Implement Costs relative to net premium and fixed costs (no basis); Args to...

Implement Costs relative to net premium and fixed costs (no basis); Args to initializeCosts to quickly define the most common cost types

-) Costs with basis "NetPremium"
-) Costs with basis "Constant"
-) TODO: include them into the calculation of the Zillmer premium
-) Arguments to initializeCosts to quickly set the most common cost types.

Fixes #46, #40

R/InsuranceParameters.R

@@ -3,22 +3,53 @@ NULL
 
 
 #' Initialize a cost matrix with dimensions: [CostType, Basis, Period], with:
-#'     CostType: alpha, Zillmer, beta, gamma, gamma_nopremiums
-#'     Basis:    SumInsured, SumPremiums, GrossPremium
+#'     CostType: alpha, Zillmer, beta, gamma, gamma_nopremiums, unitcosts
+#'     Basis:    SumInsured, SumPremiums, GrossPremium, NetPremium, Constant
 #'     Period:   once, PremiumPeriod, PremiumFree, PolicyPeriod
 #' TODO: gamma an Erlebensleistungen?
 #' @export
-initializeCosts = function() {
-  dimnm = list(
-    c("alpha", "Zillmer", "beta", "gamma", "gamma_nopremiums"),
-    c("SumInsured", "SumPremiums", "GrossPremium"),
-    c("once", "PremiumPeriod", "PremiumFree", "PolicyPeriod")
-  );
-  array(0,
-        dim = sapply(dimnm, length),
-        dimnames = dimnm
-  )
+initializeCosts = function(costs, alpha, Zillmer, beta, gamma, gamma.paidUp, gamma.premiumfree, unitcosts, unitcosts.PolicyPeriod) {
+    if (missing(costs)) {
+        dimnm = list(
+            type = c("alpha", "Zillmer", "beta", "gamma", "gamma_nopremiums", "unitcosts"),
+            basis = c("SumInsured", "SumPremiums", "GrossPremium", "NetPremium", "Constant"),
+            frequency = c("once", "PremiumPeriod", "PremiumFree", "PolicyPeriod")
+        );
+        costs = array(
+            0,
+            dim = sapply(dimnm, length),
+            dimnames = dimnm
+        );
+    }
+    if (!missing(alpha)) {
+        costs[["alpha",  "SumPremiums", "once"]] = alpha;
+    }
+    if (!missing(Zillmer)) {
+        costs[["Zillmer","SumPremiums", "once"]] = Zillmer;
+    }
+    if (!missing(beta))  {
+        costs[["beta", "GrossPremium", "PremiumPeriod"]] = beta;
+    }
+    if (!missing(gamma)) {
+        costs[["gamma", "SumInsured", "PremiumPeriod"]] = gamma;
+    }
+    if (!missing(gamma.premiumfree)) {
+        costs[["gamma", "SumInsured", "PremiumFree"]] = gamma.premiumfree;
+    }
+    if (!missing(gamma.paidUp))  {
+        costs[["gamma_nopremiums", "SumInsured", "PolicyPeriod"]] = gamma.paidUp;
+    }
+    if (!missing(unitcosts)) {
+        costs[["unitcosts", "Constant", "PremiumPeriod"]] = unitcosts;
+    }
+    if (!missing(unitcosts.PolicyPeriod)) {
+        costs[["unitcosts", "Constant", "PolicyPeriod"]] = unitcosts.PolicyPeriod;
+    }
+    costs
 }
+# costs[["beta", "GrossPremium", "once"]] = 0.12; // Bei EINMALERLAG!
+# costs[["gamma", "SumInsured", "PolicyPeriod"]] = 0.0005;
+# costs[["alpha", "NetPremium", "once"]]
 
 
 #' Data structure (filled only with NULL) for insurance contract class member values.

R/InsuranceTarif.R

@@ -475,7 +475,9 @@ InsuranceTarif = R6Class(
 
       benefitsCosts = values$presentValuesCosts[,,"SumInsured"] +
         values$presentValuesCosts[,,"SumPremiums"] * values$unitPremiumSum * values$premiums[["unit.gross"]] +
-        values$presentValuesCosts[,,"GrossPremium"] * values$premiums[["unit.gross"]];
+        values$presentValuesCosts[,,"GrossPremium"] * values$premiums[["unit.gross"]] +
+        values$presentValuesCosts[,,"NetPremium"] * values$premiums[["unit.net"]] +
+        values$presentValuesCosts[,,"Constant"] / params$ContractData$sumInsured;
 
       cbind(
         benefits = benefits,
@@ -497,7 +499,14 @@ InsuranceTarif = R6Class(
 
       coeff[["Premium"]][["benefits"]][["premiums"]]            = 1;
 
+      # Costs proportional to NetPremium introduce a non-linearity, as the NP is not available when the gross premium is calculated
+      # => the corresponding costs PV is included in the coefficient!
+browser();
       coeff.benefits = (1 + securityLoading);
+      if (type == "gross") {
+          # TODO: How to include this into the Zillmer premium calculation?
+          coeff.benefits = coeff.benefits * (1 + sum(values$presentValuesCosts["0", c("alpha", "beta", "gamma"), "NetPremium"]) / values$presentValues[["0","premiums"]])
+      }
       coeff[["SumInsured"]][["benefits"]][["guaranteed"]]       = coeff.benefits;
       coeff[["SumInsured"]][["benefits"]][["survival"]]         = coeff.benefits;
       coeff[["SumInsured"]][["benefits"]][["death_SumInsured"]] = coeff.benefits;
@@ -531,6 +540,7 @@ InsuranceTarif = R6Class(
         coeff[["SumInsured"]][["costs"]]["gamma", "Constant"] = 1 / params$ContractData$sumInsured;
 
       } else if (type == "Zillmer") {
+          # TODO: Include costs with basis NetPremium and fixed costs!
         coeff[["SumInsured"]][["costs"]]["Zillmer","SumInsured"] = 1;
         coeff[["SumInsured"]][["costs"]]["Zillmer","SumPremiums"] = values$unitPremiumSum * premiums[["unit.gross"]];
         coeff[["SumInsured"]][["costs"]]["Zillmer","GrossPremium"] = premiums[["unit.gross"]];

R/exportInsuranceContract_xlsx.R

@@ -100,9 +100,12 @@ labelsReplace = function(labels) {
   labels[labels == "beta"] = "β";
   labels[labels == "gamma"] = "γ";
   labels[labels == "gamma_nopremiums"] = "γ prf.";
+  labels[labels == "unitcosts"] = "StkK";
   labels[labels == "SumInsured"] = "VS";
   labels[labels == "SumPremiums"] = "PS";
   labels[labels == "GrossPremium"] = "BP";
+  labels[labels == "NetPremium"] = "NP";
+  labels[labels == "Constant"] = "";
 
   # Cash Flows
   labels[labels == "premiums_advance"] = "Präm. vorsch.";