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International Mortality Tables Overview

2023-10-27

1 Austria

1.1 Annuities

Annuity tables in Austria are traditionally published by the Actuarial Association of Austria (AVÖ).

1.1.1 ÖVM 59/61 - RR 67

[TODO: Get actual table data and publication]

Source: H. Nabl: ÖVM 59/61 - RR67 - 3%, Die Versicherungsrundschau, 22. Jahrgang, Heft 12, Dez. 1967, p.373–380.

mortalityTables.load("Austria_Annuities_RR67")
plotMortalityTables(RR67, mort.AT.census.1961.male)

1.1.2 EROM/F 85 (Period table 2020), EROM/F G 1950 (Cohort table with age shift)

EROM/F 85: gender-specific period tables, projected to year 2020 to account for mortality improvement
- male+female, ages 0-99
EROM/F G 1950: gender-specific cohort tables, base cohort 1950 with age-shifting to account for mortality improvement
- male+female, ages 0-99
Derived from population mortalities 1980/82 (improvements from population mortalities 1949/51 and 1980/82), with annuitants’ selection factors applied
First-order table without explicit security loadings
Usage: Individual Annuity pricing and reserving
Publisher: Aktuarvereinigung Österreichs (AVÖ), https://avoe.at/
Target collective: Individual annuitants
Usage with the MortalityTables package:

mortalityTables.load("Austria_Annuities_EROMF")
EROM85.male
EROF85.female

EROM.G1950.male
EROM.G1950.male.av
EROF.G1950.female
EROF.G1950.female.av

Source: F.G. Liebmann, W. Schachermayer, M. Willomitzer: Zur Erstellung von Sterbetafeln EROM 85 und EROF 85, Mitteilungen der Aktuarvereinigung Österreichs, Heft 4, Dezember 1986, p. 1–52.
Source: F.G. Liebmann, W. Schachermayer, M. Willomitzer: Die Generationen-Sterbetafeln EROM G 1950 und EROF G 1950, Mitteilungen der Aktuarvereinigung Österreichs, Heft 4, Dezember 1986, p. 54–94.

1.1.3 AVÖ 1996-R

gender-specific cohort tables with age-specific trend to account for mortality improvement (approximation via age-shifting given alternatively)
- male+female, ages 0-112, individual and group variants
Derived from population mortalities 1990/92 with annuitants’ selection factors applied
- Trend factors derived from short-term population trend 1980–95 and long-term population trend 1865–1990
First-order table without explicit security loadings
Usage: Individual and Group Annuity pricing and reserving; Minimum required by Austrian Financial Authority until publication of successor table AVÖ 2005R
Publisher: Aktuarvereinigung Österreichs (AVÖ), https://avoe.at/
Target collective: Individual and group annuitants
Usage with the MortalityTables package:

mortalityTables.load("Austria_Annuities_AVOe1996R")
AVOe1996R
AVOe1996R.male
AVOe1996R.male.av325
AVOe1996R.male.group
AVOe1996R.female
AVOe1996R.female.av325
AVOe1996R.female.group

Source: S. Jörgen, F.G. Liebmann, F.W. Pagler, W. Schachermayer: Herleitung der Sterbetafel AVÖ 1996R für Rentenversicherungen, Mitteilungen der Aktuarvereinigung Österreichs, Heft 9, November 1997, p. 39–82.

1.1.4 AVÖ 2005-R

gender-specific cohort tables with age-specific trend to account for mortality improvement (approximation via age-shifting given alternatively)
- male+female, ages 0-112, individual and group variants
- unisex table published 2012 by mixing male+female tables
Derived from population mortalities 2000/02 with annuitants’ selection factors applied
- Trend factors derived from mid-term population trend 1970–2000
First-order table with explicit security loadings and second-order table without security loadings
Usage: Individual and Group Annuity pricing and reserving; Current minimum required by Austrian Financial Authority
Publisher: Aktuarvereinigung Österreichs (AVÖ), https://avoe.at/
Target collective: Individual and group annuitants
Usage with the MortalityTables package:

mortalityTables.load("Austria_Annuities_AVOe2005R")
AVOe2005R
AVOe2005R.male
AVOe2005R.male.group
AVOe2005R.male.av
AVOe2005R.male.group.av
AVOe2005R.male.unloaded
AVOe2005R.male.nodamping
AVOe2005R.male.nodamping.group
AVOe2005R.male.nodamping.unloaded

AVOe2005R.female
AVOe2005R.female.group
AVOe2005R.female.av
AVOe2005R.female.group.av
AVOe2005R.female.unloaded
AVOe2005R.female.nodamping
AVOe2005R.female.nodamping.group
AVOe2005R.female.nodamping.unloaded

AVOe2005R.unisex
AVOe2005R.unisex.group
AVOe2005R.unisex.av
AVOe2005R.unisex.group.av
AVOe2005R.unisex.nodamping
AVOe2005R.unisex.nodamping.group

Sources:
- R. Kainhofer, M. Predota, U. Schmock: The New Austrian Annuity Valuation Table AVÖ 2005R, Mitteilungen der Aktuarvereinigung Österreichs, Heft 13, pp.55–135, https://avoe.at/pdf/mitteilungen/H13_w3.pdf
- Aktuarvereinigung Österreichs: [Konstruktion der Unisex-Rententafel AVÖ 2005 R unisex](https://avoe.at/rententafel-avoe-2005r-unisex/, 2012
- R. Kainhofer: [Zur Angemessenheit der Rententafel AVÖ 2005-R](https://avoe.at/zur-angemessenheit-der-rententafel-avoe-2005-r/, Arbeitskreis Rechnungsgrundlagen, Aktuarvereinigung Österreichs (AVÖ), 24.Oktober 2019

1.1.5 Comparisons

plotMortalityTables(RR67, EROM85.male, EROF85.female, EROM.G1950.male.av, EROF.G1950.female.av, AVOe1996R[, "Einzel"], AVOe2005R[c("m", "w"), "Einzel","loaded"],
                    aes = aes(color = year), Period = 2020, title = "Austrian Annuity Tables, Period 2020", 
                    legend.position = "right"
) + facet_grid(sex ~ .)


plotMortalityTables(RR67, EROM85.male, EROF85.female, EROM.G1950.male.av, EROF.G1950.female.av, AVOe1996R[, "Einzel"],AVOe2005R[c("m", "w"), "Einzel","loaded"],
                    aes = aes(color = year), YOB = 1965, title = "Austrian Annuity Tables, Cohort 1965", 
                    legend.position = "right"
) + facet_grid(sex ~ .)

1.2 Population Mortality (Austrian Census tables)

1.2.0.1 Census tables

gender-specific period tables
- male+female, unisex only starting 2000/02; ages 0–95, from 1930 on 0–100
Based on the official census data:
- 1868/71
- 1879/82
- 1889/92
- 1899/1902
- 1909/12
- 1930/33
- 1949/51
- 1959/61
- 1970/72
- 1980/82
- 1990/92
- 2000/02
- 2010/12
- 2020/22
Usage with the MortalityTables package:

mortalityTables.load("Austria_Census")
mort.AT.census
#>           Jahr
#> Geschlecht 1869                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1880                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1890                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1900                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1910                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1931                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1951                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1961                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1971                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1981                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 1991                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u NA                                                                         
#>           Jahr
#> Geschlecht 2001                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u <S4 class 'mortalityTable.mixed' [package "MortalityTables"] with 9 slots> 
#>           Jahr
#> Geschlecht 2011                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 2021                                                                       
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          u <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>

Source: Statistik Austria, http://statistik.at/wcm/idc/idcplg?IdcService=GET_NATIVE_FILE&RevisionSelectionMethod=LatestReleased&dDocName=022541

1.2.1 Official population forecast (by Statistik Austria)

Gender-specific forecast (middle scenario) of the mortalities to 2080
Provided by Statistik Austria (no formal publication of the tables), can be used freely with attribution
Usage with the MortalityTables package:

mortalityTables.load("Austria_PopulationForecast")
mort.AT.forecast
mortalityTables.load("Austria_PopulationObserved")

