diff --git a/Auswertungen/2019-02-27_Bestimmung_Datum.xlsx b/Auswertungen/2019-02-27_Bestimmung_Datum.xlsx
deleted file mode 100644
index 98f294c02b38517e8c41e5e81d06805aa4093286..0000000000000000000000000000000000000000
Binary files a/Auswertungen/2019-02-27_Bestimmung_Datum.xlsx and /dev/null differ
diff --git a/R/InsuranceParameters.R b/R/InsuranceParameters.R
index bdacecd10276b103bd95381bdb3d263e871e4635..337ff57040dc4383bc4370cf4aa17dc3ecf761a0 100644
--- a/R/InsuranceParameters.R
+++ b/R/InsuranceParameters.R
@@ -475,6 +475,9 @@ InsuranceContract.Values = list(
#' ## Elements of sublist \code{InsuranceContract.ParameterDefault$Features}
#'
#' \describe{
+#' \item{\code{$zillmering}}{Whether the contract uses Zillmering (and bases
+#' reserves on the Zillmer reserve as opposed to the adequate
+#' reserve) (default: TRUE)}
#' \item{\code{$betaGammaInZillmer}}{Whether beta and gamma-costs should be
#' included in the Zillmer premium calculation}
#' \item{\code{$alphaRefundLinear}}{Whether the refund of alpha-costs on
@@ -548,6 +551,7 @@ InsuranceContract.Values = list(
#' \item{\code{$adjustPresentValues}}{Adjust the present value vectors that are later used to derive premiums and reserves. \code{function(presentValues, params, values)}}
#' \item{\code{$adjustPresentValuesCosts}}{Adjust the present value cost vectors used to derive premiums and reserves. \code{function(presentValuesCosts, params, values)}}
#' \item{\code{$adjustPremiumCoefficients}}{Function with signature \code{function(coeff, type, premiums, params, values, premiumCalculationTime)} to adjust the coefficients for premium calculation after their default setup. Use cases are e.g. term-fix tariffs where the Zillmer premium term contains the administration cost over the whole contract, but not other gamma- or beta-costs.}
+#' \item{\code{$adjustPremiums}}{Adjust the resulting premiums. \code{function(premiums = list(premiums, coefficients, sumInsured), params, values)}}
#' \item{\code{$adjustPVForReserves}}{Adjust the absolute present value vectors used to derive reserves (e.g. when a sum rebate is subtracted from the gamma-cost reserves without influencing the premium calculation). \code{function(absPV, params, values)}}
#' \item{\code{$premiumRebateCalculation}}{Calculate the actual premium rebate from the rebate rate (e.g. when the premium rate is given as a yearly cost reduction applied to a single-premium contract). \code{function(premiumRebateRate, params = params, values = values)}}
#' }
@@ -630,6 +634,7 @@ InsuranceContract.ParameterDefaults = list(
commissionPeriod = 5
),
Features = list( # Special cases for the calculations
+ zillmering = TRUE, # Whether the contract uses Zillmering (and bases reserves on the Zillmer reserve as opposed to the adequate reserve)
betaGammaInZillmer = FALSE, # Whether beta and gamma-costs should be included in the Zillmer premium calculation
alphaRefundLinear = TRUE, # Whether the refund of alpha-costs on surrender is linear in t or follows the NPV of an annuity
useUnearnedPremiums = isRegularPremiumContract, # Whether unearned premiums should be calculated in the balance sheet reserves. Otherwise, a premium paid at the beginning of the period is added to the reserve for balance-sheet purposes.
@@ -669,10 +674,11 @@ InsuranceContract.ParameterDefaults = list(
adjustCosts = NULL,
adjustMinCosts = NULL,
adjustPresentValues = NULL, # function(presentValues, params, values)
- adjustPresentValuesCosts = NULL, # function(presentValuesCosts, params, values)
+ adjustPresentValuesCosts = NULL, # function(presentValuesCosts, params, values)
adjustPremiumCoefficients = NULL, # function(coeff, type = type, premiums = premiums, params = params, values = values, premiumCalculationTime = premiumCalculationTime)
+ adjustPremiums = NULL, # function(premiums = list(premiums, coefficients, sumInsured), params, values)
adjustPVForReserves = NULL, # function(absPresentValues, params, values)
- premiumRebateCalculation = NULL # function(premiumRebateRate, params = params, values = values)
+ premiumRebateCalculation = NULL # function(premiumRebateRate, params = params, values = values)
)
);
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index 010c523f064cc2ca9fdbc1536a91eb7ff0f07b63..65858741d44c18ab98737fc47d7be9620031ed10 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -838,6 +838,7 @@ InsuranceTarif = R6Class(
values$cashFlowsCosts[,,"SumPremiums",] * values$unitPremiumSum * values$premiums[["gross"]] +
values$cashFlowsCosts[,,"GrossPremium",] * values$premiums[["gross"]] +
values$cashFlowsCosts[,,"NetPremium",] * values$premiums[["net"]] +
+ # values$cashFlowsCosts[,,"Benefits",] * TODO!!!
