French Disability Tables and Probabilities
fredistables.RdNaming convention: X2Y stands for going
from state X to state Y,
where possible states are T (temporary disability),
P (permanent disability), D (death).
For instance, T2T stands for temporary to temporary disability.
Tables freP2Pdis10, freT2Tdis10 and freT2Pdis10
have been established by the French mutual (BCAC) under a mission
mandated by the French association of insurance companies (FFSA)
and imposed by the new retirement reglementation after an
agreement of professional federations.
These tables have been build in 1993 and extended to the age 62 in 2010
by the December 24 act in 2010, cf. JO (2010).
These tables have been entirely rebuilt in 2013 by BCAC: the new
imposed tables are Tables freP2Pdis13, freT2Tdis13
and freT2Pdis13, see Bagui (2013).
freP2Pdis10/freP2Pdis13 contain the continuation table of permanent disability
(so-called invalidity in France)
based on a 10,000-person reference population for all age between 20 and 61
(resp. between 20 and 64).
freT2Tdis10/freT2Tdis13 contain the continuation table of temporary disability
(so-called incapacity in France)
based on a 10,000-person reference population for all age between 20 and 66.
(resp. between 21 and 65).
freT2Pdis10/freT2Pdis13 contain the transition table
(from temporary to permanent disability)
based on a 10,000-person reference population for all age between 20 and 61
(resp. between 21 and 62).
Note that in France temporary disability is limited to 36 months (irrespective
of the entry age) and permanent disability age is capped at the age of
retirement 62 for 2010 tables (resp. 65 for 2013 tables).
freT2Pdisprob10/freT2Pdisprob13, freT2Tdisprob10/freT2Tdisprob13,
freP2Pdisprob10/freP2Pdisprob13 are
the corresponding probabilities deduced from the tables, respectively
to go from temporary to permanent disability, to stay temporarily disabled
and to stay permanently disabled, given the entry age and the number of
month or years already disabled.
Tables freT2Ddis10, freP2Ddis10
have been established by the French mutual (BCAC) under a mission
mandated by the French association of insurance companies (FFSA)
and imposed by the new retirement reglementation after an
agreement of professional federations.
The freP2Ddis10 contains the mortality table of permanent disability
(so-called invalidity in France)
based on a 10,000-person reference population for all age between 25 and 64.
The freT2Ddis10 contains the mortality table of temporary disability
(so-called incapacity in France)
based on a 10,000-person reference population for all age between 25 and 65.
freP2Ddisprob10, freT2Ddisprob10 are
the corresponding probabilities deduced from the tables, respectively
to die from temporary disability, to die from permanent disability,
given the entry age and the number of month or years already disabled.
Usage
data(freP2Pdis10)
data(freT2Tdis10)
data(freT2Pdis10)
data(freP2Pdisprob10)
data(freT2Tdisprob10)
data(freT2Pdisprob10)
data(freT2Ddis10)
data(freP2Ddis10)
data(freT2Ddisprob10)
data(freP2Ddisprob10)
data(freP2Pdis13)
data(freT2Tdis13)
data(freT2Pdis13)
data(freP2Pdisprob13)
data(freT2Tdisprob13)
data(freT2Pdisprob13)Format
freP2Pdis10/freP2Pdis13 contains 44 (resp. 47) columns:
EntryAgeThe entry age in permanent disability.
NbYrSpent0,...,NbYrSpent42/NbYrSpent45The number of people (among 10,000) who spent a certain number of years (0 to 42/45) in permanent disability.
freP2Pdisprob10/freP2Pdisprob13 contains the probabilities to stay
permanently disabled given the number of years spent in
such a state.
freT2Tdis10/freT2Tdis13 contains 38 columns:
EntryAgeThe entry age in permanent disability.
NbMthSpent0...NbMthSpent36The number of people (among 10,000) who spent a certain number of months (0 to 36) in temporary disability.
freT2Tdisprob10/freT2Tdisprob13 contains in 36 columns
from NbMthSpent0 to NbMthSpent35 the probabilities
to stay temporarily disabled given the number of months spent in
such a state.
freT2Pdis10/freT2Pdis13 contains 37 columns:
EntryAgeThe entry age in permanent disability.
NbMthSpent0...NbMthSpent35Transition probably from temporary to permanent disability after a certain number of months (0 to 35) spent in temporary disability.
freT2Pdisprob10/freT2Pdisprob13 contains in 36 columns
from NbMthSpent0 to NbMthSpent35 the probabilities
to become permanently disabled given the number of months spent in
temporary disability.
freT2Ddis10 contains 37 columns:
EntryAgeThe entry age in permanent disability.
NbMthSpent0...NbMthSpent35The number of people (among 10,000) who spent a certain number of months (0 to 35) in temporary disability.
freT2Ddisprob10 contains in 36 columns the probabilities
to die given the number of months spent in temporary disability.
freP2Ddis10 contains 37 columns:
EntryAgeThe entry age in permanent disability.
NbYrSpent0...NbYrSpent35The number of people (among 10,000) who spent a certain number of years (0 to 35) in permanent disability.
freP2Ddisprob10 contains in 36 columns the probabilities
to die given the number of years spent in permanent disability.
References
(all ref. in French)
Bagui (2013), Refonte des loi de maintien en incapacite temporaire de travail, ISFA actuary memoir.
JO (2010), Arrete du 24 decembre 2010 fixant les regles de provisionnement des garanties d'incapacite de travail, d'invalidite et de deces, Journal Officiel, Texte 55 sur 138, 30 decembre 2010.
FFSA (2005), Demande de donnees relatives aux populations d'assures, Document de travail FFSA.
Planchet (2005), Tables de mortalite d'experience pour des portefeuilles de rentiers, Note methodologique de l'Institut des Actuaires.
Planchet (2006), Construction des tables de mortalite d'experience pour les portefeuilles de rentiers - presentation de la methode de construction, Note methodologique de l'Institut des Actuaires.
Serant (2005), Construction de tables prospectives de mortalite, Document interne FFSA (confidential).
Tassin (2006), Note qualitative sur les tables prospectives IA 2006 masculines et feminines, Document interne de l'Institut des Actuaires.
Examples
# (1) load of data
#
data(freP2Pdis10)
data(freT2Tdis10)
data(freT2Pdis10)
data(freP2Pdisprob10)
data(freT2Tdisprob10)
data(freT2Pdisprob10)
data(freT2Ddis10)
data(freP2Ddis10)
data(freT2Ddisprob10)
data(freP2Ddisprob10)
data(freP2Pdis13)
data(freT2Tdis13)
data(freT2Pdis13)
data(freP2Pdisprob13)
data(freT2Tdisprob13)
data(freT2Pdisprob13)