1.2.2 Markov-Chain-Monte-Carlo-fitted population forecast (by J. Hirz)

Gender-specific forecast (middle scenario) of the mortalities by a MCMC-fit of age-specific trend factors
Derived for the Austrian pension Table AVÖ 2018-P.
Creator: Jonas Hirz
Usage with the MortalityTables package:

mortalityTables.load("Austria_PopulationMCMC")
#> Lade nötiges Paket: reshape2
#> Warning: Paket 'reshape2' wurde unter R Version 4.2.3 erstellt
#> 
#> Attache Paket: 'reshape2'
#> Das folgende Objekt ist maskiert 'package:tidyr':
#> 
#>     smiths
#> Lade nötiges Paket: pracma
#> Warning: Paket 'pracma' wurde unter R Version 4.2.3 erstellt
#> 
#> Attache Paket: 'pracma'
#> Das folgende Objekt ist maskiert 'package:purrr':
#> 
#>     cross
#> Lade nötiges Paket: MortalityLaws
#> Warning: Paket 'MortalityLaws' wurde unter R Version 4.2.3 erstellt
mort.AT.MCMC

Source: R. Kainhofer, J. Hirz, A. Schubert: AVÖ 2018-P - Rechnungsgrundlagen für die Pensionsversicherung, Dokumentation der Pensionstafel, Arbeitskreis Rechnungsgrundlagen, Aktuarvereinigung Österreichs (AVÖ), 30. August 2018. https://oefdv.avoe.at/rechnungsgrundlagen/

1.2.3 Observed population mortalities 1947–2022 (by Statistik Austria)

Gender-specific observations of the mortalities from 1947
Provided by Statistik Austria (no formal publication of the tables), can be used freely with attribution
Usage with the MortalityTables package:

mortalityTables.load("Austria_PopulationObserved")
mort.AT.observed.male
mort.AT.observed.female
mort.AT.observed.unisex

1.2.4 Comparison

plotMortalityTables(
  mort.AT.census[c("m", "w"),],
  
  aes = aes(color = table),
  legend.position = "right", legend.key.width = unit(2, "lines"),
  title = "Comparison of Austrian Census Mortalities"
) + labs(color = NULL) + facet_grid(sex ~ .)

plotMortalityTables(
  mort.AT.census[c("m", "w"),"2011"],
  mort.AT.forecast %>% mT.setDimInfo(table = "Official forecast"),
  mort.AT.MCMC[c("m", "w")] %>% mT.setDimInfo(table = "MCMC forecast"),

  YOB = 1980,
  aes = aes(color = table),
  legend.position = "right", legend.key.width = unit(2, "lines"),
  title = "Projected Austrian Population Mortalities, YOB 1980"
  
) + labs(color = NULL) + facet_grid(sex ~ .)

plotMortalityTables(
  mort.AT.observed.male,
  mort.AT.observed.female,
  mort.AT.observed.unisex,
  
  YOB = 1940,
  aes = aes(color = sex),
  legend.position = "right", legend.key.width = unit(2, "lines"),
  title = "Historic Austrian Population Mortalities (yearly raw observations), YOB 1940"
)
#> Warning in deathProbabilities(t, YOB = YOB): deathProbabilities: Not all observation years 1940-2040 of observed mortalityTable are available, using closest observations.
#> Available periods: 1947-2022

#> Warning in deathProbabilities(t, YOB = YOB): deathProbabilities: Not all observation years 1940-2040 of observed mortalityTable are available, using closest observations.
#> Available periods: 1947-2022
#> Warning in deathProbabilities(t, YOB = YOB): deathProbabilities: Not all observation years 1940-2040 of observed mortalityTable are available, using closest observations.
#> Available periods: 2002-2022

1.3 Occupational Pensions

1.3.1 Ettl-Pagler

gender-specific period tables for active and disabled persons (also transitions), as well as pensioners and widows
second-order table, describing the transition probabilities of the Austrian social security system

