Life Contingencies II

Commutation functions

Mortality table: GKM95

> restart;
> filename := "d:/lc2/qx_GKM95.txt":
> qx := array( 0..120 ):
t := 1; # anything different from []
while t <> [] do
t := fscanf( filename, "%d%f" );
#print( t );
if t <> [] then
age := t[1];
qx[age] := t[2];
# printf("%30d %12f \n", age, qx[age] );
end if;
end do:
omega := age + 1;
close( filename, "%d%f" ):

td1 (1)
w d 120
> i := 0.035;
i d 0.035 (2)
> Round01 := proc( x ) 0.01 * round( 100 * x ) end;
Round01 d proc x 0.01 * round 100 * x end proc (3)
----------- Using commutation functions

> Digits := 16;

Digits d 16 (4)
> lx := Array( 0..omega ): # intialized to zeros by default
> dx := Array( 0..omega ):
> Dx := Array( 0..omega ):
> Nx := Array( 0..omega ):
> Sx := Array( 0..omega ):
> Cx := Array( 0..omega ):
> Mx := Array( 0..omega ):
> Rx := Array( 0..omega ):
> v := 1/(1+i):
> lx[15] := 100000.0:

for x from 15 to omega-1 do

dx[x] := Round01( lx[x] * qx[x]);
lx[x+1] := lx[x] - dx[x];
 Dx[x] := Round01( v^x * lx[x] );
Cx[x] := Round01( v^(x+1) * dx[x] );
#printf("%22d %12.2f %12.2f %12.f\n", x, lx[x], Dx[x], Cx[x] );
end do:

Nx[omega] := 0:
for x from omega-1 to 15 by -1 do
Nx[x] := Nx[x+1] + Dx[x];
Sx[x] := Sx[x+1] + Nx[x];
Mx[x] := Mx[x+1] + Cx[x];
Rx[x] := Rx[x+1] + Mx[x];
end do:

printf("%4s %9s %10s %12s %12s %6s %10s %12s\n", "x", "lx", "Dx",
"Nx", "Sx", "Cx", "Mx", "Rx" );
for x from 15 to omega-1 do
printf("%4d %10.2f %10.2f %12.2f %12.2f %6.2f %10.2f %12.2f\n", x,
lx[x], Dx[x], Nx[x], Sx[x], Cx[x], Mx[x], Rx[x] ); end do:

