diff --git a/data-raw/US/Annuities/USA_Annuities.xlsx b/data-raw/US/Annuities/USA_Annuities.xlsx
index b9afe1c2c49738bfbc13289ce10649c7e595d4ac..3959a56521269df0aabd2ec9dd9a3896934561a9 100644
Binary files a/data-raw/US/Annuities/USA_Annuities.xlsx and b/data-raw/US/Annuities/USA_Annuities.xlsx differ
diff --git a/data-raw/US/create_MortalityTables_US_Annuities.R b/data-raw/US/create_MortalityTables_US_Annuities.R
index 24e677872a516dfac09d31c12b3e493a51fe106d..981530aa14f8a6f0da710565d4e8c2ba296d9c86 100644
--- a/data-raw/US/create_MortalityTables_US_Annuities.R
+++ b/data-raw/US/create_MortalityTables_US_Annuities.R
@@ -457,70 +457,82 @@ save(USA1983GAM,
##############################################################################h#
USA1994GAM.data = read_excel(
- US.annuities.file, sheet = "1994 GAR",
+ US.annuities.file, sheet = "1994 GAM - GAR",
col_names = c("age","qx", "AAx", "qy", "AAy", "qxBasic", "qyBasic"),
- skip = 4)
-
-USA1994GAM.male.basic = mortalityTable.period(
- name = "USA 1994 GAM basic (unloaded), male",
- ages = USA1994GAM.data$age,
- deathProbs = USA1994GAM.data$qxBasic,
- data = list(
- dim = list(table = "1994 GAM", sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1994)
- )
-)
-
-USA1994GAM.female.basic = mortalityTable.period(
- name = "USA 1994 GAM basic (unloaded), female",
- ages = USA1994GAM.data$age,
- deathProbs = USA1994GAM.data$qyBasic,
- data = list(
- dim = list(table = "1994 GAM", sex = "f", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1994)
- )
-)
-
+ skip = 6)
-USA1994GAR.male = mortalityTable.improvementFactors(
- name = "USA 1994 GAR, male",
- ages = USA1994GAM.data$age,
- deathProbs = USA1994GAM.data$qx,
- improvement = USA1994GAM.data$AAx,
- data = list(
- dim = list(table = "1994 GAR", sex = "m", collar = "group Reserving", type = "Rententafel", data = "loaded", year = 1994)
- )
-)
+USA1994GAM = array(
+ data = c(
+ mortalityTable.period(
+ name = "USA 1994 GAM basic, male",
+ ages = USA1994GAM.data$age,
+ deathProbs = USA1994GAM.data$qxBasic,
+ data = list(
+ dim = list(table = "1994 GAM Basic", sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1994, country = "USA")
+ )
+ ),
-USA1994GAR.female = mortalityTable.improvementFactors(
- name = "USA 1994 GAR, female",
- ages = USA1994GAM.data$age,
- deathProbs = USA1994GAM.data$qy,
- improvement = USA1994GAM.data$AAy,
- data = list(
- dim = list(table = "1994 GAR", sex = "f", collar = "group Reserving", type = "Rententafel", data = "loaded", year = 1994)
- )
-)
+ mortalityTable.period(
+ name = "USA 1994 GAM basic, female",
+ ages = USA1994GAM.data$age,
+ deathProbs = USA1994GAM.data$qyBasic,
+ data = list(
+ dim = list(table = "1994 GAM Basic", sex = "f", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1994, country = "USA")
+ )
+ ),
+ mortalityTable.period(
+ name = "USA 1994 GAM, male",
+ ages = USA1994GAM.data$age,
+ deathProbs = USA1994GAM.data$qxBasic,
+ data = list(
+ dim = list(table = "1994 GAM", sex = "m", collar = "group Mortality", type = "Rententafel", data = "loaded", year = 1994, country = "USA")
+ )
+ ),
-USA1994GAM = array(
- data = c(
- USA1994GAM.male.basic, USA1994GAM.female.basic
+ mortalityTable.period(
+ name = "USA 1994 GAM, female",
+ ages = USA1994GAM.data$age,
+ deathProbs = USA1994GAM.data$qyBasic,
+ data = list(
