2001 CSO Building ALB & Gender Blended Tables

Transcription

1 Appendix J CSO Building ALB & Gender Blended Tables 1. Naming Convenion. The following mehod is used o idenify he 84 specific ables wihin his memo. a. Templae CSO (Sex) Smoking Type Basis. b. Sex. i.. ale. ii.. emale. iii percen male, 20 percen female. iv percen male, 40 percen female. v percen male, 50 percen female. vi percen male, 60 percen female. vii percen male, 80 percen female. c. Smoking. i. Composie. No smoker disinc. ii. Non-smoker. iii. Smoker. d. Type. i. S&U. Selec & ulimae. ii. U. Ulimae. e. Basis. i. ANB. Age near birhday. ii. ALB. Age las birhday. f. Example CSO (80) Composie U ALB is he gender blended able based on 80 percen males, 20 percen females. This able is jus he ulimae porion of he able and is age las birhday. g. Groups of ables. When an iem is no idenified, all versions of ha iem are included. or example, 2001 CSO () S&U would include all of he selec & ulimae ables for males, including composie, non-smoker, smoker, age near birhday, and age las birhday. 2. Provided ables. a CSO () Composie S&U ANB. b CSO () Non-Smoker S&U ANB. c CSO () Smoker S&U ANB. d CSO () Composie S&U ANB. e CSO () Non-Smoker S&U ANB. f CSO () Smoker S&U ANB.

2 CSO ( or ) U ANB. Ulimae versions of he provided ables are aken direcly from he ulimae column of hese ables. or aained ages less han age 25 he values from issue age 0 are used. This deermines hese ables. a CSO () Composie U ANB. b CSO () Non-Smoker U ANB. c CSO () Smoker U ANB. d CSO () Composie U ANB. e CSO () Non-Smoker U ANB. f CSO () Smoker U ANB CSO (X) U ANB. Gender blended versions of he ulimae ables are developed using he mehodology ha was used for he 1980 CSO gender blended ables. The following are he seps used o do hese calculaions. {Commen: Using heoreical values based on he acual issue age was considered. This was rejeced due o he complexiy of he resuling ables. Using a simple blend of moraliy raes was also considered. This approach was rejeced since i did no reasonably reproduce values for seleced heoreical issue ages. Values were also calculaed using a pivo age of 55. There was only marginal difference in values from using a pivo age of 45. Thus he pivo age approach was seleced using a pivo age of 45 o be consisen wih he developmen of he 1980 CSO gender blended ables.} a. Develop l x s. ale and female l x s are developed using he values from 2001 CSO ( or ) U ANB, based on l 120 = 200 lives. These values are rounded o he near life. b. Develop adjusmen facor. The following raio is calculaed for he male ( l45 + l45 ) r able: f =, where r is he percenage of males. The l 45 following raio is calculaed for he female able: f ( l + l ) ( r) = l45 These raios are no rounded. c. Develop adjused l x s. ale and female l x s are calculaed by muliplying he appropriae raios imes he l x s from a. These are rounded o he near life. d. Develop gender blended l T x s. ale and female adjused l x s from c. are added ogeher o creae he gender blended l T x s. e. Calculae x s. The moraliy raes per 1,000 lives are calculaed using he l T x s from d. These moraliy raes are rounded near o 2 places. The non-smoker raes were adjused o be no greaer han he comparable values from he composie ables. The smoker raes were adjused o be no less han he comparable values from he composie ables. 2

