Canada - Mortality and projection scales

Actuarial Excel Addin

The LX or LX_aea function accepts the following Canadian mortality tables and projection scales:

Mortality tables

CPM2011PRIV:
Canadian Pensioners’ Mortality (CPM) 2011, Prtivate Sector
CPM2014:
Canadian Pensioners’ Mortality (CPM) 2014, composite of Public and Private Sector
CPM2014PRIV:
Canadian Pensioners’ Mortality (CPM) 2014, Prtivate Sector
CPM2014PUBL:
Canadian Pensioners’ Mortality (CPM) 2014, Public Sector
RREGOP:
.....
GAM94S:
Group Annuity Mortality Static 1994
UP94:
1994 Uninsured Pensioner (UP-94), formerly 1994 GAM Basic
UP94ICA **:
UP94 projected to 2015 with scale AA (ECH_AA)
ICA2020:
UP94 projected to 2020 with scale AA (ECH_AA)
UP84:
Uninsured Pensioner Mortality 1984
GAM83:
1983 Group Annuity Mortality (GAM) Table
GAM83ITA:
GAM83 (1983 GAM), unisex, 40% male + 40% female (Prescribed by Canadian Income Tax Regulations to determine maximum funding contributions for significant shareholders registered pension plans)
GAM71:
1971 Group Annuity Mortality (GAM) Table
NO_QX:
No mortality before last age of the mortality table (age 120)
IAM71:
Individual Annuity Mortality 1971
CANADA22:
Life Table, Canada population, 2020/2022 (CANADA19, CANADA18, CANADA17, CANADA16, CANADA12, CANADA11, CANADA09, CANADA02 also available)
ONTARIO20:
Life Table, Ontario population, 2018/2020 (ONTARIO19, ONTARIO18, ONTARIO17, ONTARIO16, ONTARIO12, ONTARIO11, ONTARIO09, ONTARIO02 also available)
QUEBEC20:
Life Table, Québec population, 2018/2020 (QUEBEC19, QUEBEC18, QUEBEC17, QUEBEC16, QUEBEC12, QUEBEC11, QUEBEC09, QUEBEC02 also available)

**: The UP94ICA is the default mortality table of the LX or LX_aea function.

Projection scales (2D - Age and year related)

A 2D projection scale contains the mortality improvement for each age of the mortality table and for each year, resulting in multiple improvement rates for each age of the mortality table.


Projection scales (1D - Age related)

A 1D projection scale contains the yearly mortality improvement rate for each mortality rate (i.e. one improvement rate for each age of the mortality table). The number of years of projection is equal to 'Year of valuation' minus 'Projection base year'.