MRFFL: MR Fortran Finance Library 2024-12-28
Computational Tools For Finance
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This module provides life table computations, and some US life table data. More...
Go to the source code of this file.
Modules | |
module | mrffl_life_table |
Life table computations, and some US life table data. | |
Functions/Subroutines | |
real(kind=rk) pure function, public | mrffl_life_table::survivors (age, life_table, cohort_size) |
Return \( l_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::probability_of_death (age, life_table, cohort_size) |
Return \( q_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::life_expectancy (age, life_table, cohort_size) |
Return \( e_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::life_expectancy_at_birth (life_table, cohort_size) |
Return \( e_0 \). | |
real(kind=rk) pure function, public | mrffl_life_table::probability_of_survival_n (age, n, life_table, cohort_size) |
Return \( _tp_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::probability_of_survival_1 (age, life_table, cohort_size) |
Return \( p_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::died (age, life_table, cohort_size) |
Return \( d_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::person_years (age, life_table, cohort_size) |
Return \( L_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::total_person_years (age, life_table, cohort_size) |
Return \( T_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::mortality_rate (age, life_table, cohort_size) |
Return \( m_x \) for the given age. | |
real(kind=rk) pure function, public | mrffl_life_table::age_all_dead (life_table, cohort_size) |
Return lowest age for which \( l_x=0 \). | |
integer(kind=ik) function, public | mrffl_life_table::rand_age (age, life_table, cohort_size) |
Return random age for death given current age and life_table. | |
subroutine, public | mrffl_life_table::life_table_print (out_io_unit, print_out, life_table, cohort_size) |
Print life table. | |
Variables | |
real(kind=rk), dimension(0:119), parameter, public | mrffl_life_table::usss_m_lx_dat = [ 100000, 99414, 99372, 99345, 99323, 99304, 99289, 99275, 99262, 99250, 99238, 99225, 99211, 99195, 99173, 99143, 99098, 99035, 98949, 98840, 98715, 98579, 98433, 98275, 98106, 97926, 97734, 97530, 97316, 97089, 96850, 96601, 96342, 96073, 95797, 95512, 95218, 94916, 94603, 94277, 93937, 93582, 93211, 92825, 92423, 92003, 91564, 91100, 90608, 90083, 89523, 88926, 88289, 87606, 86874, 86089, 85248, 84347, 83386, 82361, 81272, 80112, 78882, 77582, 76215, 74786, 73296, 71749, 70141, 68468, 66732, 64927, 63046, 61080, 59018, 56849, 54543, 52126, 49598, 46958, 44198, 41342, 38409, 35420, 32385, 29314, 26234, 23175, 20178, 17298, 14571, 12029, 9707, 7640, 5863, 4386, 3198, 2271, 1572, 1060, 698, 448, 279, 169, 99, 56, 30, 16, 8, 4, 2, 1, 0, 0, 0, 0, 0, 0, 0, 0] |
\( l_x \) for males as recorded in the 2021 period life table for the US Social Security Administration. | |
real(kind=rk), dimension(0:119), parameter, public | mrffl_life_table::usss_f_lx_dat = [ 100000, 99494, 99455, 99432, 99415, 99400, 99388, 99378, 99367, 99358, 99348, 99338, 99327, 99314, 99298, 99279, 99256, 99227, 99192, 99150, 99105, 99055, 98999, 98939, 98873, 98802, 98725, 98643, 98555, 98462, 98361, 98252, 98135, 98008, 97873, 97730, 97579, 97420, 97252, 97075, 96887, 96687, 96474, 96247, 96008, 95756, 95489, 95203, 94897, 94568, 94215, 93837, 93433, 93000, 92537, 92040, 91503, 90924, 90303, 89635, 88915, 88142, 87313, 86427, 85490, 84502, 83470, 82389, 81248, 80041, 78758, 77393, 75934, 74369, 72686, 70872, 68895, 66764, 64485, 62059, 59469, 56714, 53803, 50741, 47530, 44170, 40672, 37065, 33386, 29698, 26043, 22471, 19042, 15814, 12847, 10192, 7890, 5956, 4385, 3149, 2208, 1509, 1003, 646, 402, 241, 139, 77, 40, 20, 9, 4, 2, 1, 0, 0, 0, 0, 0, 0] |