values$cashFlowsCosts[,,"Constant",];
# Handle survival CF differently, because we don't want ".survival" in the column names!
@@ -975,6 +976,7 @@ InsuranceTarif = R6Class(
affected = c(affected, "unitcosts")
}
coeff[["SumInsured"]][["costs"]][affected, "SumInsured", ] = 1;
+ coeff[["SumInsured"]][["costs"]][affected, "Benefits", ] = 1;
# TODO: How to handle beta costs proportional to Sum Insured
coeff[["Premium"]] [["costs"]][affected, "SumPremiums", ] = -values$unitPremiumSum;
coeff[["Premium"]] [["costs"]][affected, "GrossPremium",] = -1;
@@ -1230,7 +1232,11 @@ InsuranceTarif = R6Class(
values$premiums[["tax"]] = premiumBeforeTax * tax;
values$premiums[["written"]] = premiumBeforeTax * (1 + tax);
- list("premiums" = values$premiums, "coefficients" = coefficients, "sumInsured" = params$ContractData$sumInsured)
+ applyHook(
+ params$Hooks$adjustPremiums,
+ list("premiums" = values$premiums, "coefficients" = coefficients, "sumInsured" = params$ContractData$sumInsured),
+ params = params, values = values
+ )
},
#' @description Calculate the reserves of the InsuranceContract given the
@@ -1257,17 +1263,19 @@ InsuranceTarif = R6Class(
resAdeq = absPV[,"benefitsAndRefund"] * securityFactor +
absPV[,"alpha"] + absPV[,"beta"] + absPV[,"gamma"] -
values$premiums[["gross"]] * absPV[,"premiums.unit"];
+ if (params$Features$unitcostsInGross) {
+ resAdeq = resAdeq + absPV[, "unitcosts"]
+ }
- #values$premiums[["Zillmer"]] * absPV[,"premiums"];
resGamma = absPV[,"gamma"] -
ifelse(absPV[t, "premiums"] == 0, 0,
absPV[t, "gamma"] / absPV[t, "premiums"]) * absPV[,"premiums"]
+
advanceProfitParticipation = 0;
if (!is.null(ppScheme)) {
advanceProfitParticipation = ppScheme$getAdvanceProfitParticipation(params = params, values = values)
}
- resConversion = (resZ + resGamma) * (1 - advanceProfitParticipation);
# Alpha refund: Distribute alpha-costs to 5 years (or if shorter, the policy period), always starting at time 0:
# If alphaRefunded==TRUE, don't refund a second time!
@@ -1291,11 +1299,18 @@ InsuranceTarif = R6Class(
}
# Reduction Reserve: Reserve used for contract modifications:
- resReduction = resZ + alphaRefund;
+ if (params$Features$zillmering) {
+ resContractual = resZ + resGamma
+ resReduction = resZ + alphaRefund;
+ } else {
+ resContractual = resAdeq + resGamma
+ resReduction = resAdeq + alphaRefund;
+ }
+ resConversion = resContractual * (1 - advanceProfitParticipation);
if (params$Features$surrenderIncludesCostsReserves) {
resReduction = resReduction + resGamma;
}
- resReduction = pmax(0,resReduction) # V_{x,n}^{Rkf}
+ resReduction = pmax(0, resReduction) # V_{x,n}^{Rkf}
# Collect all reserves to one large matrix
res = cbind(
@@ -1304,7 +1319,7 @@ InsuranceTarif = R6Class(
"Zillmer" = resZ,
"adequate" = resAdeq,
"gamma" = resGamma,
- "contractual" = resZ + resGamma,
+ "contractual" = resContractual,
"conversion" = resConversion,
"alphaRefund" = alphaRefund,
"reduction" = resReduction
@@ -1406,7 +1421,12 @@ InsuranceTarif = R6Class(
resN_BS = (1 - baf) * (reserves[,"net"] + if (!useUnearnedPremiums) values$premiumComposition[,"net"] else 0) + baf * c(reserves[-1, "net"], 0)
resZ_BS = (1 - baf) * (reserves[,"Zillmer"] + if (!useUnearnedPremiums) values$premiumComposition[,"Zillmer"] else 0) + baf * c(reserves[-1, "Zillmer"], 0)
resGamma_BS = (1 - baf) * (reserves[,"gamma"] + if (!useUnearnedPremiums) values$premiumComposition[,"gamma"] else 0) + baf * c(reserves[-1, "gamma"], 0)
- res_BS = resZ_BS + resGamma_BS;
+ resGross_BS = (1 - baf) * (reserves[,"adequate"] + if (!useUnearnedPremiums) sum(values$premiumComposition[,c("alpha", "beta", "gamma")]) else 0) + baf * c(reserves[-1, "adequate"], 0)
+ if (params$Features$zillmering) {
+ res_BS = resZ_BS + resGamma_BS;
+ } else {
+ res_BS = resGross_BS;
+ }
# Premium transfer / unearned premium:
if (useUnearnedPremiums) {
@@ -1438,6 +1458,7 @@ InsuranceTarif = R6Class(
"net" = pmax(resN_BS,0),
"Zillmer" = pmax(resZ_BS,0),
"gamma" = pmax(resGamma_BS,0),
+ "gross" = pmax(resGross_BS,0),
"Balance Sheet Reserve" = pmax(res_BS,0),
"unearned Premiums" = unearnedPremiums
);
diff --git a/man/InsuranceContract.ParameterDefaults.Rd b/man/InsuranceContract.ParameterDefaults.Rd
index ac7bfb515100fa2cd99b637b9e6604c1cdc1d557..6f30bfcf9a2b0e4334a85e3fd7255955fd7d5e03 100644
--- a/man/InsuranceContract.ParameterDefaults.Rd
+++ b/man/InsuranceContract.ParameterDefaults.Rd
@@ -238,6 +238,9 @@ with duration "CommissionPeriod". Default is 5 years.}
\subsection{Elements of sublist \code{InsuranceContract.ParameterDefault$Features}}{
\describe{
+\item{\code{$zillmering}}{Whether the contract uses Zillmering (and bases
+reserves on the Zillmer reserve as opposed to the adequate
+reserve) (default: TRUE)}
\item{\code{$betaGammaInZillmer}}{Whether beta and gamma-costs should be
included in the Zillmer premium calculation}
\item{\code{$alphaRefundLinear}}{Whether the refund of alpha-costs on