x lx Dx Nx Sx Cx Mx Rx
15 100000.00 59689.06 1506562.36 31712794.13 91.03 8742.46 434145.26
16 99842.15 57579.56 1446873.30 30206231.77 88.74 8651.43 425402.80
17 99682.89 55543.68 1389293.74 28759358.47 85.90 8562.69 416751.37
18 99523.34 53579.50 1333750.06 27370064.73 82.57 8476.79 408188.68
19 99364.60 51685.06 1280170.56 26036314.67 78.83 8394.22 399711.89
20 99207.75 49858.43 1228485.50 24756144.11 74.68 8315.39 391317.67
21 99053.95 48097.72 1178627.07 23527658.61 70.14 8240.71 383002.28
22 98904.44 46401.08 1130529.35 22349031.54 65.65 8170.57 374761.57
23 98759.61 44766.31 1084128.27 21218502.19 61.58 8104.92 366591.00
24 98619.00 43190.89 1039361.96 20134373.92 57.92 8043.34 358486.08
25 98482.12 41672.41 996171.07 19095011.96 54.65 7985.42 350442.74
26 98348.44 40208.55 954498.66 18098840.89 51.77 7930.77 342457.32
27 98217.39 38797.07 914290.11 17144342.23 49.24 7879.00 334526.55
28 98088.36 37435.85 875493.04 16230052.12 47.09 7829.76 326647.55
29 97960.67 36122.82 838057.19 15354559.08 45.26 7782.67 318817.79
30 97833.63 34856.01 801934.37 14516501.89 43.76 7737.41 311035.12
31 97706.50 33633.54 767078.36 13714567.52 42.58 7693.65 303297.71
32 97578.47 32453.59 733444.82 12947489.16 41.70 7651.07 295604.06
33 97448.70 31314.43 700991.23 12214044.34 41.10 7609.37 287952.99
34 97316.31 30214.38 669676.80 11513053.11 40.78 7568.27 280343.62
35 97180.36 29151.86 639462.42 10843376.31 40.71 7527.49 272775.35
36 97039.90 28125.34 610310.56 10203913.89 40.88 7486.78 265247.86
37 96893.90 27133.35 582185.22 9593603.33 41.30 7445.90 257761.08
38 96741.25 26174.50 555051.87 9011418.11 41.96 7404.60 250315.18
39 96580.75 25247.42 528877.37 8456366.24 42.85 7362.64 242910.58
40 96411.10 24350.79 503629.95 7927488.87 43.98 7319.79 235547.94
41 96230.87 23483.35 479279.16 7423858.92 45.34 7275.81 228228.15
42 96038.57 22643.89 455795.81 6944579.76 46.92 7230.47 220952.34
43 95832.62 21831.24 433151.92 6488783.95 48.72 7183.55 213721.87
44 95611.28 21044.26 411320.68 6055632.03 50.77 7134.83 206538.32
45 95372.54 20281.85 390276.42 5644311.35 53.12 7084.06 199403.49
46 95114.01 19542.87 369994.57 5254034.93 55.79 7030.94 192319.43
47 94833.00 18826.22 350451.70 4884040.36 58.80 6975.15 185288.49
 48 94526.45 18130.78 331625.48 4533588.66 62.16 6916.35 178313.34
49 94191.05 17455.51 313494.70 4201963.18 65.87 6854.19 171396.99
50 93823.17 16799.36 296039.19 3888468.48 69.94 6788.32 164542.80
51 93418.91 16161.32 279239.83 3592429.29 74.34 6718.38 157754.48
52 92974.18 15540.47 263078.51 3313189.46 79.06 6644.04 151036.10
53 92484.62 14935.89 247538.04 3050110.95 84.09 6564.98 144392.06
54 91945.72 14346.72 232602.15 2802572.91 89.37 6480.89 137827.08
55 91352.91 13772.19 218255.43 2569970.76 94.87 6391.52 131346.19
56 90701.62 13211.60 204483.24 2351715.33 100.53 6296.65 124954.67
57 89987.29 12664.30 191271.64 2147232.09 106.31 6196.12 118658.02
58 89205.44 12129.73 178607.34 1955960.45 112.16 6089.81 112461.90
59 88351.71 11607.38 166477.61 1777353.11 118.03 5977.65 106372.09
60 87421.89 11096.84 154870.23 1610875.50 123.86 5859.62 100394.44
61 86411.98 10597.72 143773.39 1456005.27 129.60 5735.76 94534.82
62 85318.25 10109.75 133175.67 1312231.88 135.20 5606.16 88799.06
63 84137.30 9632.67 123065.92 1179056.21 140.61 5470.96 83192.90
64 82866.13 9166.31 113433.25 1055990.29 145.77 5330.35 77721.94
65 81502.17 8710.57 104266.94 942557.04 152.08 5184.58 72391.59
66 80029.38 8263.92 95556.37 838290.10 159.94 5032.50 67207.01
67 78426.29 7824.53 87292.45 742733.73 168.90 4872.56 62174.51
68 76674.12 7391.03 79467.92 655441.28 178.54 4703.66 57301.95
69 74757.13 6962.55 72076.89 575973.36 188.44 4525.12 52598.29
70 72663.06 6538.67 65114.34 503896.47 198.19 4336.68 48073.17
71 70383.52 6119.36 58575.67 438782.13 207.41 4138.49 43736.49
72 67914.41 5705.01 52456.31 380206.46 215.74 3931.08 39598.00
73 65256.24 5296.35 46751.30 327750.15 222.85 3715.34 35666.92
74 62414.40 4894.39 41454.95 280998.85 228.44 3492.49 31951.58
75 59399.30 4500.44 36560.56 239543.90 232.27 3264.05 28459.09
76 56226.41 4115.98 32060.12 202983.34 234.13 3031.78 25195.04
77 52916.11 3742.67 27944.14 170923.22 233.90 2797.65 22163.26
78 49493.36 3382.20 24201.47 142979.08 231.49 2563.75 19365.61
79 45987.23 3036.33 20819.27 118777.61 226.91 2332.26 16801.86
80 42430.21 2706.74 17782.94 97958.34 220.21 2105.35 14469.60
81 38857.36 2395.00 15076.20 80175.40 211.53 1885.14 12364.25
82 35305.32 2102.48 12681.20 65099.20 201.04 1673.61 10479.11
83 31811.18 1830.34 10578.72 52418.00 189.00 1472.57 8805.50
84 28411.33 1579.44 8748.38 41839.28 175.69 1283.57 7332.93
85 25140.27 1350.33 7168.94 33090.90 161.44 1107.88 6049.36
86 22029.45 1143.23 5818.61 25921.96 146.57 946.44 4941.48
87 19106.26 958.00 4675.38 20103.35 131.44 799.87 3995.04
88 16393.17 794.17 3717.38 15427.97 116.37 668.43 3195.17
89 13907.05 650.94 2923.21 11710.59 101.67 552.06 2526.74
90 11658.82 527.26 2272.27 8787.38 87.63 450.39 1974.68
91 9653.32 421.80 1745.01 6515.11 74.46 362.76 1524.29
92 7889.46 333.07 1323.21 4770.10 62.36 288.30 1161.53
93 6360.68 259.45 990.14 3446.89 51.43 225.94 873.23
94 5055.60 199.24 730.69 2456.75 41.76 174.51 647.29
95 3958.87 150.74 531.45 1726.06 33.36 132.75 472.78
96 3052.14 112.29 380.71 1194.61 26.20 99.39 340.03
97 2315.08 82.29 268.42 813.90 20.22 73.19 240.64
98 1726.37 59.29 186.13 545.48 15.32 52.97 167.45
99 1264.66 41.96 126.84 359.35 11.39 37.65 114.48
100 909.35 29.15 84.88 232.51 8.30 26.26 76.83
101 641.27 19.86 55.73 147.63 5.93 17.96 50.57
102 443.11 13.26 35.87 91.90 4.15 12.03 32.61
103 299.74 8.67 22.61 56.03 2.83 7.88 20.58
104 198.29 5.54 13.94 33.42 1.89 5.05 12.70
105 128.15 3.46 8.40 19.48 1.23 3.16 7.65
106 80.82 2.11 4.94 11.08 0.78 1.93 4.49
107 49.68 1.25 2.83 6.14 0.49 1.15 2.56
108 29.73 0.72 1.58 3.31 0.29 0.66 1.41
109 17.30 0.41 0.86 1.73 0.17 0.37 0.75
110 9.77 0.22 0.45 0.87 0.10 0.20 0.38
111 5.35 0.12 0.23 0.42 0.05 0.10 0.18
112 2.83 0.06 0.11 0.19 0.03 0.05 0.08
113 1.45 0.03 0.05 0.08 0.01 0.02 0.03
114 0.72 0.01 0.02 0.03 0.01 0.01 0.01
115 0.34 0.01 0.01 0.01 0.00 0.00 0.00
116 0.15 0.00 0.00 0.00 0.00 0.00 0.00
117 0.07 0.00 0.00 0.00 0.00 0.00 0.00
118 0.03 0.00 0.00 0.00 0.00 0.00 0.00
119 0.01 0.00 0.00 0.00 0.00 0.00 0.00