diff --git a/DESCRIPTION b/DESCRIPTION
index 53403f352e5316967e8e272695f1135aa212ffd5..211a12fd27bfccb8573728671799bc0c49868fb1 100644
--- a/DESCRIPTION
+++ b/DESCRIPTION
@@ -1,9 +1,12 @@
-Package: ValuationTables
+Package: LifeInsuranceContracts
Type: Package
-Title: A framework for cohort life tables and general life insurance contracts
-Version: 1.0
-Date: 2016-04-01
-Author: Reinhold Kainhofer <reinhold@kainhofer.com>
+Version: 0.1
+Date: 2016-05-07
+Title: A framework for general life insurance contracts, including profit participation, contract changes etc.
+Authors@R: c(person("Reinhold", "Kainhofer", role=c("aut", "cre"), email="reinhold@kainhofer.com"))
+Author: Reinhold Kainhofer [aut, cre]
Maintainer: Reinhold Kainhofer <reinhold@kainhofer.com>
-Description: Yet to be written
-License: Not yet finally decided, probably GPL v3+ or LGPL or something similar
+Depends: R6, ValuationTables, objectProperties
+Description: TODO
+License: GPL (>= 2)
+
diff --git a/R/S4classes.R b/R/S4classes.R
deleted file mode 100644
index e69de29bb2d1d6434b8b29ae775ad8c2e48c5391..0000000000000000000000000000000000000000
diff --git a/R/Tables/AVOe_R.xlsx b/R/Tables/AVOe_R.xlsx
deleted file mode 100644
index 1e57b8f0169f4fa112da8885708f54192a2e8848..0000000000000000000000000000000000000000
Binary files a/R/Tables/AVOe_R.xlsx and /dev/null differ
diff --git a/R/Tables/A_Volkszaehlungen.xlsx b/R/Tables/A_Volkszaehlungen.xlsx
deleted file mode 100644
index c0faf655b151f8b37b72396f3fdf3d1c4076a55e..0000000000000000000000000000000000000000
Binary files a/R/Tables/A_Volkszaehlungen.xlsx and /dev/null differ
diff --git a/R/Tables/DAV_2004_R.xls b/R/Tables/DAV_2004_R.xls
deleted file mode 100644
index 8e9190957e4f858e9ba4de2fab5660fe6d420526..0000000000000000000000000000000000000000
Binary files a/R/Tables/DAV_2004_R.xls and /dev/null differ
diff --git a/R/Tables/DAV_R.xls b/R/Tables/DAV_R.xls
deleted file mode 100644
index 35c58a73cbc6f062c815a2c0faea2f4334a2de24..0000000000000000000000000000000000000000
Binary files a/R/Tables/DAV_R.xls and /dev/null differ
diff --git a/R/Tables/DAV_T.xls b/R/Tables/DAV_T.xls
deleted file mode 100644
index 84d3e953b9c89632f1301ee2998609780ede3e2d..0000000000000000000000000000000000000000
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diff --git a/R/Tables/Overview_Tables.ods b/R/Tables/Overview_Tables.ods
deleted file mode 100644
index 1a52a0cf19a36a1c5e93546f76698fdae7c2f256..0000000000000000000000000000000000000000
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diff --git a/R/Tables/USA_Annuities.xls b/R/Tables/USA_Annuities.xls
deleted file mode 100644
index 30ca63d2dfce66ad899391dd3152c8e14e475cae..0000000000000000000000000000000000000000
Binary files a/R/Tables/USA_Annuities.xls and /dev/null differ
diff --git a/R/ValuationTables_Austria_Annuities.R b/R/ValuationTables_Austria_Annuities.R
deleted file mode 100644
index 5ccfd271eee00c85cee91b30770d3cce5627791e..0000000000000000000000000000000000000000
--- a/R/ValuationTables_Austria_Annuities.R
+++ /dev/null
@@ -1,201 +0,0 @@
-# frame_files = lapply(sys.frames(), function(x) x$ofile)
-# frame_files = Filter(Negate(is.null), frame_files)
-# PATH <- dirname(frame_files[[length(frame_files)]])
-# rm(frame_files)
-# setwd(dirname(PATH))
-
-# setwd("R")
-library("openxlsx")
-
-
-
-###############################################################################
-### RR67 Rententafel für Männer, 3%
-###############################################################################
-
-rr67.data=openxlsx::read.xlsx("Tables/AVOe_R.xlsx",
- sheet="OeVM59-61 RR67", startRow = 3, colNames = TRUE);
-
-rr67=valuationTable.period(
- name="ÖVM 59/61 RR67", ages=rr67.data$Alter, deathProbs=rr67.data$qx
-);
-# rm(rr67.data);
-
-
-###############################################################################
-### EROM/EROF 85 and G 1985 (period and age-shifted generation)