+ dim = list(table = "1994 GAM", sex = "f", collar = "group Mortality", type = "Rententafel", data = "loaded", year = 1994, country = "USA")
+ )
+ )
),
- dim = c(2),
- dimnames = list(Sex = c("m", "f"))
+ dim = c(2, 2),
+ dimnames = list(Sex = c("m", "f"), type = c("basic", "loaded"))
)
USA1994GAR = array(
data = c(
- USA1994GAR.male, USA1994GAR.female
+ mortalityTable.improvementFactors(
+ name = "USA 1994 GAR, male",
+ ages = USA1994GAM.data$age,
+ deathProbs = USA1994GAM.data$qx,
+ improvement = USA1994GAM.data$AAx,
+ data = list(
+ dim = list(table = "1994 GAR", sex = "m", collar = "group Reserving", type = "Rententafel", data = "loaded", year = 1994, country = "USA")
+ )
+ ),
+
+ mortalityTable.improvementFactors(
+ name = "USA 1994 GAR, female",
+ ages = USA1994GAM.data$age,
+ deathProbs = USA1994GAM.data$qy,
+ improvement = USA1994GAM.data$AAy,
+ data = list(
+ dim = list(table = "1994 GAR", sex = "f", collar = "group Reserving", type = "Rententafel", data = "loaded", year = 1994, country = "USA")
+ )
+ )
),
dim = c(2),
dimnames = list(Sex = c("m", "f"))
)
-save(USA1994GAM, USA1994GAM.male.basic, USA1994GAM.female.basic,
+save(USA1994GAM,
file = here::here("data", "USA1994GAM.RData")
)
-save(USA1994GAR, USA1994GAR.male, USA1994GAR.female,
+save(USA1994GAR,
file = here::here("data", "USA1994GAR.RData")
)
@@ -528,6 +540,65 @@ save(USA1994GAR, USA1994GAR.male, USA1994GAR.female,
+##############################################################################h#
+### 1996 IAM individual annuity mortality table (period table) ####
+##############################################################################h#
+
+USA1996IAM.data = read_excel(
+ US.annuities.file, sheet = "1996 IAM",
+ col_names = c("age","qx", "qy", "qxBasic", "qyBasic"),
+ skip = 6)
+
+USA1996IAM = array(
+ data = c(
+ mortalityTable.period(
+ name = "USA 1996 IAM basic, male",
+ ages = USA1996IAM.data$age,
+ deathProbs = USA1996IAM.data$qxBasic,
+ data = list(
+ dim = list(table = "1996 IAM Basic", sex = "m", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1996, country = "USA")
+ )
+ ),
+
+ mortalityTable.period(
+ name = "USA 1996 IAM basic, female",
+ ages = USA1996IAM.data$age,
+ deathProbs = USA1996IAM.data$qyBasic,
+ data = list(
+ dim = list(table = "1996 IAM Basic", sex = "f", collar = "Mortality", type = "Rententafel", data = "unloaded", year = 1996, country = "USA")
+ )
+ ),
+
+ mortalityTable.period(
+ name = "USA 1996 IAM, male",
+ ages = USA1996IAM.data$age,
+ deathProbs = USA1996IAM.data$qxBasic,
+ data = list(
+ dim = list(table = "1996 IAM", sex = "m", collar = "Mortality", type = "Rententafel", data = "loaded", year = 1996, country = "USA")
+ )
+ ),
+
+ mortalityTable.period(
+ name = "USA 1996 IAM, female",
+ ages = USA1996IAM.data$age,
+ deathProbs = USA1996IAM.data$qyBasic,
+ data = list(
+ dim = list(table = "1996 IAM", sex = "f", collar = "Mortality", type = "Rententafel", data = "loaded", year = 1996, country = "USA")
+ )
+ )
+ ),
+ dim = c(2, 2),
+ dimnames = list(Sex = c("m", "f"), type = c("basic", "loaded"))
+)
+
+save(USA1996IAM,
+ file = here::here("data", "USA1996IAM.RData")
+)
+
+
+
+
+
#################################################################################h#
### Annuity 2000 Basic (unloaded) and Mortality (loaded) Tables, PERIOD tables ####
#################################################################################h#
diff --git a/data/USA1994GAM.RData b/data/USA1994GAM.RData
index 29dbbb73edca9b5676203845428ef4fcc1f902bc..36a1a92f809ed40a4b564f673693e00142b67d54 100644
Binary files a/data/USA1994GAM.RData and b/data/USA1994GAM.RData differ
diff --git a/data/USA1994GAR.RData b/data/USA1994GAR.RData
index d90ee6dfd05945bbe0eae72ece932b3e5b5685e2..2825a935e01316efd9f47f6bf1bf041bbcd76263 100644
Binary files a/data/USA1994GAR.RData and b/data/USA1994GAR.RData differ
diff --git a/data/USA1996IAM.RData b/data/USA1996IAM.RData
new file mode 100644
index 0000000000000000000000000000000000000000..c38eae9971cbc5127ac770b207db83bd72e67efa
Binary files /dev/null and b/data/USA1996IAM.RData differ
diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd
index d3db5509cd778b0cc8e3589ea5ae4ca1451eae95..8224a6881b2c4f916633c1d5a5b9a23200d63c4d 100644
--- a/vignettes/international-mortality-tables-overview.Rmd
+++ b/vignettes/international-mortality-tables-overview.Rmd
@@ -992,6 +992,7 @@ https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx
## Population Mortality
https://www.cso.ie/en/statistics/birthsdeathsandmarriages/archive/irishlifetables1926to2012/
+https://www.cso.ie/en/releasesandpublications/er/ilt/irishlifetablesno172015-2017/
* gender-specific period tables
* male+female, ages 0--105, earlier tables gave only $l_x$ and $e_x$, but no $q_x$
@@ -1539,21 +1540,26 @@ plotMortalityTables(
* 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)
- * 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
+ * Source: Committee on Annuities, “Development of the 1983 Group Annuity Mortality Table”, Transactions 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), 1994 GAM, 1994 GAM Basic
+ * Source: Society of Actuaries
+Group Annuity Valuation Table Task Force, "1994 Group Annuity Mortality Table and 1994 Group Annuity Reserving Table", Transactions of the Society of Actuaries, Vol.47, 1995, pp.865-872. https://www.soa.org/globalassets/assets/library/research/transactions-of-society-of-actuaries/1990-95/1995/january/tsa95v4722.pdf
+* 1996 IAM (Individual Annuity Mortality)
+ * Source: Robert J. Johansen, “Review of Adequacy of 1983 Individual annuity Mortality Table”, Transactions of the Society of Actuaries Vol. XLVII (1995), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1990-95/1995/January/tsa95v479.pdf
-* 1994 GAR (Group Annuity Reserving)
-* 1996 IAM (Individual Annuity Mortality)
-* 2012 IAR (Individual Annuity Reserving)
-* Annuity 2000
* 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)
+ * Source: Society of
+Actuaries Committee on Life Insurance Research and shown on page 240 of Volume XLVII of the
+Transactions of the Society of Actuaries (1995)
+* 2012 IAR (Individual Annuity Reserving) 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 segment (VM-21 Section 11 B.3)
-* GAM-94 generational tables using Scale AA
* UP-94 table with 7% margin
+
+
Usage in R:
```{r AnnuitiesUS}
@@ -1568,13 +1574,15 @@ plotMortalityTables(
USA1971GAM,
USA1983IAM,
USA1983GAM,
-
- USA1994GAR,
USA1994GAM,
+ USA1994GAR,
+ USA1996IAM,
+
USAAnnuity2000,
aes = aes(color = table),
legend.position = "bottom",
- legend.key.width = unit(2, "lines")
+ legend.key.width = unit(2, "lines"),
+ Period = 2020
) + facet_grid(sex~data)
```