3 f. Tables. This sep calculaes he following ables. i CSO (80) Composie U ANB. ii CSO (80) Non-Smoker U ANB. iii CSO (80) Smoker U ANB. iv CSO (60) Composie U ANB. v CSO (60) Non-Smoker U ANB. vi CSO (60) Smoker U ANB. vii CSO (50) Composie U ANB. viii CSO (50) Non-Smoker U ANB. ix CSO (50) Smoker U ANB. x CSO (40) Composie U ANB. xi CSO (40) Non-Smoker U ANB. xii CSO (40) Smoker U ANB. xiii CSO (20) Composie U ANB. xiv CSO (20) Non-Smoker U ANB. xv CSO (20) Smoker U ANB CSO (X) S&U ANB. Values for he ulimae porion of hese ables are aken from 2001 CSO (X) U ANB calculaed in 4. This also deermines all he values for issue age 0. Values for he selec porion of hese ables are calculaed by weighing he effecive selecion facor from he male and female [ s + ( 1 s) ables using he following formula + + r r x x =. s + ( 1 s) In his formula, s is he percenage of males for he aained age, based on he l calculaions in 4 s =. These raes are rounded near o 2 places. This sep T l calculaes he following ables. {Commen: This uses he mehodology proposed by Rober J. Johansen for developing he selec facors for he 1980 CSO blended ables. I can be found in he NAIC Proceedings 1984 Volume I, page 457. The raio s is used raher han he fixed pivo percenage described in he Johansen memorandum. Also, he acual raio of female o male moraliy is used raher han an assumed 60 percen raio.} a CSO (80) Composie S&U ANB. b CSO (80) Non-Smoker S&U ANB. c CSO (80) Smoker S&U ANB. d CSO (60) Composie S&U ANB. e CSO (60) Non-Smoker S&U ANB. 3

4 f CSO (60) Smoker S&U ANB. g CSO (50) Composie S&U ANB. h CSO (50) Non-Smoker S&U ANB. i CSO (50) Smoker S&U ANB. j CSO (40) Composie S&U ANB. k CSO (40) Non-Smoker S&U ANB. l CSO (40) Smoker S&U ANB. m CSO (20) Composie S&U ANB. n CSO (20) Non-Smoker S&U ANB. o CSO (20) Smoker S&U ANB CSO S&U ALB. Values for hese ables are calculaed according o he following formulas. Values for hese moraliy raes per 1,000 lives are rounded near o 2 places. Excep for issue age 99, values are developed from age near birhday raes ha are in he same duraion. or issue age 99, values are developed from differen duraions. {Commen: Values were calculaed using wo approaches. The firs is as described here. The second approach developed gender blended ALB U values firs, hen S&U values from hese U values. There was no a maerial difference in values, so i was decided o use he easier approach described here.} ANB ANB [( 1 ) ] a. ANB + ALB [99] [99] [99] + 1 Issue age 99. [99] = ANB. 2 [99] b. ANB + ALB Oher issue ages and ulimae raes. [ = c. The following ables are developed from his sep. i CSO () Composie S&U ALB. ii CSO () Non-Smoker S&U ALB. iii CSO () Smoker S&U ALB. iv CSO () Composie S&U ALB. v CSO () Non-Smoker S&U ALB. vi CSO () Smoker S&U ALB. vii CSO (80) Composie S&U ALB. viii CSO (80) Non-Smoker S&U ALB. ix CSO (80) Smoker S&U ALB. x CSO (60) Composie S&U ALB. xi CSO (60) Non-Smoker S&U ALB. xii CSO (60) Smoker S&U ALB. xiii CSO (50) Composie S&U ALB. xiv CSO (50) Non-Smoker S&U ALB. xv CSO (50) Smoker S&U ALB. xvi CSO (40) Composie S&U ALB. ANB ANB [( 1 ) ] + ANB 2 [ [ 1]. 4

5 xvii CSO (40) Non-Smoker S&U ALB. xviii CSO (40) Smoker S&U ALB. xix CSO (20) Composie S&U ALB. xx CSO (20) Non-Smoker S&U ALB. xxi CSO (20) Smoker S&U ALB CSO (X) U ALB. Ulimae versions of he age las birhday ables are aken direcly from he ulimae column of hese ables. or aained ages less han age 25 he values from issue age 0 are used. This deermines hese ables. a CSO () Composie U ALB. b CSO () Non-Smoker U ALB. c CSO () Smoker U ALB. d CSO () Composie U ALB. e CSO () Non-Smoker U ALB. f CSO () Smoker U ALB. g CSO (80) Composie U ALB. h CSO (80) Non-Smoker U ALB. i CSO (80) Smoker U ALB. j CSO (60) Composie U ALB. k CSO (60) Non-Smoker U ALB. l CSO (60) Smoker U ALB. m CSO (50) Composie U ALB. n CSO (50) Non-Smoker U ALB. o CSO (50) Smoker U ALB. p CSO (40) Composie U ALB CSO (40) Non-Smoker U ALB. r CSO (40) Smoker U ALB. s CSO (20) Composie U ALB CSO (20) Non-Smoker U ALB. u CSO (20) Smoker U ALB. 5