# pensionTables.load("Austria_EttlPagler")
# EttlPagler.male
# EttlPagler.female

Source: Ettl W. und Pagler F.: “Rechnungsgrundlagen für die Pensionsversicherung”, Verlag: Verband der wissenschaftlichen Gesellschaften Österreichs, Wien, 1989

1.3.2 AVÖ 1999-P - Rechnungsgrundlagen für die Pensionsversicherung - Pagler-Pagler

gender-specific period tables for active and disabled persons (also transitions), as well as pensioners and widows
- 2 Variants: “P” for pension reserves, “PK” for pension funds
- 2 collectives: White-collar workers (“Angestellte”) and mixed collective of white- and blue-collar workers
second-order table, describing the transition probabilities of the Austrian social security system
Publisher: Aktuarvereinigung Österreichs (AVÖ), Creator: Pagler & Pagler
No documentation available

# pensionTables.load("Austria_AVOe1999P")
# AVOe1999P

1.3.3 AVÖ 2008-P - Rechnungsgrundlagen für die Pensionsversicherung - Pagler-Pagler

gender-specific period tables for active and disabled persons (also transitions), as well as pensioners and widows
- 2 Variants: “P” for pension reserves, “PK” for pension funds
- 2 collectives: White-collar workers (“Angestellte”) and mixed collective of white- and blue-collar workers
second-order table, describing the transition probabilities of the Austrian social security system
Publisher: Aktuarvereinigung Österreichs (AVÖ), Creator: Pagler & Pagler
No documentation available

# pensionTables.load("Austria_AVOe2008P")
# AVOe2008P

1.3.4 AVÖ 2018-P - Rechnungsgrundlagen für die Pensionsversicherung

gender-specific period tables for active and disabled persons (also transitions), as well as pensioners and widows
- 2 Variants: “Rehageld” (“rehab money”) considered as invalidity or considered as active
- 2 collectives: White-collar workers (“Angestellte”) and mixed collective of white- and blue-collar workers
second-order table, describing real the transition probabilities of the Austrian social security system (2000/2010 – 2016)
Publisher: Aktuarvereinigung Österreichs (AVÖ), Creator: R. Kainhofer, J. Hirz, A. Schubert

# pensionTables.load("Austria_AVOe2018P")
# AVOe2018P

Source: R. Kainhofer, J. Hirz, A. Schubert: AVÖ 2018-P - Rechnungsgrundlagen für die Pensionsversicherung, Dokumentation der Pensionstafel, Arbeitskreis Rechnungsgrundlagen, Aktuarvereinigung Österreichs (AVÖ), 30. August 2018. https://oefdv.avoe.at/rechnungsgrundlagen/

1.4 Experience Tables

1.4.1 Gesamtbestand (total portfolio) of life insurance companies 2012–16

gender-specific experience tables (period tables for 2012–16, central year 2014) for the whole Austrian insurance portfolio
- separated into tradiional and unit-linlked contracts
Experience mortality and lapse rates for the total portfolio of all Austrian Life insurance companies, 2012-2016
Publisher: Aktuarvereinigung Österreichs (AVÖ)
Creator: G. Friesacher, Th. Spanninger, R. Kainhofer Usage with the MortalityTables package:

mortalityTables.load("Austria_VUGesamtbestand_2012-16")
VU.Gesamtbestand
VU.Gesamtbestand.Storno
VU.Gesamtbestand.Detail

plotMortalityTables(VU.Gesamtbestand, legend.position = c(0.01, 0.99), legend.justification = c(0,1), title = "Austrian insurance portfolio moratlities 2012-16")

Source: G. Friesacher, Th. Spanninger, R. Kainhofer: Gesamtbestandstafel – Lebensversicherungsbestand in Österreich von 2012 bis 2016, Arbeitskreis Rechnungsgrundlagen, Aktuarvereinigung Österreichs (AVÖ), 24. Oktober 2019. https://avoe.at/referenzsterbetafel-und-stornovektor-des-gesamtbestands-2012-16/

1.4.2 Gesamtbestand (total portfolio) of Austrian Pension Funds (Pensionskassen) 2010–16

gender-specific experienc tables (period tables for 2010–16, central year 2013) for the four largest Austrian pension funds
- mortalities and lapse rates
Experience mortality and lapse rates for the total portfolio of the four largest Austrian pension funds, 2010-2016
Publisher: Aktuarvereinigung Österreichs (AVÖ)
Creator: R. Kainhofer Usage with the MortalityTables package:

# mortalityTables.load("Austria_PK-Bestand_2010-16")
# PKBestandstafel.2010.16

# plotMortalityTables(PKBestandstafel.2010.16[,,"qx", "raw"], legend.position = "right", title = "Austrian pension fund mortalities 2010-16", aes = aes(color = type)) +
  # facet_grid(sex ~ .) + labs(color = "Collective")

2 Germany

Tables in use:

Allgemeine Deutsche Sterbetafel 1924/26 – Endowments (until 1980s)
Sterbetafel 1967 (modified Sterbetafel der BRD 1960/62) – Endowments (1970s-1980s)
Sterbetafel 1986 – Endowments
Sterbetafel 1986 T – Endowments (1980s–1994)
DAV 1994-T – Endowments (1994–)
Sterbetafel der BRD 1949/51 – Annuities (until 1980s)
Sterbetafel 1987 R – Annuities (1980s–1994)
DAV 1994-R – Annuities (1994–2004)
DAV 2004-R – Annuities (2004–)

2.1 Annuities

2.1.1 Sterbetafel 1987 R

[TODO: Get table data!] * Source: Lühr, K.-H.: Neue Sterbetafeln für die Rentenversicherung, Blätter DGVM XVII (1986), 485–513. https://link.springer.com/article/10.1007/BF02808817

2.1.2 DAV 1994 R:

gender-specific tables, Base table 2000 with age-specific trends
- male+female, ages 0-111
approximation using age-shifting is provided (central YOB 1955)
- Usage with the MortalityTables package:

mortalityTables.load("Germany_Annuities_DAV1994R")
DAV1994R.male
DAV1994R.male.av
DAV1994R.female
DAV1994R.female.av

Source: Deutsche Aktuarvereinigung (DAV), https://aktuar.de/unsere-themen/lebensversicherung/sterbetafeln/UT_LV_5.pdf
Source: Schmithals B. und Schütz E. U. (1995): “Herleitung der DAV-Sterbetafel 1994 R für Rentenversicherungen”, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXII, Heft 1

2.1.3 DAV 2004 R:

gender-specific tables, Base table 1999 with age-specific trends
- male+female, ages 0-121
First- and Second-Order Tables are provided, as well as a reserving table for existing business (“Bestand” and “B20”)
Variants Aggregate and Select tables (5 years) are provided
Usage with the MortalityTables package: (only Aggregate tables)

mortalityTables.load("Germany_Annuities_DAV2004R")
DAV2004R.male
DAV2004R.male.2Ord
DAV2004R.male.av
DAV2004R.male.av.2Ord
DAV2004R.female
DAV2004R.female.2Ord
DAV2004R.female.av
DAV2004R.female.av.2Ord

Source: Deutsche Aktuarvereinigung (DAV), https://aktuar.de/unsere-themen/lebensversicherung/sterbetafeln/2023-06-28_DAV-Richtlinie_Herleitung_DAV2004R.pdf

2.1.4 Comparison

plotMortalityTables(
  DAV1994R.male, DAV1994R.female, 
  DAV2004R.male, DAV2004R.male.2Ord, 
  DAV2004R.female, DAV2004R.female.2Ord,
  
  Period = 2000, aes = aes(linetype = sex, color = interaction(year, data)), 
  legend.position = c(0.01, 0.99), legend.justification = c(0,1), legend.key.width = unit(2, "lines"),
  title = "Comparison of German Annuity Tables, Period 2000"
) + labs(linetype = NULL, color = NULL)


plotMortalityTrend(
  DAV1994R.male, DAV1994R.female, 
  DAV2004R.male, DAV2004R.male.2Ord, 
  DAV2004R.female, DAV2004R.female.2Ord,

  Period = 2000, aes = aes(linetype = sex, color = interaction(year, data)), 
  legend.position = c(0.99, 0.99), legend.justification = c(1,1), legend.key.width = unit(2, "lines"), 
  title = "Age-specific trends of German Annuity Tables, Period 2000"
) + labs(linetype = NULL, color = NULL) + theme(legend.box.just = "right")

2.2 Population Mortality (German Census tables)

gender-specific period tables
- male+female, unisex only 2000/02 and 2010/12; ages 0–95, from 1930 on 0–100
Based on the official census data:
- 1871/80
- 1881/90
- 1891/1900
- 1901/10
- 1910/11
- 1924/26
- 1932/34
- 1949/51
- 1960/62
- 1970/72
- 1986/88
Usage with the MortalityTables package:

mortalityTables.load("Germany_Census")
mort.DE.census
#>           Jahr
#> Geschlecht 1871/81                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1881/90                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1891/1900                                                                  
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1901/10                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1910/11                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1924/26                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1932/34                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1949/51                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1960/62                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1970/72                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>           Jahr
#> Geschlecht 1986/88                                                                    
#>          m <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>
#>          w <S4 class 'mortalityTable.period' [package "MortalityTables"] with 8 slots>

Source: Allgemeine Sterbetafeln, abgekürzte Sterbetafelnund Sterbetafeln, 1871/1881 bis 2008/2010. Wiesbaden. Statist. Bundesamt. Artikel 5126202109005, Mai 2012. https://www.statistischebibliothek.de/mir/receive/DESerie_mods_00002188

2.2.1 Comparison

plotMortalityTables(
  mort.DE.census,
  
  aes = aes(color = table),
  legend.position = "right", legend.key.width = unit(2, "lines"),
  title = "Comparison of German Census Mortalities"
) + labs(color = NULL) + facet_grid(sex ~ .)

2.3 Tables for contract with death characteristics (Life Insurances, Endowments)

2.3.1 Association Table of Assured Lives 1986

[TODO]

Base on German Population Mortality Table 1981/83

2.3.2 DAV 1994 T

gender-specific cohort table for German whole life insurances
Based on the German Population Mortality Table 1986/88
Generated: Deutsche Aktuarvereinigung (DAV), “Life-Insurance” committee
Publisher: Deutsche Aktuarvereinigung (DAV), https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx
Usage with the MortalityTables package:

mortalityTables.load("Germany_Endowments_DAV1994T")
DAV1994T.male
DAV1994T.male.2Ord
DAV1994T.female
DAV1994T.female.2Ord

Source: H. Loebus: Bestimmung einer angemessenen Sterbetafel für Lebensversicherungen mit Todesfallcharakter, Blätter DGVM XXI (1994), 497–524. https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx

2.3.3 DAV 2008 T, DAV 2008 T R/NR

gender-specific cohort table for German whole life insurances
Based on reinsurance data 2001–2004 (47 German insurance companies)
Generated: Deutsche Aktuarvereinigung (DAV), “Life-Insurance” committee
Publisher: Deutsche Aktuarvereinigung (DAV), https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx
Minimum standard prescribed by the DAV to be used for reserving unit-linked, endowment and whole life insurances in Germany
Usage with the MortalityTables package:

mortalityTables.load("Germany_Endowments_DAV2008T")
DAV2008T.male
DAV2008T.male.2Ord
DAV2008T.male.nonsmoker
DAV2008T.male.nonsmoker.2Ord
DAV2008T.male.smoker
DAV2008T.male.smoker.2Ord

DAV2008T.female
DAV2008T.female.2Ord
DAV2008T.female.nonsmoker
DAV2008T.female.nonsmoker.2Ord
DAV2008T.female.smoker
DAV2008T.female.smoker.2Ord

