mortalityTable.mixed-class {MortalityTables}R Documentation

Class mortalityTable.mixed - Life table as a mix of two life tables

Description

A cohort life table obtained by mixing two life tables with the given weights. Typically, when only gender-specific tables are available, unisex tables are generated by mixing the two gender-specific tables for males and for females with a pre-defined, constant proportion (e.g. 60:30 or 40:60, depending on the portfolio and on the security margins).

Slots

table1

The first mortalityTable

table2

The second mortalityTable

weight1

The weight of the first mortality table

weight2

The weight of the second mortality table

loading

Additional security loading

Examples

mortalityTables.load("Austria_Annuities_AVOe2005R")
# Generate a unisex table with mixing relation 60:40 from male + female tables
AVOe2005R.myUnisex = mortalityTable.mixed(
    table1 = AVOe2005R.male, table2 = AVOe2005R.female,
    weight1 = 0.6, weight2 = 0.4,
    name = "My custom AVOe 2005R unisex (60:40)")
plot(AVOe2005R.myUnisex, AVOe2005R.male, AVOe2005R.female, Period = 2017)

[Package MortalityTables version 2.0.5 Index]