-###############################################################################
-
-eromf.data=openxlsx::read.xlsx("Tables/AVOe_R.xlsx", sheet="EROM-F Basistafeln", startRow = 3)
-
-erom85.male=valuationTable.period(
- name="EROM 85, male", ages=eromf.data$Alter, deathProbs=eromf.data$EROM.85
-);
-erom85.female=valuationTable.period(
- name="EROF 85, female", ages=eromf.data$Alter, deathProbs=eromf.data$EROF.85
-);
-
-EROM.G1950.male=valuationTable.period(
- name="EROM G 1950 Basistafel, male",
- ages=eromf.data$Alter,
- deathProbs=eromf.data$EROM.G1950,
- baseYear=1950
-);
-EROF.G1950.female=valuationTable.period(
- name="EROF G 1950 Basistafel, female",
- ages=eromf.data$Alter,
- deathProbs=eromf.data$EROF.G1950,
- baseYear=1950
-);
-
-eromf.data.av=openxlsx::read.xlsx("Tables/AVOe_R.xlsx", sheet="EROM-F G AV", startRow = 3, rowNames = TRUE, colNames = TRUE)
-
-EROM.G1950.male.av=valuationTable.ageShift(
- name="EROM G 1950 mit Altersverschiebung, male",
- ages=eromf.data$Alter,
- deathProbs=eromf.data$EROM.G1950,
- ageShifts=eromf.data.av["Shift.M"],
- baseYear=1950
-);
-EROF.G1950.female.av=valuationTable.ageShift(
- name="EROF G 1950 mit Altersverschiebung, female",
- ages=eromf.data$Alter,
- deathProbs=eromf.data$EROF.G1950,
- ageShifts=eromf.data.av["Shift.F"],
- baseYear=1950
-);
-
-
-###############################################################################
-# AVÖ 1996R exact (Male, Female), 1st-order only
-###############################################################################
-
-AVOe1996R.exakt.data=openxlsx::read.xlsx("Tables/AVOe_R.xlsx",
- sheet="AVOe 1996R exakt", startRow = 3, cols=c(1:6, 8:12));
-
-AVOe1996R.exakt.data
-AVOe1996R.trend.switching=function(year) {
- if (year<=1971) {
- 15/(1991-year)
- } else if (1971<year && year<1981) {
- 1+(year-1981)^2/(year-1991)/20
- } else if (1981<=year && year<=2000) {
- 1
- } else if (2000<year && year<2010) {
- 1-(year-2000)^2/(year-1991)/20
- } else if (year>=2010) {
- 14/(year-1991)
- }
-}
-
-AVÖ1996R.male=valuationTable.trendProjection(
- name="AVÖ 1996R male",
- ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$qx1991 * AVOe1996R.exakt.data$factorM,
- trend=AVOe1996R.exakt.data$trendM.long,
- trend2=AVOe1996R.exakt.data$trendM.short,
- dampingFunction=AVOe1996R.trend.switching
-);
-AVÖ1996R.female=valuationTable.trendProjection(
- name="AVÖ 1996R female",
- ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$qy1991 * AVOe1996R.exakt.data$factorF,
- trend=AVOe1996R.exakt.data$trendF.long,
- trend2=AVOe1996R.exakt.data$trendF.short,
- dampingFunction=AVOe1996R.trend.switching
-);
-AVÖ1996R.male.group=valuationTable.trendProjection(
- name="AVÖ 1996R male, group",
- ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$qx1991 * AVOe1996R.exakt.data$factorMG,
- trend=AVOe1996R.exakt.data$trendM.long,
- trend2=AVOe1996R.exakt.data$trendM.short,
- dampingFunction=AVOe1996R.trend.switching
-);
-AVÖ1996R.female.group=valuationTable.trendProjection(
- name="AVÖ 1996R female, group",
- ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$qy1991 * AVOe1996R.exakt.data$factorFG,
- trend=AVOe1996R.exakt.data$trendF.long,
- trend2=AVOe1996R.exakt.data$trendF.short,
- dampingFunction=AVOe1996R.trend.switching
-);
-
-
-
-###############################################################################
-# AVÖ 2005R exact (Male, Female, unisex)
-# gender-specific tables also have 2nd-order tables, unisex only 1st-order table
-###############################################################################
-
-AVOe2005R.exakt.data=openxlsx::read.xlsx("Tables/AVOe_R.xlsx", sheet="AVOe 2005R", startRow = 3, cols=c(1:7, 9:14, 16:18));
-
-AVOe2005R.trend.damping=function(t) {
- 100*atan(t/100)
-}
-AVOe2005R_gen=function(nm, probs, trend) {
- with(
- AVOe2005R.exakt.data,
- valuationTable.trendProjection(
- name=nm,
- ages=age, baseYear=2001,
