Closed IvanWilli closed 2 years ago
My take is that this is due to using the midpoint rule for nAx
, which doesn't go well when extrapolated rates get very high. In this case a Gompertz extrap out to age 130 will give very high rates, but paired with nAx = 2.5
. axmethod
is "pas"
by default. If you set it to "un"
this problem goes away. Is this sufficient on your end?
Hi! When trying to extend a set of rates to 100+ using a Gompertz or Makeham law, the last rate in the OAG seems too low. What I see debugging is that ~line 112 in #lt_abridged, the extension works ok in an exponential way, but then in the conditional workflow to determinate the M(OAG) there is a restriction, trying
e(OAG)~2.5
in the cases I saw. In past months this function worked ok in these situations, maybe something added recently?Thanks!
Here an example: