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Package for mortality rates from the Norwegian Financial Supervisory Authority

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AndreasSlattelid/k13

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Overview

k13 is a package, based on the following document from Finanstilsynet.

Installation

pip install git+https://github.com/AndreasSlattelid/k13

Features

It has the following functions included:

  • w(x, G): represents the mortality decrease over time, weighted by gender:
    x: age and G: gender
  • mu_kol_2013(x, G): Mortality rate in 2013.
  • mu(u, x, G, Y): The "discounted" mortality rate, i.e a 24 year old in 2022, does not have the same mortality as a 24 year old in 2013.
  • p_surv(x, G, Y, t, s): Probability that the insured will survive until x + s, given that they are alive at x + t and are aged x in calculation year Y.
    Integration method: scipy.quad

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Package for mortality rates from the Norwegian Financial Supervisory Authority

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