- deathProbs=AVOe2005R.exakt.data[[probs]], trend=AVOe2005R.exakt.data[[trend]],
- dampingFunction=AVOe2005R.trend.damping
- )
- )
-}
-
-AVOe2005R.male =AVOe2005R_gen("AVÖ 2005R male (exact), loaded", "qx2001", "trendM");
-AVOe2005R.female=AVOe2005R_gen("AVÖ 2005R female (exact), loaded", "qy2001", "trendF");
-AVOe2005R.unisex=AVOe2005R_gen("AVÖ 2005R unisex (exact), loaded", "qu2001", "trendU");
-AVOe2005R.male.unloaded =AVOe2005R_gen("AVÖ 2005R male (exact), unloaded", "qx2001.2Ord", "trendM.2Ord");
-AVOe2005R.female.unloaded=AVOe2005R_gen("AVÖ 2005R female (exact), unloaded", "qy2001.2Ord", "trendF.2Ord");
-AVOe2005R.male.group =AVOe2005R_gen("AVÖ 2005R male group (exact), loaded", "qx2001G", "trendM");
-AVOe2005R.female.group=AVOe2005R_gen("AVÖ 2005R female group (exact), loaded", "qy2001G", "trendF");
-AVOe2005R.unisex.group=AVOe2005R_gen("AVÖ 2005R unisex group (exact), loaded", "qu2001G", "trendU");
-
-AVOe2005R.male.nodamping = undampenTrend(AVOe2005R.male);
-AVOe2005R.female.nodamping = undampenTrend(AVOe2005R.female);
-AVOe2005R.unisex.nodamping = undampenTrend(AVOe2005R.unisex);
-AVOe2005R.male.nodamping.unloaded = undampenTrend(AVOe2005R.male.unloaded);
-AVOe2005R.female.nodamping.unloaded = undampenTrend(AVOe2005R.female.unloaded);
-AVOe2005R.male.nodamping.group = undampenTrend(AVOe2005R.male.group);
-AVOe2005R.female.nodamping.group = undampenTrend(AVOe2005R.female.group);
-AVOe2005R.unisex.nodamping.group = undampenTrend(AVOe2005R.unisex.group);
-
-
-###############################################################################
-#AVÖ 2005R with age-shifting (Male, Female, unisex), 1st-order only
-###############################################################################
-
-AVOe2005R.av.base = openxlsx::read.xlsx("Tables/AVOe_R.xlsx", sheet="AVOe 2005R AV Basistafel", startRow = 3, rowNames = FALSE);
-AVOe2005R.av.verschiebung = openxlsx::read.xlsx("Tables/AVOe_R.xlsx", sheet="AVOe 2005R AV Verschiebung", startRow = 3, rowNames = TRUE);
-
-AVOe2005R_gen.av=function(nm, probs, shft) {
- valuationTable.ageShift(
- name=nm,
- ages=AVOe2005R.av.base$age,
- deathProbs=AVOe2005R.av.base[[probs]],
- ageShifts=na.omit(AVOe2005R.av.verschiebung[shft])
- )
-}
-
-AVOe2005R.male.av =AVOe2005R_gen.av("AVÖ 2005R male (age-shifted), loaded", "qx1965", "shiftM");
-AVOe2005R.female.av=AVOe2005R_gen.av("AVÖ 2005R female (age-shifted), loaded", "qy1965", "shiftF");
-AVOe2005R.unisex.av=AVOe2005R_gen.av("AVÖ 2005R unisex (age-shifted), loaded", "qu1972", "shiftU");
-AVOe2005R.male.group.av =AVOe2005R_gen.av("AVÖ 2005R male group (age-shifted), loaded", "qx1965G", "shiftMG");
-AVOe2005R.female.group.av=AVOe2005R_gen.av("AVÖ 2005R female group (age-shifted), loaded", "qy1965G", "shiftFG");
-AVOe2005R.unisex.group.av=AVOe2005R_gen.av("AVÖ 2005R unisex group (age-shifted), loaded", "qu1972G", "shiftUG");
-
-
-
-###############################################################################
-
-# options("scipen" = 3, "digits"=10)
-# t=AVOe2005R.unisex;
-# deathProbabilities(t, YOB=1981)
-
-# plotValuationTables(mort.AT.census.1869.male, mort.AT.census.1869.female, mort.AT.census.2011.male, mort.AT.census.2011.female, AVOe2005R.male, AVOe2005R.female, YOB=1972,title="Vergleich österreichische Sterbetafeln, YOB=1972 (bei Generationentafeln)")
-#
-# plotValuationTables(mort.AT.census.2001.male, AVOe2005R.male, YOB=1972, title="Vergleich österreichische Sterbetafeln")
-plotValuationTables(getCohortTable(AVOe2005R.male, YOB=1972), getCohortTable(AVOe2005R.male, YOB=2016), title="Vergleich österreichische Sterbetafeln")
diff --git a/R/ValuationTables_Austria_Census.R b/R/ValuationTables_Austria_Census.R
deleted file mode 100644
index 7d6cf431767cdb6b8948fe185eae8b1b9ba622e0..0000000000000000000000000000000000000000
--- a/R/ValuationTables_Austria_Census.R
+++ /dev/null
@@ -1,91 +0,0 @@
-# frame_files = lapply(sys.frames(), function(x) x$ofile)
-# frame_files = Filter(Negate(is.null), frame_files)
-# PATH <- dirname(frame_files[[length(frame_files)]])
-# rm(frame_files)
-# setwd(dirname(PATH))
-
-library("openxlsx")
-
-
-
-###############################################################################
-### Volkszählungen Österreich
-###############################################################################
-
-a.vz.dataM = openxlsx::read.xlsx("Tables/A_Volkszaehlungen.xlsx", sheet="Austria_M",
- startRow = 3, colNames = TRUE)
-a.vz.dataF = openxlsx::read.xlsx("Tables/A_Volkszaehlungen.xlsx", sheet="Austria_F",
- startRow = 3, colNames = TRUE)
-
-censtable = function(data, name, qslot, baseYear=1900) {
- qx=data[names(data)==qslot];
- ix=complete.cases(qx);
- valuationTable.period(name=name, ages=data$x[ix], deathProbs=qx[ix,], baseYear=baseYear)
-}
-
-mort.AT.census.1869.male = censtable(a.vz.dataM, name="ÖVSt 1868/71 M", baseYear=1869, qslot="1868/71");
-mort.AT.census.1880.male = censtable(a.vz.dataM, name="ÖVSt 1879/82 M", baseYear=1880, qslot="1879/82");
-mort.AT.census.1890.male = censtable(a.vz.dataM, name="ÖVSt 1889/92 M", baseYear=1890, qslot="1889/92");
-mort.AT.census.1900.male = censtable(a.vz.dataM, name="ÖVSt 1899/1902 M", baseYear=1900, qslot="1899/1902");
-mort.AT.census.1910.male = censtable(a.vz.dataM, name="ÖVSt 1909/12 M", baseYear=1910, qslot="1909/12");
-mort.AT.census.1931.male = censtable(a.vz.dataM, name="ÖVSt 1930/33 M", baseYear=1931, qslot="1930/33");
-mort.AT.census.1951.male = censtable(a.vz.dataM, name="ÖVSt 1949/51 M", baseYear=1951, qslot="1949/51");
-mort.AT.census.1961.male = censtable(a.vz.dataM, name="ÖVSt 1959/61 M", baseYear=1961, qslot="1959/61");
-mort.AT.census.1971.male = censtable(a.vz.dataM, name="ÖVSt 1970/72 M", baseYear=1971, qslot="1970/72");
-mort.AT.census.1981.male = censtable(a.vz.dataM, name="ÖVSt 1980/82 M", baseYear=1981, qslot="1980/82");
-mort.AT.census.1991.male = censtable(a.vz.dataM, name="ÖVSt 1990/92 M", baseYear=1991, qslot="1990/92");
-mort.AT.census.2001.male = censtable(a.vz.dataM, name="ÖVSt 2000/02 M", baseYear=2001, qslot="2000/02");
-mort.AT.census.2011.male = censtable(a.vz.dataM, name="ÖVSt 2010/2012 M", baseYear=2011, qslot="2010/12");
-
-mort.AT.census.1869.female = censtable(a.vz.dataF, name="ÖVSt 1868/71 F", baseYear=1869, qslot="1868/71");
-mort.AT.census.1880.female = censtable(a.vz.dataF, name="ÖVSt 1879/82 F", baseYear=1880, qslot="1879/82");
-mort.AT.census.1890.female = censtable(a.vz.dataF, name="ÖVSt 1889/92 F", baseYear=1890, qslot="1889/92");
-mort.AT.census.1900.female = censtable(a.vz.dataF, name="ÖVSt 1899/1902 F", baseYear=1900, qslot="1899/1902");
-mort.AT.census.1910.female = censtable(a.vz.dataF, name="ÖVSt 1909/12 F", baseYear=1910, qslot="1909/12");
-mort.AT.census.1931.female = censtable(a.vz.dataF, name="ÖVSt 1930/33 F", baseYear=1931, qslot="1930/33");
-mort.AT.census.1951.female = censtable(a.vz.dataF, name="ÖVSt 1949/51 F", baseYear=1951, qslot="1949/51");
-mort.AT.census.1961.female = censtable(a.vz.dataF, name="ÖVSt 1959/61 F", baseYear=1961, qslot="1959/61");
-mort.AT.census.1971.female = censtable(a.vz.dataF, name="ÖVSt 1970/72 F", baseYear=1971, qslot="1970/72");
-mort.AT.census.1981.female = censtable(a.vz.dataF, name="ÖVSt 1980/82 F", baseYear=1981, qslot="1980/82");
-mort.AT.census.1991.female = censtable(a.vz.dataF, name="ÖVSt 1990/92 F", baseYear=1991, qslot="1990/92");
-mort.AT.census.2001.female = censtable(a.vz.dataF, name="ÖVSt 2000/02 F", baseYear=2001, qslot="2000/02");
-mort.AT.census.2011.female = censtable(a.vz.dataF, name="ÖVSt 2010/2012 F", baseYear=2011, qslot="2010/12");
-
-mort.AT.census.2001.unisex = valuationTable.mixed(table1=mort.AT.census.2001.male, table2=mort.AT.census.2001.female)
-
-mort.AT.census.ALL.male = makeQxDataFrame(
- mort.AT.census.1869.male,
- mort.AT.census.1880.male,
- mort.AT.census.1890.male,
- mort.AT.census.1900.male,
