diff --git a/data-raw/US/Annuities/USA_Annuities.xlsx b/data-raw/US/Annuities/USA_Annuities.xlsx index 89ced9a7750677bf192857370f041a38aca0ef4d..e48332be8fcd8a01f559600e6594f110d38b8cb6 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 aa6cc8228e753f73bf867fda91df82ee462efb0a..293eac13b95ebf8e24026e49675cd410d2cf9950 100644 --- a/data-raw/US/create_MortalityTables_US_Annuities.R +++ b/data-raw/US/create_MortalityTables_US_Annuities.R @@ -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# ### 1971 IAM individual annuity table; with optional projection scale B_x #### ##############################################################################h# @@ -162,7 +202,7 @@ save(USA1963AnnuityExperience, USA1971IAM.data = read_excel( US.annuities.file, sheet = "1971 IAM", col_names = c("age","qx", "qy", "B"), - skip = 4) + skip = 5) USA1971IAM.male = mortalityTable.period( name = "USA 1971 IAM, male", @@ -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# ### 1983 Table "a" (individual) and GAM (group annuities), period tables #### ##############################################################################h# diff --git a/data/US1971IAM.RData b/data/US1971IAM.RData deleted file mode 100644 index c78d178a2a4583fdda36b280a39ceb9ea489ecea..0000000000000000000000000000000000000000 Binary files a/data/US1971IAM.RData and /dev/null differ diff --git a/data/USA1966GroupAnnuityExperience.RData b/data/USA1966GroupAnnuityExperience.RData new file mode 100644 index 0000000000000000000000000000000000000000..06830cb56b185d8a8fb48087a69e3b4664651555 Binary files /dev/null and b/data/USA1966GroupAnnuityExperience.RData differ diff --git a/data/USA1971GAM.RData b/data/USA1971GAM.RData new file mode 100644 index 0000000000000000000000000000000000000000..4ed5eb55f17b8e5c7f220ded5cb47cb528365e88 Binary files /dev/null and b/data/USA1971GAM.RData differ diff --git a/data/USA1971IAM.RData b/data/USA1971IAM.RData new file mode 100644 index 0000000000000000000000000000000000000000..706f4f02682e0c18b18d5aaac63b236adf327f8d Binary files /dev/null and b/data/USA1971IAM.RData differ diff --git a/vignettes/international-mortality-tables-overview.Rmd b/vignettes/international-mortality-tables-overview.Rmd index 05c16451e499da01b40e1bbcf00cde1058159f7f..e680029f44b951bfb7ff3bf5946813a217d9359d 100644 --- a/vignettes/international-mortality-tables-overview.Rmd +++ b/vignettes/international-mortality-tables-overview.Rmd @@ -1483,7 +1483,6 @@ Standard Industrial Mortality Tables * 1946-50 Intercompany group annuity experience * 1964-68 Intercompany group annuity experience * 1955 American Annuity -* 1966 Group Annuity Experience * 1973 Annuity Experience * 1983 IAM * 1983 GAM @@ -1533,7 +1532,9 @@ plotMortalityTables( * 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 * 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) * 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( USAa1949, USA1951GAM, USA1963AnnuityExperience, + USA1966GroupAnnuityExperience, USA1971IAM, + USA1971GAM, USA1983a, USA1983GAM, USA1994GAR,