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Commit ec4d53e1 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
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Added USA Annuity 2000 annuity Table

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TODO/MortalityTables_USA_Annuities_Annuity2000.R deleted 100644 → 0
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View file @ 4846f486
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)
TODO/USA_Annuities_Annuity2000.csv deleted 100644 → 0
+ 0
− 116
View file @ 4846f486
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
data-raw/US/create_MortalityTables_US_Annuities.R
+ 80
− 15
View file @ ec4d53e1
...@@ -98,7 +98,7 @@ USA1971IAM.female = mortalityTable.period( ...@@ -98,7 +98,7 @@ USA1971IAM.female = mortalityTable.period(
ages = USA1971IAM.data$age, ages = USA1971IAM.data$age,
deathProbs = USA1971IAM.data$qy, deathProbs = USA1971IAM.data$qy,
data = list( 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( ...@@ -120,7 +120,7 @@ USA1971IAM.female.projected = mortalityTable.improvementFactors(
deathProbs = USA1971IAM.data$qy, deathProbs = USA1971IAM.data$qy,
improvement = USA1971IAM.data$B, improvement = USA1971IAM.data$B,
data = list( 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( ...@@ -133,14 +133,14 @@ USA1971IAM = array(
) )
save(USA1971IAM, USA1971IAM.male, USA1971IAM.female, USA1971IAM.male.projected, USA1971IAM.female.projected, save(USA1971IAM, USA1971IAM.male, USA1971IAM.female, USA1971IAM.male.projected, USA1971IAM.female.projected,
file = here::here("data", "US1971IAM.RData") file = here::here("data", "USA1971IAM.RData")
) )
############################################################################### ##############################################################################h#
### 1983 Table "a" (individual) and GAM (group annuities), period tables ### 1983 Table "a" (individual) and GAM (group annuities), period tables ####
############################################################################### ##############################################################################h#
USA1983a.data = read_excel( USA1983a.data = read_excel(
US.annuities.file, sheet = "1983a - GAM", US.annuities.file, sheet = "1983a - GAM",
...@@ -163,7 +163,7 @@ USA1983a.female = mortalityTable.period( ...@@ -163,7 +163,7 @@ USA1983a.female = mortalityTable.period(
deathProbs = USA1983a.data$qy, deathProbs = USA1983a.data$qy,
baseYear = 1983, baseYear = 1983,
data = list( 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( ...@@ -184,7 +184,7 @@ USA1983GAM.female = mortalityTable.period(
deathProbs = USA1983a.data$qyG, deathProbs = USA1983a.data$qyG,
baseYear = 1983, baseYear = 1983,
data = list( 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, ...@@ -214,9 +214,9 @@ save(USA1983GAM, USA1983GAM.male, USA1983GAM.female,
############################################################################### ##############################################################################h#
### 1994 GAR/GAM group annuity tables, with improvement factors AA_x ### 1994 GAR/GAM group annuity tables, with improvement factors AA_x ####
############################################################################### ##############################################################################h#
USA1994GAM.data = read_excel( USA1994GAM.data = read_excel(
US.annuities.file, sheet = "1994 GAR", US.annuities.file, sheet = "1994 GAR",
...@@ -228,7 +228,7 @@ USA1994GAM.male.basic = mortalityTable.period( ...@@ -228,7 +228,7 @@ USA1994GAM.male.basic = mortalityTable.period(
ages = USA1994GAM.data$age, ages = USA1994GAM.data$age,
deathProbs = USA1994GAM.data$qxBasic, deathProbs = USA1994GAM.data$qxBasic,
data = list( 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( ...@@ -237,7 +237,7 @@ USA1994GAM.female.basic = mortalityTable.period(
ages = USA1994GAM.data$age, ages = USA1994GAM.data$age,
deathProbs = USA1994GAM.data$qyBasic, deathProbs = USA1994GAM.data$qyBasic,
data = list( 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( ...@@ -248,7 +248,7 @@ USA1994GAR.male = mortalityTable.improvementFactors(
deathProbs = USA1994GAM.data$qx, deathProbs = USA1994GAM.data$qx,
improvement = USA1994GAM.data$AAx, improvement = USA1994GAM.data$AAx,
data = list( 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( ...@@ -258,7 +258,7 @@ USA1994GAR.female = mortalityTable.improvementFactors(
deathProbs = USA1994GAM.data$qy, deathProbs = USA1994GAM.data$qy,
improvement = USA1994GAM.data$AAy, improvement = USA1994GAM.data$AAy,
data = list( 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, ...@@ -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")
)
data/USAAnnuity2000.RData 0 → 100644
+ 0
− 0
View file @ ec4d53e1
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