Source: Herleitung der Sterbetafel DAV 2008 T für Lebensversicherungen mit Todesfallcharakter, Deutsche Aktuarvereinigung (DAV), 22.11.2008. https://aktuar.de/unsere-themen/lebensversicherung/sterbetafeln/2022-11-29_DAV-Richtlinie_Herleitung_DAV2008T.pdf
Source: Raucher- und Nichtrauchersterbetafeln für Lebensversicherungen mit Todesfallcharakter, Deutsche Aktuarvereinigung (DAV), 22.11.2008. https://aktuar.de/unsere-themen/lebensversicherung/sterbetafeln/2022-11-29_DAV-Richtlinie_Herleitung_DAV2008T_R_NR.pdf

2.3.4 Comparisons

plotMortalityTables(
  DAV1994T.male, DAV1994T.male.2Ord, DAV2008T.male, DAV2008T.male.2Ord, DAV2008T.male.nonsmoker,  DAV2008T.male.smoker,
  DAV1994T.female, DAV1994T.female.2Ord, DAV2008T.female, DAV2008T.female.2Ord, DAV2008T.female.nonsmoker,  DAV2008T.female.smoker,
  aes = aes(color = interaction(year, collar), linetype = data), legend.position = "right", legend.key.width = unit(1.5, "lines"),
  title = "German whole life mortality tables"
) + facet_grid(sex ~ .)

2.4 Occupational Disability

2.4.1 DAV 1997 I

[TODO] https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx

Source: Kolster N., Loebus H. und Mörtlbauer W. (1998): “Neue Rechnungsgrundlagen für die Berufsunfähigkeitsversicherung DAV 1997”, Blätter der Deutschen Gesellschaft für Versicherungsmathematik, Band XXIII, Heft 4

2.4.2 DAV 1998 EU

[TODO] https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx

2.4.3 DAV 2001 EM/EM-T

[TODO] https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx

2.5 MTPL Annuities

2.5.1 DAV 2006 HUR

[TODO] https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx

2.6 Old-Age Care

[TODO]

2.6.1 DAV 2008 P

[TODO]

2.7 Occupational Pensions

2.7.1 Heubeck Richttafeln 1959

[TODO]

Source: G. Heubeck, K. Fischer: Richttafeln für die Pensionsversicherung, René Fischer Verlag, Weissenburg/Bayern, 1959

2.7.2 Heubeck Richttafeln 1983

[TODO]

Source: Heubeck K.: “Richttafeln”, Verlag: Heubeck-Richttafeln-GmbH, Köln, 1983

2.7.3 Heubeck Richttafeln 1998

[TODO]

Source: Heubeck K.: “Richttafeln 1998”, Verlag Heubeck-Richttafeln-GmbH, Köln, 1998

2.7.4 Richttafeln DAV 2005-G

[TODO]

https://aktuar.de/unsere-themen/lebensversicherung/Seiten/default.aspx

Source: Klaus Heubeck, Richard Herrmann und Gabriele D’Souza. „Die Richttafeln 2005 G – Modell, Herleitung, Formeln“. In: Blätter der DGVFM 27.3 (Apr. 2006), S. 473–517.

2.7.5 Heubeck Richttafeln 2018-G

[TODO]

3 United States of America

Source: [https://content.naic.org/sites/default/files/pbr_data_valuation_manual_current_edition.pdf] (Appendix M)

[TODO]

3.1 Annuities (individual and group)

3.2 Whole Life Insurances

3.3 Experience Tables

3.4 Pension Plans

3.4.1 RP-2000

3.4.2 RP-2014

Source: Society of Actuaries. RP-2014 Mortality Tables Report. Techn. Ber. Okt. 2014. URL: https://www.soa.org/experience-studies/2014/research-2014-rp/.

Source: Society of Actuaries. Mortality Improvement Scale MP-2014 Report. Techn. Ber. Okt. 2014. URL: https://www.soa.org/experience-studies/2014/research-2014-mp/.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.