Jan 29, 2018

3D surface of Conditional Survival Probability 50-75

This is a pretty, if maybe a "pretty depressing," picture.  I'm not totally sure I have the math exactly right but it's close.  This is the conditional survival probability (CSP) at each age (axis = survive-to age) projected out over time (axis = survive-to plus ___) given that one has survived to that particular age.  This is, I believe, the CSP I'd use at each age to calculate an annuity price or a spend liability or ruin probabilities, among other things...  This is from the SOA IAM table with the G2 extension applied to 2018.  Some day I'll ask an actuary if I got this even close to right.





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