\( l_x \) for females as recorded in the 2021 period life table for the US Social Security Administration. | |
real(kind=rk), dimension(0:119), parameter, public | mrffl_life_table::usss_m_qx_dat = [ 0.0058600, 0.0004200, 0.0002720, 0.0002250, 0.0001840, 0.0001570, 0.0001400, 0.0001280, 0.0001220, 0.0001230, 0.0001290, 0.0001380, 0.0001640, 0.0002200, 0.0003100, 0.0004460, 0.0006370, 0.0008680, 0.0011000, 0.0012700, 0.0013730, 0.0014880, 0.0016050, 0.0017140, 0.0018350, 0.0019630, 0.0020820, 0.0022020, 0.0023300, 0.0024570, 0.0025740, 0.0026830, 0.0027870, 0.0028810, 0.0029740, 0.0030740, 0.0031750, 0.0032950, 0.0034440, 0.0036080, 0.0037800, 0.0039580, 0.0041440, 0.0043370, 0.0045400, 0.0047740, 0.0050640, 0.0053990, 0.0057960, 0.0062140, 0.0066710, 0.0071670, 0.0077360, 0.0083510, 0.0090350, 0.0097700, 0.0105670, 0.0113980, 0.0122910, 0.0132240, 0.0142670, 0.0153530, 0.0164840, 0.0176170, 0.0187590, 0.0199140, 0.0211040, 0.0224230, 0.0238470, 0.0253570, 0.0270500, 0.0289700, 0.0311880, 0.0337540, 0.0367470, 0.0405630, 0.0443080, 0.0484980, 0.0532290, 0.0587780, 0.0646170, 0.0709470, 0.0778340, 0.0856860, 0.0948090, 0.1050900, 0.1165920, 0.1293060, 0.1427320, 0.1576380, 0.1744580, 0.1930270, 0.2129300, 0.2326570, 0.2518260, 0.2709430, 0.2897560, 0.3079980, 0.3253930, 0.3416620, 0.3587460, 0.3766830, 0.3955170, 0.4152930, 0.4360580, 0.4578600, 0.4807530, 0.5047910, 0.5300310, 0.5565320, 0.5843590, 0.6135770, 0.6442560, 0.6764680, 0.7102920, 0.7458060, 0.7830970, 0.8222510, 0.8633640, 0.9065320] |
\( q_x \) for males as recorded in the 2021 period life table for the US Social Security Administration. | |
real(kind=rk), dimension(0:119), parameter, public | mrffl_life_table::usss_f_qx_dat = [ 0.0050630, 0.0003930, 0.0002230, 0.0001770, 0.0001440, 0.0001220, 0.0001090, 0.0001020, 0.0000980, 0.0000970, 0.0001030, 0.0001130, 0.0001310, 0.0001570, 0.0001900, 0.0002330, 0.0002910, 0.0003550, 0.0004180, 0.0004610, 0.0005070, 0.0005560, 0.0006100, 0.0006660, 0.0007220, 0.0007750, 0.0008310, 0.0008890, 0.0009520, 0.0010250, 0.0011040, 0.0011920, 0.0012890, 0.0013830, 0.0014650, 0.0015440, 0.0016260, 0.0017190, 0.0018240, 0.0019400, 0.0020660, 0.0022020, 0.0023510, 0.0024820, 0.0026220, 0.0027890, 0.0029940, 0.0032190, 0.0034670, 0.0037290, 0.0040110, 0.0043060, 0.0046340, 0.0049810, 0.0053700, 0.0058310, 0.0063260, 0.0068370, 0.0073990, 0.0080330, 0.0086870, 0.0094110, 0.0101390, 0.0108490, 0.0115500, 0.0122160, 0.0129520, 0.0138440, 0.0148630, 0.0160280, 0.0173290, 0.0188590, 0.0206090, 0.0226200, 0.0249580, 0.0279060, 0.0309250, 0.0341400, 0.0376200, 0.0417250, 0.0463240, 0.0513340, 0.0569110, 0.0632790, 0.0707040, 0.0791840, 0.0886970, 0.0992400, 0.1104800, 0.1230780, 0.1371520, 0.1526050, 0.1694940, 0.1876230, 0.2066470, 0.2258900, 0.2450540, 0.2638150, 0.2818280, 0.2987380, 0.3166620, 0.3356620, 0.3558020, 0.3771500, 0.3997790, 0.4237660, 0.4491920, 0.4761430, 0.5047120, 0.5349940, 0.5670940, 0.6011200, 0.6371870, 0.6754180, 0.7102920, 0.7458060, 0.7830970, 0.8222510, 0.8633640, 0.9065320] |
\( q_x \) for females as recorded in the 2021 period life table for the US Social Security Administration. | |
real(kind=rk), dimension(0:100), parameter, public | mrffl_life_table::uscdc_w_f_lx_dat = [ 100000, 99594, 99565, 99547, 99536, 99526, 99517, 99509, 99501, 99494, 99487, 99480, 99472, 99463, 99450, 99433, 99410, 99383, 99351, 99314, 99273, 99227, 99176, 99120, 99059, 98992, 98920, 98843, 98759, 98667, 98566, 98457, 98339, 98212, 98077, 97933, 97781, 97619, 97447, 97265, 97074, 96871, 96655, 96426, 96185, 95929, 95658, 95368, 95057, 94725, 94371, 93996, 93596, 93169, 92709, 92213, 91680, 91110, 90497, 89837, 89127, 88364, 87548, 86684, 85779, 84833, 83844, 82800, 81693, 80509, 79235, 77876, 76421, 74863, 73179, 71381, 69377, 67214, 64874, 62393, 59748, 56950, 54018, 50925, 47681, 44270, 40716, 37095, 33384, 29635, 25909, 22273, 18795, 15540, 12566, 9919, 7628, 5706, 4143, 2915, 1985] |
\( l_x \) from National Vital Statistics Reports, Volume 72, Number 12, United States Life Tables, 2021, White Females | |
real(kind=rk), dimension(0:100), parameter, public | mrffl_life_table::uscdc_w_m_lx_dat = [ 100000, 99532, 99493, 99466, 99443, 99426, 99411, 99397, 99384, 99373, 99363, 99353, 99342, 99327, 99304, 99270, 99225, 99168, 99099, 99016, 98921, 98812, 98689, 98552, 98402, 98239, 98066, 97880, 97682, 97470, 97246, 97008, 96757, 96495, 96223, 95942, 95652, 95351, 95041, 94719, 94385, 94038, 93675, 93296, 92902, 92492, 92062, 91608, 91124, 90609, 90060, 89478, 88860, 88199, 87490, 86725, 85903, 85026, 84088, 83084, 82013, 80874, 79670, 78407, 77091, 75722, 74301, 72810, 71249, 69611, 67896, 66113, 64254, 62304, 60243, 58093, 55744, 53282, 50670, 47963, 45115, 42200, 39199, 36136, 33021, 29850, 26717, 23576, 20479, 17483, 14643, 12011, 9630, 7534, 5740, 4252, 3056, 2129, 1434, 934, 587] |
\( l_x \) from National Vital Statistics Reports, Volume 72, Number 12, United States Life Tables, 2021, White Males | |
real(kind=rk), dimension(0:100), parameter, public | mrffl_life_table::uscdc_w_lx_dat = [ 100000, 99562, 99527, 99505, 99488, 99475, 99463, 99451, 99441, 99432, 99423, 99415, 99406, 99393, 99375, 99349, 99315, 99273, 99221, 99161, 99092, 99014, 98926, 98828, 98721, 98606, 98482, 98349, 98206, 98053, 97889, 97714, 97528, 97333, 97128, 96914, 96691, 96458, 96215, 95962, 95697, 95420, 95128, 94822, 94502, 94167, 93814, 93439, 93039, 92613, 92158, 91675, 91162, 90613, 90024, 89388, 88706, 87978, 87197, 86360, 85464, 84506, 83490, 82419, 81301, 80137, 78925, 77650, 76310, 74893, 73392, 71814, 70151, 68390, 66512, 64531, 62348, 60029, 57547, 54948, 52197, 49338, 46371, 43294, 40117, 36832, 33508, 30123, 26725, 23367, 20105, 16996, 14093, 11443, 9082, 7035, 5308, 3895, 2775, 1918, 1283] |
\( l_x \) from National Vital Statistics Reports, Volume 72, Number 12, United States Life Tables, 2021, White | |
real(kind=rk), dimension(0:100), parameter, public | mrffl_life_table::uscdc_lx_dat = [ 100000, 99455, 99415, 99390, 99371, 99355, 99341, 99328, 99316, 99305, 99296, 99287, 99277, 99264, 99243, 99214, 99173, 99123, 99061, 98988, 98906, 98812, 98706, 98591, 98467, 98335, 98197, 98052, 97899, 97737, 97566, 97386, 97196, 96998, 96792, 96577, 96354, 96122, 95880, 95627, 95363, 95084, 94792, 94484, 94162, 93824, 93468, 93091, 92690, 92261, 91803, 91316, 90797, 90241, 89644, 89000, 88309, 87570, 86778, 85928, 85017, 84042, 83005, 81912, 80767, 79571, 78325, 77015, 75640, 74193, 72671, 71078, 69405, 67644, 65776, 63810, 61658, 59380, 56945, 54396, 51702, 48904, 45995, 42987, 39882, 36667, 33399, 30073, 26734, 23433, 20222, 17157, 14288, 11660, 9310, 7260, 5520, 4086, 2940, 2053, 1390] |
\( l_x \) from National Vital Statistics Reports, Volume 72, Number 12, United States Life Tables, 2021 | |
This module provides life table computations, and some US life table data.
Copyright (c) 2025, Mitchell Jay Richling http://www.mitchr.me/ All rights reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
.H.E.!!
Definition in file mrffl_life_table.f90.