w", collar = "Basic", type = "Rententafel", data = "unloaded", year = "Annuity 2000") - ) -) - - -USAAnnuity2000.male = mortalityTable.period( - name = "USA Annuity 2000 mortality, male", - ages = USAAnnuity2000.data$age, - deathProbs = USAAnnuity2000.data$qx, - data = list( - dim = list(sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = "Annuity 2000") - ) -) - -USAAnnuity2000.female = mortalityTable.period( - name = "USA Annuity 2000 mortality, female", - ages = USAAnnuity2000.data$age, - deathProbs = USAAnnuity2000.data$qy, - data = list( - dim = list(sex = "w", collar = "Mortality", type = "Rententafel", data = "loaded", year = "Annuity 2000") - ) -) - -rm(USAAnnuity2000.data) - -# plot(USAAnnuity2000.basic.male, USAAnnuity2000.male, Period = 2000) - - diff --git a/TODO/USA_Annuities_Annuity2000.csv b/TODO/USA_Annuities_Annuity2000.csv deleted file mode 100644 index 74492a0a60e529ba1c07a0e306821337c78ffec9..0000000000000000000000000000000000000000 --- a/TODO/USA_Annuities_Annuity2000.csv +++ /dev/null @@ -1,116 +0,0 @@ -USA Annuity 2000 Basic and Mortality Tables,,,, -,,,, -,,,, -age (ANB),Annuity 2000 Basic Table,,Annuity 2000 Mortality Table, -,Male,Female*,Male,Female* -5,0.000324,0.000189,0.000291,0.000171 -6,0.000301,0.000156,0.00027,0.000141 -7,0.000286,0.000131,0.000257,0.000118 -8,0.000328,0.000131,0.000294,0.000118 -9,0.000362,0.000134,0.000325,0.000121 -10,0.00039,0.00014,0.00035,0.000126 -11,0.000413,0.000148,0.000371,0.000133 -12,0.000431,0.000158,0.000388,0.000142 -13,0.000446,0.00017,0.000402,0.000152 -14,0.000458,0.000183,0.000414,0.000164 -15,0.00047,0.000197,0.000425,0.000177 -16,0.000481,0.000212,0.000437,0.00019 -17,0.000495,0.000228,0.000449,0.000204 -18,0.00051,0.000244,0.000463,0.000219 -19,0.000528,0.00026,0.00049,0.000234 -20,0.000549,0.000277,0.000499,0.00025 -21,0.000573,0.000294,0.000519,0.000265 -22,0.000599,0.000312,0.000542,0.000281 -23,0.000627,0.00033,0.000566,0.000298 -24,0.000657,0.000349,0.000592,0.000314 -25,0.000686,0.000367,0.000616,0.000331 -26,0.000714,0.000385,0.000639,0.000347 -27,0.000738,0.000403,0.000659,0.000362 -28,0.000758,0.000419,0.000675,0.000376 -29,0.000774,0.000435,0.000687,0.000389 -30,0.000784,0.00045,0.000694,0.000402 -31,0.000789,0.000463,0.000699,0.000414 -32,0.000789,0.000476,0.0007,0.000425 -33,0.00079,0.000488,0.000701,0.000436 -34,0.000791,0.0005,0.000702,0.000449 -35,0.000792,0.000515,0.000704,0.000463 -36,0.000794,0.000534,0.000719,0.000481 -37,0.000823,0.000558,0.000749,0.000504 -38,0.000872,0.00059,0.000796,0.000532 -39,0.000945,0.00063,0.000864,0.000567 -40,0.001043,0.000677,0.000953,0.000609 -41,0.001168,0.000732,0.001065,0.000658 -42,0.001322,0.000796,0.001201,0.000715 -43,0.001505,0.000868,0.001362,0.000781 -44,0.001715,0.00095,0.001547,0.000855 -45,0.001948,0.001043,0.001752,0.000939 -46,0.002198,0.001148,0.001974,0.001035 -47,0.002463,0.001267,0.002211,0.001141 -48,0.00274,0.0014,0.00246,0.001261 -49,0.003028,0.001548,0.002721,0.001393 -50,0.00333,0.00171,0.002994,0.001538 -51,0.003647,0.001888,0.003279,0.001695 -52,0.00398,0.002079,0.003576,0.001864 -53,0.004331,0.002286,0.003884,0.002047 -54,0.004698,0.002507,0.004203,0.002244 -55,0.005077,0.002746,0.004534,0.002457 -56,0.005465,0.003003,0.004876,0.002699 -57,0.005861,0.00328,0.005228,0.002942 -58,0.006265,0.003578,0.005593,0.003218 -59,0.006694,0.003907,0.005988,0.003523 -60,0.00717,0.004277,0.006428,0.003863 -61,0.007714,0.004699,0.006933,0.004242 -62,0.008348,0.005181,0.00752,0.004668 -63,0.009093,0.005732,0.008207,0.005144 -64,0.009968,0.006347,0.009008,0.005671 -65,0.010993,0.007017,0.00994,0.00625 -66,0.012188,0.007734,0.011016,0.006878 -67,0.013572,0.008491,0.012251,0.007555 -68,0.01516,0.009288,0.013657,0.008287 -69,0.016946,0.010163,0.015233,0.009102 -70,0.01892,0.011165,0.016979,0.010034 -71,0.021071,0.012339,0.018891,0.011117 -72,0.023388,0.013734,0.020967,0.012386 -73,0.025871,0.015391,0.023209,0.013871 -74,0.028552,0.017326,0.025644,0.015592 -75,0.031477,0.019551,0.028304,0.017564 -76,0.034686,0.022075,0.03122,0.019805 -77,0.038225,0.02491,0.034425,0.022328 -78,0.042132,0.028074,0.037948,0.025158 -79,0.046427,0.031612,0.041812,0.028341 -80,0.051128,0.03558,0.046037,0.031933 -81,0.05625,0.04003,0.050643,0.035985 -82,0.061809,0.045017,0.055651,0.040552 -83,0.067826,0.0506,0.06108,0.04569 -84,0.074322,0.056865,0.066948,0.051456 -85,0.081326,0.063907,0.073275,0.057913 -86,0.088863,0.071815,0.080076,0.065119 -87,0.096958,0.080682,0.08737,0.073136 -88,0.105631,0.090557,0.095169,0.081991 -89,0.114858,0.101307,0.103455,0.091577 -90,0.124612,0.112759,0.112209,0.101758 -91,0.134861,0.124733,0.121402,0.112395 -92,0.145575,0.137054,0.131017,0.123349 -93,0.156727,0.149552,0.14103,0.134486 -94,0.16829,0.162079,0.151422,0.145689 -95,0.180245,0.174492,0.162179,0.156846 -96,0.192565,0.186647,0.173279,0.167841 -97,0.205229,0.198403,0.184706,0.178563 -98,0.218683,0.210337,0.196946,0.189604 -99,0.233371,0.233027,0.210484,0.201557 -100,0.249741,0.237051,0.225806,0.215013 -101,0.268237,0.252985,0.243398,0.230565 -102,0.289305,0.271406,0.263745,0.248805 -103,0.313391,0.292893,0.287334,0.270326 -104,0.34094,0.318023,0.314649,0.295719 -105,0.372398,0.347373,0.346177,0.325576 -106,0.40821,0.38152,0.382403,0.360491 -107,0.448823,0.421042,0.423813,0.401054 -108,0.494681,0.466516,0.470893,0.44786 -109,0.546231,0.51852,0.524128,0.501498 -110,0.603917,0.577631,0.584004,0.562563 -111,0.668186,0.644427,0.651007,0.631645 -112,0.739483,0.719484,0.725622,0.709338 -113,0.818254,0.80338,0.808336,0.796233 -114,0.904945,0.896693,0.899633,0.892923 -115,1,1,1,1 diff --git a/data-raw/US/create_MortalityTables_US_Annuities.R b/data-raw/US/create_MortalityTables_US_Annuities.R index 26bbc10cc87092c7aeb1e22cdaf5157e221e8a4b..3774c74cd9c3db70e07af523da30541e48f42b85 100644 --- a/data-raw/US/create_MortalityTables_US_Annuities.R +++ b/data-raw/US/create_MortalityTables_US_Annuities.R @@ -98,7 +98,7 @@ USA1971IAM.female = mortalityTable.period( ages = USA1971IAM.data$age, deathProbs = USA1971IAM.data$qy, data = list( - dim = list(table = "1971 IAM", sex = "w", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1971) + dim = list(table = "1971 IAM", sex = "f", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1971) ) ) @@ -120,7 +120,7 @@ USA1971IAM.female.projected = mortalityTable.improvementFactors( deathProbs = USA1971IAM.data$qy, improvement = USA1971IAM.data$B, data = list( - dim = list(table = "1971 IAM projected", sex = "w", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1971) + dim = list(table = "1971 IAM projected", sex = "f", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1971) ) ) @@ -133,14 +133,14 @@ USA1971IAM = array( ) save(USA1971IAM, USA1971IAM.male, USA1971IAM.female, USA1971IAM.male.projected, USA1971IAM.female.projected, - file = here::here("data", "US1971IAM.RData") + file = here::here("data", "USA1971IAM.RData") ) -############################################################################### -### 1983 Table "a" (individual) and GAM (group annuities), period tables -############################################################################### +##############################################################################h# +### 1983 Table "a" (individual) and GAM (group annuities), period tables #### +##############################################################################h# USA1983a.data = read_excel( US.annuities.file, sheet = "1983a - GAM", @@ -163,7 +163,7 @@ USA1983a.female = mortalityTable.period( deathProbs = USA1983a.data$qy, baseYear = 1983, data = list( - dim = list(table = "1983 table a", sex = "w", collar = "Mortality", type = "Rententafel", data = "loaded", year = 1983) + dim = list(table = "1983 table a", sex = "f", collar = "Mortality", type = "Rententafel", data = "loaded", year = 1983) ) ) @@ -184,7 +184,7 @@ USA1983GAM.female = mortalityTable.period( deathProbs = USA1983a.data$qyG, baseYear = 1983, data = list( - dim = list(table = "1983 GAM", sex = "w", collar = "group Mortality", type = "Rententafel", data = "loaded", year = 1983) + dim = list(table = "1983 GAM", sex = "f", collar = "group Mortality", type = "Rententafel", data = "loaded", year = 1983) ) ) @@ -214,9 +214,9 @@ save(USA1983GAM, USA1983GAM.male, USA1983GAM.female, -############################################################################### -### 1994 GAR/GAM group annuity tables, with improvement factors AA_x -############################################################################### +##############################################################################h# +### 1994 GAR/GAM group annuity tables, with improvement factors AA_x #### +##############################################################################h# USA1994GAM.data = read_excel( US.annuities.file, sheet = "1994 GAR", @@ -228,7 +228,7 @@ USA1994GAM.male.basic = mortalityTable.period( ages = USA1994GAM.data$age, deathProbs = USA1994GAM.data$qxBasic, data = list( - dim = list(sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = "1994 GAM") + dim = list(table = "1994 GAM", sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1994) ) ) @@ -237,7 +237,7 @@ USA1994GAM.female.basic = mortalityTable.period( ages = USA1994GAM.data$age, deathProbs = USA1994GAM.data$qyBasic, data = list( - dim = list(sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = "1994 GAM") + dim = list(table = "1994 GAM", sex = "f", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1994) ) ) @@ -248,7 +248,7 @@ USA1994GAR.male = mortalityTable.improvementFactors( deathProbs = USA1994GAM.data$qx, improvement = USA1994GAM.data$AAx, data = list( - dim = list(sex = "m", collar = "group Reserving", type = "Rententafel", data = "loaded", year = "1994 GAR") + dim = list(table = "1994 GAR", sex = "m", collar = "group Reserving", type = "Rententafel", data = "loaded", year = 1994) ) ) @@ -258,7 +258,7 @@ USA1994GAR.female = mortalityTable.improvementFactors( deathProbs = USA1994GAM.data$qy, improvement = USA1994GAM.data$AAy, data = list( - dim = list(sex = "m", collar = "group Reserving", type = "Rententafel", data = "loaded", year = "1994 GAR") + dim = list(table = "1994 GAR", sex = "f", collar = "group Reserving", type = "Rententafel", data = "loaded", year = 1994) ) ) @@ -290,3 +290,68 @@ save(USA1994GAR, USA1994GAR.male, USA1994GAR.female, +#################################################################################h# +### Annuity 2000 Basic (unloaded) and Mortality (loaded) Tables, PERIOD tables #### +#################################################################################h# + +USAAnnuity2000.data = read_excel( + US.annuities.file, sheet = "Annuity 2000", + col_names = c("age","qxBasic", "qyBasic", "qx", "qy"), + skip = 5) + +USAAnnuity2000.basic.male = mortalityTable.period( + name = "USA Annuity 2000 basic, male", + ages = USAAnnuity2000.data$age, + deathProbs = USAAnnuity2000.data$qxBasic, + data = list( + dim = list(table = "Annuity 2000 basic", sex = "m", collar = "Basic", type = "Rententafel", data = "unloaded", year = 2000) + ) +) + +USAAnnuity2000.basic.female = mortalityTable.period( + name = "USA Annuity 2000 basic, female", + ages = USAAnnuity2000.data$age, + deathProbs = USAAnnuity2000.data$qyBasic, + data = list( + dim = list(table = "Annuity 2000 basic", sex = "f", collar = "Basic", type = "Rententafel", data = "unloaded", year = 2000) + ) +) + + +USAAnnuity2000.male = mortalityTable.period( + name = "USA Annuity 2000 mortality, male", + ages = USAAnnuity2000.data$age, + deathProbs = USAAnnuity2000.data$qx, + data = list( + dim = list(table = "Annuity 2000", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2000) + ) +) + +USAAnnuity2000.female = mortalityTable.period( + name = "USA Annuity 2000 mortality, female", + ages = USAAnnuity2000.data$age, + deathProbs = USAAnnuity2000.data$qy, + data = list( + dim = list(table = "Annuity 2000", sex = "f", collar = "Mortality", type = "Rententafel", data = "loaded", year = 2000) + ) +) + + +USAAnnuity2000 = array( + data = c( + USAAnnuity2000.basic.male, USAAnnuity2000.basic.female, + USAAnnuity2000.male, USAAnnuity2000.female + ), + dim = c(2, 2), + dimnames = list(Sex = c("m", "f"), typ = c("loaded", "basic")) +) + +save(USAAnnuity2000, + USAAnnuity2000.basic.male, USAAnnuity2000.basic.female, + USAAnnuity2000.male, USAAnnuity2000.female, + file = here::here("data", "USAAnnuity2000.RData") +) + + + + diff --git a/data/USAAnnuity2000.RData b/data/USAAnnuity2000.RData new file mode 100644 index 0000000000000000000000000000000000000000..3a72260ae83a9977227dbcb63166d8f86483e06e Binary files /dev/null and b/data/USAAnnuity2000.RData differ