Skip to content
Snippets Groups Projects
Commit f88e58b8 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
Browse files

Add USA 1966 Group Annuity Experience Table and 1971 IAM / GAM as data sets

parent 5a8511e2
No related branches found
No related tags found
No related merge requests found
No preview for this file type
...@@ -155,6 +155,46 @@ save(USA1963AnnuityExperience, ...@@ -155,6 +155,46 @@ save(USA1963AnnuityExperience,
##############################################################################h#
### 1966 Group Annuity Experience Table ####
##############################################################################h#
USA1966GroupAnnuityExperience.data = read_excel(
US.annuities.file, sheet = "1966 Group Experience",
col_names = c("age","qx", "qy"),
skip = 6)
USA1966GroupAnnuityExperience = array(
data = c(
mortalityTable.period(
name = "USA 1966 Group Annuity Experience male",
ages = USA1966GroupAnnuityExperience.data$age,
baseYear = 1966,
deathProbs = USA1966GroupAnnuityExperience.data$qx,
data = list(
dim = list(table = "1966 Group Annuity Experience", sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1966, country = "USA")
)
),
mortalityTable.period(
name = "USA 1966 Group Annuity Experience female",
ages = USA1966GroupAnnuityExperience.data$age,
baseYear = 1966,
deathProbs = USA1966GroupAnnuityExperience.data$qy,
data = list(
dim = list(table = "1966 Group Annuity Experience", sex = "f", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1966, country = "USA")
)
)
),
dim = c(2),
dimnames = list(Sex = c("m", "f"))
)
save(USA1966GroupAnnuityExperience,
file = here::here("data", "USA1966GroupAnnuityExperience.RData")
)
##############################################################################h# ##############################################################################h#
### 1971 IAM individual annuity table; with optional projection scale B_x #### ### 1971 IAM individual annuity table; with optional projection scale B_x ####
##############################################################################h# ##############################################################################h#
...@@ -162,7 +202,7 @@ save(USA1963AnnuityExperience, ...@@ -162,7 +202,7 @@ save(USA1963AnnuityExperience,
USA1971IAM.data = read_excel( USA1971IAM.data = read_excel(
US.annuities.file, sheet = "1971 IAM", US.annuities.file, sheet = "1971 IAM",
col_names = c("age","qx", "qy", "B"), col_names = c("age","qx", "qy", "B"),
skip = 4) skip = 5)
USA1971IAM.male = mortalityTable.period( USA1971IAM.male = mortalityTable.period(
name = "USA 1971 IAM, male", name = "USA 1971 IAM, male",
...@@ -218,6 +258,67 @@ save(USA1971IAM, USA1971IAM.male, USA1971IAM.female, USA1971IAM.male.projected, ...@@ -218,6 +258,67 @@ save(USA1971IAM, USA1971IAM.male, USA1971IAM.female, USA1971IAM.male.projected,
##############################################################################h#
### 1971 GAM group annuity table; with optional projection scale B_x ####
##############################################################################h#
USA1971GAM.data = read_excel(
US.annuities.file, sheet = "1971 GAM",
col_names = c("age","qx", "qy", "Dx", "Dy"),
skip = 6)
USA1971GAM = array(
data = c(
mortalityTable.period(
name = "USA 1971 GAM, male",
ages = USA1971GAM.data$age,
deathProbs = USA1971GAM.data$qx,
data = list(
dim = list(table = "1971 GAM", sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1971, country = "USA")
)
),
USA1971GAM.female = mortalityTable.period(
name = "USA 1971 GAM, female",
ages = USA1971GAM.data$age,
deathProbs = USA1971GAM.data$qy,
data = list(
dim = list(table = "1971 GAM", sex = "f", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1971, country = "USA")
)
),
USA1971GAM.male.projected = mortalityTable.improvementFactors(
name = "USA 1971 GAM, male, projected",
ages = USA1971GAM.data$age,
baseYear = 1971,
deathProbs = USA1971GAM.data$qx,
improvement = USA1971GAM.data$Dx,
data = list(
dim = list(table = "1971 GAM projected", sex = "m", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1971, country = "USA")
)
),
USA1971GAM.female.projected = mortalityTable.improvementFactors(
name = "USA 1971 GAM, female, projected",
ages = USA1971GAM.data$age,
baseYear = 1971,
deathProbs = USA1971GAM.data$qy,
improvement = USA1971GAM.data$Dy,
data = list(
dim = list(table = "1971 GAM projected", sex = "f", collar = "group Mortality", type = "Rententafel", data = "unloaded", year = 1971, country = "USA")
)
)
),
dim = c(2, 2),
dimnames = list(Sex = c("m", "f"), type = c("Period", "Generational"))
)
save(USA1971GAM,
file = here::here("data", "USA1971GAM.RData")
)
##############################################################################h# ##############################################################################h#
### 1983 Table "a" (individual) and GAM (group annuities), period tables #### ### 1983 Table "a" (individual) and GAM (group annuities), period tables ####
##############################################################################h# ##############################################################################h#
......