- mort.AT.census.1910.male,
- mort.AT.census.1931.male,
- mort.AT.census.1951.male,
- mort.AT.census.1961.male,
- mort.AT.census.1971.male,
- mort.AT.census.1981.male,
- mort.AT.census.1991.male,
- mort.AT.census.2001.male,
- mort.AT.census.2011.male);
-
-mort.AT.census.ALL.female = makeQxDataFrame(
- mort.AT.census.1869.female,
- mort.AT.census.1880.female,
- mort.AT.census.1890.female,
- mort.AT.census.1900.female,
- mort.AT.census.1910.female,
- mort.AT.census.1931.female,
- mort.AT.census.1951.female,
- mort.AT.census.1961.female,
- mort.AT.census.1971.female,
- mort.AT.census.1981.female,
- mort.AT.census.1991.female,
- mort.AT.census.2001.female,
- mort.AT.census.2011.female);
-
-rm(a.vz.dataM, a.vz.dataF, censtable)
-
-###############################################################################
-
-plotValuationTables(mort.AT.census.ALL.male, title="Vergleich österreichische Sterbetafeln, Männer", legend.position=c(1,0))
-plotValuationTables(mort.AT.census.ALL.female, title="Vergleich österreichische Sterbetafeln, Frauen", legend.position=c(1,0))
diff --git a/R/ValuationTables_Germany_Annuities.R b/R/ValuationTables_Germany_Annuities.R
deleted file mode 100644
index d5f94d8edf4b5f732b6e10e6a2ad33b3a45ba031..0000000000000000000000000000000000000000
--- a/R/ValuationTables_Germany_Annuities.R
+++ /dev/null
@@ -1,91 +0,0 @@
-frame_files = lapply(sys.frames(), function(x) x$ofile)
-frame_files = Filter(Negate(is.null), frame_files)
-PATH <- dirname(frame_files[[length(frame_files)]])
-rm(frame_files)
-
-setwd(dirname(PATH))
-
-library("gdata")
-
-
-###############################################################################
-# DAV 1994R exact (Male, Female), 1st-order only
-###############################################################################
-
-DAV1994R.exakt.data=read.xls(
- "Tafeln/DAV_R.xls",
- sheet="DAV 1994R", skip=2, #row.names=1,
- col.names=c("age",
- "qx2000", "qy2000", "trendM", "trendF", "qxAVbase1955", "qyAVbase1955",
- "", "", "", "", "", "")
-);
-
-DAV1994R.male=valuationTable.trendProjection(
- name="DAV 1994R male",
- ages=DAV1994R.exakt.data$age, baseYear=2000,
- deathProbs=DAV1994R.exakt.data$qx2000,
- trend=DAV1994R.exakt.data$trendM
-);
-DAV1994R.female=valuationTable.trendProjection(
- name="DAV 1994R female",
- ages=DAV1994R.exakt.data$age, baseYear=2000,
- deathProbs=DAV1994R.exakt.data$qy2000,
- trend=DAV1994R.exakt.data$trendF
-);
-
-
-###############################################################################
-# DAV 2004R exact (Male, Female), 1st-order only
-###############################################################################
-
-DAV2004R.data.basistafeln=read.xls(
- "Tafeln/DAV_2004_R.xls",
- sheet="Basistafeln", skip=3, #row.names=1,
- col.names=c("age",
- "qxSel2Ord", "qySel2Ord", "qxAgg2Ord", "qyAgg2Ord",
- "qxSelBestand", "qySelBestand", "qxAggBestand", "qyAggBestand",
- "qxSel", "qySel", "qxAgg", "qyAgg")
-);
-DAV2004R.data.trend=read.xls(
- "Tafeln/DAV_2004_R.xls",
- sheet="Trends", skip=4, header=FALSE, #row.names=1,
- col.names=c("age",
- "trend2Ord.male.start", "trend2Ord.female.start",
- "trend2Ord.male.end", "trend2Ord.female.end",
- "trendBestand.male.start", "trendBestand.female.start",
- "trendBestand.male.end", "trendBestand.female.end",
- "trend1Ord.male", "trend1Ord.female")
-);
-DAV2004R.data.select=read.xls(
- "Tafeln/DAV_2004_R.xls",
- sheet="Selektionsfaktoren", skip=2, header=FALSE, #row.names=1,
- col.names=c("year", "SelectMale", "SelectFemale")
-);
-DAV2004R.data.av.grundtafeln=read.xls(
- "Tafeln/DAV_2004_R.xls",
- sheet="Grundtafeln", skip=3, #row.names=1,
- col.names=c("age",
- "qxBestand", "qyBestand",
- "qxB20", "qyB20",
- "qx1Ord", "qy1Ord")
-);
-DAV2004R.data.av=read.xls(
- "Tafeln/DAV_2004_R.xls",
- sheet="Altersverschiebungen", skip=1, row.names=1,
- col.names=c("YOB", "shiftMBestand", "shiftFBestand",
- "shiftMB20", "shiftFB20",
- "shiftM1Ord", "shiftF1Ord")
-);
-
-DAV2004R.male=valuationTable.trendProjection(
- name="DAV 2004R male",
- ages=DAV2004R.exakt.data$age, baseYear=2000,
- deathProbs=DAV2004R.exakt.data$qx2000,
- trend=DAV2004R.exakt.data$trendM
-);
-DAV2004R.female=valuationTable.trendProjection(
- name="DAV 2004R female",
- ages=DAV2004R.exakt.data$age, baseYear=2000,
- deathProbs=DAV2004R.exakt.data $qy2000,
- trend=DAV2004R.exakt.data$trendF
-);
diff --git a/R/ValuationTables_Germany_LifeInsurance.R b/R/ValuationTables_Germany_LifeInsurance.R
deleted file mode 100644
index 56f5949d00288bcab5f90078c46c13d85e34072b..0000000000000000000000000000000000000000
--- a/R/ValuationTables_Germany_LifeInsurance.R
+++ /dev/null
@@ -1,94 +0,0 @@
-frame_files = lapply(sys.frames(), function(x) x$ofile)
-frame_files = Filter(Negate(is.null), frame_files)
-PATH <- dirname(frame_files[[length(frame_files)]])
-rm(frame_files)
-
-setwd(dirname(PATH))
-
-library("gdata")
-
-
-# DAV1994T (Male, Female), 1st-order and general mortality 1986/88
-dav1994T.data=read.xls(
- "Tafeln/DAV_T.xls",
- sheet=1, skip=1, #row.names=1,
- col.names=c("age",
- "", "",
- "qx2", "qxKI", "qx",
- "", "", "",
- "qy2", "qyKI", "qy"
-));
-
-DAV1994T.male=valuationTable.period(
- name="DAV 1994T male, loaded",
- ages=dav1994T.data$age, deathProbs=dav1994T.data$qx)
-DAV1994T.male.2Ord=valuationTable.period(
- name="DAV 1994T male, unloaded",
- ages=dav1994T.data$age, deathProbs=dav1994T.data$qx2)
-DAV1994T.female=valuationTable.period(
- name="DAV 1994T female, loaded",
- ages=dav1994T.data$age, deathProbs=dav1994T.data$qy)
-DAV1994T.female.2Ord=valuationTable.period(
- name="DAV 1994T female, unloaded",
- ages=dav1994T.data$age, deathProbs=dav1994T.data$qy2)
-
-rm(DAV1994T.data)
-
-######################################################
-## DAV 2008T Aggregat / Smoker / Non-Smoker
-######################################################
-
-DAV2008T.data=read.xls(
- "Tafeln/DAV_T.xls",
- sheet=2, skip=2, #row.names=1,
- col.names=c("age", "", "", "",
- "qx2", "qx2NR", "qx2R",
- "qx1", "qx1NR", "qx1R",
- "", "", "", "",
- "qy2", "qy2NR", "qy2R",
- "qy1", "qy1NR", "qy1R"
-));
-
-### DAV 2008T Aggregat (smoker+non-smoker combined)
-DAV2008T.male=valuationTable.period(
- name="DAV 2008T male, loaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qx1)
-DAV2008T.male.2Ord=valuationTable.period(
- name="DAV 2008T male, unloaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qx2)
-DAV2008T.female=valuationTable.period(
- name="DAV 2008T female, loaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qy1)
-DAV2008T.female.2Ord=valuationTable.period(
- name="DAV 2008T female, unloaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qy2)
-
-### DAV 2008T Smoker
-DAV2008T.male.smoker=valuationTable.period(
- name="DAV 2008T male smoker, loaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qx1R)
-DAV2008T.male.smoker.2Ord=valuationTable.period(
- name="DAV 2008T male smoker, unloaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qx2R)
-DAV2008T.female.smoker=valuationTable.period(
- name="DAV 2008T female smoker, loaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qy1R)
-DAV2008T.female.smoker.2Ord=valuationTable.period(
- name="DAV 2008T female smoker, unloaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qy2R)
-
-### DAV 2008T Non-Smoker
-DAV2008T.male.nonsmoker=valuationTable.period(
- name="DAV 2008T male non-smoker, loaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qx1NR)
-DAV2008T.male.nonsmoker.2Ord=valuationTable.period(
- name="DAV 2008T male non-smoker, unloaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qx2NR)
-DAV2008T.female.nonsmoker=valuationTable.period(
- name="DAV 2008T female non-smoker, loaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qy1NR)
-DAV2008T.female.nonsmoker.2Ord=valuationTable.period(
- name="DAV 2008T female non-smoker, unloaded",
- ages=DAV2008T.data$age, deathProbs=DAV2008T.data$qy2NR)
-
-rm(DAV2008T.data);
diff --git a/R/ValuationTables_USA_Annuities.R b/R/ValuationTables_USA_Annuities.R
deleted file mode 100644
index 6674c685383a414eaeef70146050f7ff05c59535..0000000000000000000000000000000000000000
--- a/R/ValuationTables_USA_Annuities.R
+++ /dev/null
@@ -1,164 +0,0 @@
-frame_files = lapply(sys.frames(), function(x) x$ofile)
-frame_files = Filter(Negate(is.null), frame_files)
-PATH <- dirname(frame_files[[length(frame_files)]])
-rm(frame_files)
-setwd(dirname(PATH))
-
-library("gdata")
-
-
-###############################################################################
-### 1971 IAM individual annuity table; with optional projection scale B_x
-###############################################################################
-
-USA1971IAM.data=read.xls(
- "Tafeln/USA_Annuities.xls",
- sheet="1971 IAM", skip=2, #row.names=1,
- col.names=c("age","qx", "qy", "B"));
-
-USA1971IAM.male=valuationTable.period (
- name="USA 1971 IAM, male",
- ages=USA1971IAM.data$age,
- deathProbs=USA1971IAM.data$qx)
-USA1971IAM.female=valuationTable.period (
- name="USA 1971 IAM, female",
- ages=USA1971IAM.data$age,
- deathProbs=USA1971IAM.data$qy)
-
-USA1971IAM.male.projected=valuationTable.improvementFactors (
- name="USA 1971 IAM, male",
- ages=USA1971IAM.data$age, baseYear=1971,
- deathProbs=USA1971IAM.data$qx,
- improvement=USA1971IAM.data$B)
-USA1971IAM.female.projected=valuationTable.improvementFactors (
- name="USA 1971 IAM, female",
- ages=USA1971IAM.data$age, baseYear=1971,
- deathProbs=USA1971IAM.data$qy,
- improvement=USA1971IAM.data$B)
-
-rm(USA1971IAM.data);
-
-
-###############################################################################
-### 1983 Table "a" (individual) and GAM (group annuities), period tables
-###############################################################################
-
-USA1983a.data=read.xls(
- "Tafeln/USA_Annuities.xls",
- sheet="1983a - GAM", skip=2,
- col.names=c("age","qx", "qy", "qxG", "qyG"));
-
-USA1983a.male=valuationTable.period (
- name="USA 1983 Table a, male",
- ages=USA1983a.data$age,
- deathProbs=USA1983a.data$qx)
-USA1983a.female=valuationTable.period (
- name="USA 1983 Table a, female",
- ages=USA1983a.data$age,
- deathProbs=USA1983a.data$qy)
-
-USA1983GAM.male=valuationTable.period (
- name="USA 1983 GAM, male",
- ages=USA1983a.data$age,
- deathProbs=USA1983a.data$qxG)
-USA1983GAM.female=valuationTable.period (
- name="USA 1983 GAM, female",
- ages=USA1983a.data$age,
- deathProbs=USA1983a.data$qyG)
-
-rm(USA1983a.data);
-
-
-###############################################################################
-### 1994 GAR/GAM group annuity tables, with improvement factors AA_x
-###############################################################################
-
-USA1994GAM.data=read.xls(
- "Tafeln/USA_Annuities.xls",
- sheet="1994 GAR", skip=2,
- col.names=c("age","qx", "AAx", "qy", "AAy", "qxBasic", "qyBasic"));
-
-USA1994GAM.male.basic=valuationTable.period (
- name="USA 1994 GAM basic (unloaded), male",
- ages=USA1994GAM.data$age,
- deathProbs=USA1994GAM.data$qxBasic)
-USA1994GAM.female.basic=valuationTable.period (
- name="USA 1994 GAM basic (unloaded), female",
- ages=USA1994GAM.data$age,
- deathProbs=USA1994GAM.data$qyBasic)
-
-USA1994GAR.male=valuationTable.improvementFactors (
- name="USA 1994 GAM, male",
- ages=USA1994GAM.data$age,
- deathProbs=USA1994GAM.data$qx,
- improvement=USA1994GAM.data$AAx)
-USA1994GAR.female=valuationTable.improvementFactors (
- name="USA 1994 GAM, female",
- ages=USA1994GAM.data$age,
- deathProbs=USA1994GAM.data$qy,
- improvement=USA1994GAM.data$AAy)
-
-rm(USA1994GAM.data);
-
-
-###############################################################################
-### Annuity 2000 Basic (unloaded) and Mortality (loaded) Tables, PERIOD tables
-###############################################################################
