From abdbd835badd0edb0ca5f43c55dff498351ab029 Mon Sep 17 00:00:00 2001
From: Reinhold Kainhofer <reinhold@kainhofer.com>
Date: Thu, 19 Jan 2023 23:18:06 +0100
Subject: [PATCH] Improve calculating the survival PV from applying recursion
to each columnt to one recursion over the whole data.frame
---
R/InsuranceTarif.R | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index b2cfb29..1991083 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -1530,8 +1530,7 @@ InsuranceTarif = R6Class(
calculatePresentValues = function(cf, params, values) {
len = dim(cf)[1];
q = self$getTransitionProbabilities(params, values)
- pv = function(vec) calculatePVSurvival(px = pad0(q$px, len), advance = vec, v = 1/(1 + params$ActuarialBases$i));
- apply(cf, 2, pv)
+ calculatePVSurvival2D(px = pad0(q$px, len), advance = cf, v = 1/(1 + params$ActuarialBases$i));
},
#' @description Calculate the premium frequency loading, i.e. the surcharge
--
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