File deleted
File added
File added
File added
...@@ -1483,7 +1483,6 @@ Standard Industrial Mortality Tables ...@@ -1483,7 +1483,6 @@ Standard Industrial Mortality Tables
* 1946-50 Intercompany group annuity experience * 1946-50 Intercompany group annuity experience
* 1964-68 Intercompany group annuity experience * 1964-68 Intercompany group annuity experience
* 1955 American Annuity * 1955 American Annuity
* 1966 Group Annuity Experience
* 1973 Annuity Experience * 1973 Annuity Experience
* 1983 IAM * 1983 IAM
* 1983 GAM * 1983 GAM
...@@ -1533,7 +1532,9 @@ plotMortalityTables( ...@@ -1533,7 +1532,9 @@ plotMortalityTables(
* 1951 GAM * 1951 GAM
* Source: Ray M. Peterson, “Group Annuity Mortality”, Transactions of the Society of Actuaries, Vol. IV (1952). https://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1949-59/1952/January/tsa52v4n918.pdf * Source: Ray M. Peterson, “Group Annuity Mortality”, Transactions of the Society of Actuaries, Vol. IV (1952). https://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1949-59/1952/January/tsa52v4n918.pdf
* 1963 Annuity Experience table * 1963 Annuity Experience table
* Harold Cherry, “The 1971 Individual Annuity Mortality Table”, Transactions of the Society of Actuaries, Vol. XXIII, Part 1, No. 67 (1971), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1971/January/tsa71v23pt1n6723.pdf * Source: Harold Cherry, “The 1971 Individual Annuity Mortality Table”, Transactions of the Society of Actuaries, Vol. XXIII, Part 1, No. 67 (1971), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1971/January/tsa71v23pt1n6723.pdf
* 1966 Group Annuity Experience table
* Source: Harold R. Greenlee, Jr., and Alfonso D. Kehtsa, “The 1971 Group Annuity Mortality Table”, Transactions of the Society of Actuaries, Vol. XXIII, Part 1, No. 67 (1971), http://www.soa.org/Library/Research/Transactions-Of-Society-Of-Actuaries/1971/January/tsa71v23pt1n6724.pdf
* 1971 IAM (Individual Annuity Mortality), 1971 GAM (Group Annuity Mortality) * 1971 IAM (Individual Annuity Mortality), 1971 GAM (Group Annuity Mortality)
* 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 * 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
...@@ -1561,7 +1562,9 @@ plotMortalityTables( ...@@ -1561,7 +1562,9 @@ plotMortalityTables(
USAa1949, USAa1949,
USA1951GAM, USA1951GAM,
USA1963AnnuityExperience, USA1963AnnuityExperience,
USA1966GroupAnnuityExperience,
USA1971IAM, USA1971IAM,
USA1971GAM,
USA1983a, USA1983a,
USA1983GAM, USA1983GAM,
USA1994GAR, USA1994GAR,
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment