mortalityTable.mixed-class: Class mortalityTable.mixed - Life table as a mix of two life...
In MortalityTables: A Framework for Various Types of Mortality / Life Tables

mortalityTable.mixed-class

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)

MortalityTables documentation built on Nov. 2, 2023, 5:52 p.m.