R package implementing actuarial mortality tables (period and cohort life tables)
The MortalityTables package provides the mortalityTable
base class and some derived classes to handle different types of
mortality tables (also called life tables), mainly used for life
insurance. Additionally it provides a plot function to compare multiple
life tables either directly using the absolute mortalities in log-linear
plots or using relative mortalities as percentages of a given reference
table.
Provided types of mortality tables are:
mortalityTable
mortalityTable.period(ages, deathProbs, ..., baseYear=2000)
mortalityTable.trendProjection
baseYear + n
is calculated as: \[q_x^{(baseYear+n)} = q_x^{(baseYear)} \cdot
e^{-n\cdot\lambda_x}\]
YOB
can be calculated as \[q_x^{YOB} = q_x^{(base)} \cdot
e^{-(YOB+x-baseYear)\cdot \lambda_x}\]
mortalityTable.ageShift
mortalityTable.mixed
mortalityTable.improvementFactors
pensionTable
mortalityTable
-derived object.
library("MortalityTables")
The package provides several real-life life tables published by
census bureaus and actuarial associations around the world. You can use
the function mortalityTables.list
to list all available
datasets (if no argument is given) or all datasets that match the given
pattern (wildcard character is *). You can then use
mortalityTables.load
to load either one single data set or
all datasets that match the pattern.
# list all available data sets
mortalityTables.list()
# list all datasets for Austria
mortalityTables.list("Austria_*")
# Load the German annuity table DAV 2004-R
mortalityTables.load("Germany_Annuities_DAV2004R")
# Load all Austrian data sets
mortalityTables.load("Austria_*")
For further information on how to use the package, see the “Using the MortalityTables Package” vignette.