-
-USAAnnuity2000.data=read.xls(
- "Tafeln/USA_Annuities.xls",
- sheet="Annuity 2000", skip=2, #row.names=1,
- col.names=c("age","qxBasic", "qyBasic", "qx", "qy"));
-
-USAAnnuity2000.basic.male=valuationTable.period (
- name="USA Annuity 2000 basic, male",
- ages=USAAnnuity2000.data$age,
- deathProbs=USAAnnuity2000.data$qxBasic)
-USAAnnuity2000.basic.female=valuationTable.period (
- name="USA Annuity 2000 basic, female",
- ages=USAAnnuity2000.data$age,
- deathProbs=USAAnnuity2000.data$qyBasic)
-
-USAAnnuity2000.male.projected=valuationTable.period (
- name="USA Annuity 2000, male",
- ages=USAAnnuity2000.data$age,
- deathProbs=USAAnnuity2000.data$qx)
-USAAnnuity2000.female.projected=valuationTable.period (
- name="USA Annuity 2000, female",
- ages=USAAnnuity2000.data$age,
- deathProbs=USAAnnuity2000.data$qy)
-
-rm(USAAnnuity2000.data);
-
-
-###############################################################################
-### 1994 GAR/GAM group annuity tables, with improvement factors AA_x
-###############################################################################
-
-USA2012IAM.data=read.xls(
- "Tafeln/USA_Annuities.xls",
- sheet="2012 IAR", skip=3,
- col.names=c("age","qxBasic", "qyBasic", "qx", "qy", "G2x", "G2y", "", "", ""));
-
-USA2012IAM.male.basic=valuationTable.period (
- name="USA 2012 IAM basic (unloaded), male",
- ages=USA2012IAM.data$age,
- deathProbs=USA2012IAM.data$qxBasic)
-USA2012IAM.female.basic=valuationTable.period (
- name="USA 2012 IAM basic (unloaded), female",
- ages=USA2012IAM.data$age, omega=max(USA2012IAM.data$age,rm.na=TRUE)+1,
- deathProbs=USA2012IAM.data$qyBasic)
-
-USA2012IAM.male=valuationTable.improvementFactors (
- name="USA 2012 IAM, male",
- ages=USA2012IAM.data$age, omega=max(USA2012IAM.data$age,rm.na=TRUE)+1,
- deathProbs=USA2012IAM.data$qx,
- improvement=USA2012IAM.data$G2x)
-USA2012IAM.female=valuationTable.improvementFactors (
- name="USA 2012 IAM, female",
- ages=USA2012IAM.data$age, omega=max(USA2012IAM.data$age,rm.na=TRUE)+1,
- deathProbs=USA2012IAM.data$qy,
- improvement=USA2012IAM.data$G2y)
-
-rm(USA2012IAM.data);
-
diff --git a/README.md b/README.md
index d9f51a8bd73a0d296e093979c14f64896fe03b08..fbc5300553aaf85f478d2cad1f4b8bfbf9544a99 100644
--- a/README.md
+++ b/README.md
@@ -1,2 +1,2 @@
-# r-valuation-tables
-R package implementing actuarial valuation tables (period and cohort life tables) and also general insurance contracts
+# r-life-insurance-contracts
+R package implementing general insurance contracts
diff --git a/man/ValuationTables-package.Rd b/man/ValuationTables-package.Rd
deleted file mode 100644
index d41e96bc2b2266b0f990218e5443cca423de709c..0000000000000000000000000000000000000000
--- a/man/ValuationTables-package.Rd
+++ /dev/null
@@ -1,40 +0,0 @@
-\name{ValuationTables-package}
-\alias{ValuationTables-package}
-\alias{ValuationTables}
-\docType{package}
-\title{
-What the package does (short line)
-~~ package title ~~
-}
-\description{
-More about what it does (maybe more than one line)
-~~ A concise (1-5 lines) description of the package ~~
-}
-\details{
-\tabular{ll}{
-Package: \tab ValuationTables\cr
-Type: \tab Package\cr
-Version: \tab 1.0\cr
-Date: \tab 2013-05-03\cr
-License: \tab What license is it under?\cr
-}
-~~ An overview of how to use the package, including the most important functions ~~
-}
-\author{
-Who wrote it
-
-Maintainer: Who to complain to <yourfault@somewhere.net>
-~~ The author and/or maintainer of the package ~~
-}
-\references{
-~~ Literature or other references for background information ~~
-}
-~~ Optionally other standard keywords, one per line, from file KEYWORDS in the R documentation directory ~~
-\keyword{ package }
-\seealso{
-~~ Optional links to other man pages, e.g. ~~
-~~ \code{\link[<pkg>:<pkg>-package]{<pkg>}} ~~
-}
-\examples{
-~~ simple examples of the most important functions ~~
-}