Rename package from LifeInsuranceContracts to LifeInsureR

.gitignore

@@ -4,6 +4,6 @@
 .~lock.*#
 R/Companies/
 Formulas_Reference/2013*.xls*
-LifeInsuranceContracts.Rproj
+LifeInsureR.Rproj
 Vergleichsrechnung_Excel
 inst/doc

DESCRIPTION

-Package: LifeInsuranceContracts
+Package: LifeInsureR
 Type: Package
-Version: 0.0.5
-Date: 2023-10-18
+Version: 1.0.0
+Date: 2023-10-20
 Title: Framework for Traditional Life Insurance Contracts
 Description: R6 classes to model traditional life insurance
     contracts like annuities, whole life insurances or endowments. Such life
@@ -45,7 +45,7 @@ Collate:
     'InsuranceContract.R'
     'addDataTableWorksheet.R'
     'contractGrid.R'
-    'create_LIC_project.R'
+    'create_LIR_project.R'
     'exportInsuranceContract_xlsx.R'
     'showVmGlgExamples.R'
     'exportInsuranceContractExample.R'
@@ -57,5 +57,5 @@ Suggests:
     fs
 VignetteBuilder: knitr
 Roxygen: list(markdown = TRUE)
-URL: https://gitlab.open-tools.net/R/r-life-insurance-contracts
-BugReports: https://gitlab.open-tools.net/R/r-life-insurance-contracts/-/issues
+URL: https://gitlab.open-tools.net/R/LifeInsureR
+BugReports: https://gitlab.open-tools.net/R/LifeInsureR/-/issues

Examples/Beispiel_Vortrag.R

@@ -3,7 +3,7 @@
 library(magrittr)
 library(MortalityTables)
 library(lubridate)
-library(LifeInsuranceContracts)
+library(LifeInsureR)
 mortalityTables.load("Austria_Census")
 
 mort.AT.census.2011.male

Examples/Example_Endowment_Dynamics_CODE.R

 library(magrittr)
 library(MortalityTables)
-library(LifeInsuranceContracts)
+library(LifeInsureR)
 mortalityTables.load("Austria_Census")
 
 # Costs: 4% acquisition, where 2.5% are zillmered, 5\% of each premium as beta costs,

R/InsuranceParameters.R

@@ -32,14 +32,14 @@ NULL
 #'
 #' @export
 setCost = function(costs, type, basis = "SumInsured", frequency = "PolicyPeriod", value) {
-  costs[type, basis, frequency] = value
-  costs
+    costs[type, basis, frequency] = value
+    costs
 }
 
 
 #' Initialize or modify a data structure for the definition of [InsuranceTarif] costs
 #'
-#' Initialize a cost matrix with dimensions: {CostType, Basis, Period}, where:
+#' Initialize a cost matrix with dimensions: \{CostType, Basis, Period\}, where:
 #' \describe{
 #'     \item{CostType:}{alpha, Zillmer, beta, gamma, gamma_nopremiums, unitcosts}
 #'     \item{Basis:}{SumInsured, SumPremiums, GrossPremium, NetPremium, Benefits, Constant}
@@ -100,7 +100,7 @@ setCost = function(costs, type, basis = "SumInsured", frequency = "PolicyPeriod"
 initializeCosts = function(costs, alpha, Zillmer, alpha.commission, beta, gamma, gamma.paidUp, gamma.premiumfree, gamma.contract, gamma.afterdeath, gamma.fullcontract, unitcosts, unitcosts.PolicyPeriod) {
     if (missing(costs)) {
         dimnm = list(
-          type = c("alpha", "Zillmer", "beta", "gamma", "gamma_nopremiums", "unitcosts"),
+            type = c("alpha", "Zillmer", "beta", "gamma", "gamma_nopremiums", "unitcosts"),
             basis = c("SumInsured", "SumPremiums", "GrossPremium", "NetPremium", "Benefits", "Constant", "Reserve"),
             frequency = c("once", "PremiumPeriod", "PremiumFree", "PolicyPeriod", "AfterDeath", "FullContract", "CommissionPeriod")
         );
@@ -118,37 +118,37 @@ initializeCosts = function(costs, alpha, Zillmer, alpha.commission, beta, gamma,
         costs = setCost(costs, "Zillmer",  "SumPremiums", "CommissionPeriod", alpha.commission)
     }
     if (!missing(Zillmer)) {
-      costs = setCost(costs, "Zillmer","SumPremiums", "once", Zillmer)
+        costs = setCost(costs, "Zillmer","SumPremiums", "once", Zillmer)
     }
     if (!missing(beta))  {
-      costs = setCost(costs, "beta", "GrossPremium", "PremiumPeriod", beta)
+        costs = setCost(costs, "beta", "GrossPremium", "PremiumPeriod", beta)
     }
     if (!missing(gamma)) {
-      costs = setCost(costs, "gamma", "SumInsured", "PremiumPeriod", gamma)
+        costs = setCost(costs, "gamma", "SumInsured", "PremiumPeriod", gamma)
     }
     if (!missing(gamma.premiumfree)) {
-      costs = setCost(costs, "gamma", "SumInsured", "PremiumFree", gamma.premiumfree)
+        costs = setCost(costs, "gamma", "SumInsured", "PremiumFree", gamma.premiumfree)
     }
     if (!missing(gamma.paidUp))  {
-      costs = setCost(costs, "gamma_nopremiums", "SumInsured", "PolicyPeriod", gamma.paidUp)
+        costs = setCost(costs, "gamma_nopremiums", "SumInsured", "PolicyPeriod", gamma.paidUp)
     }
     if (!missing(gamma.contract))  {
-      costs = setCost(costs, "gamma", "SumInsured", "PolicyPeriod", gamma.contract)
-      # costs = setCost(costs, "gamma_nopremiums", "SumInsured", "PolicyPeriod", gamma.contract)
+        costs = setCost(costs, "gamma", "SumInsured", "PolicyPeriod", gamma.contract)
+        # costs = setCost(costs, "gamma_nopremiums", "SumInsured", "PolicyPeriod", gamma.contract)
     }
     if (!missing(gamma.afterdeath))  {
-      costs = setCost(costs, "gamma", "SumInsured", "AfterDeath", gamma.afterdeath)
-      costs = setCost(costs, "gamma_nopremiums", "SumInsured", "AfterDeath", gamma.afterdeath)
+        costs = setCost(costs, "gamma", "SumInsured", "AfterDeath", gamma.afterdeath)
+        costs = setCost(costs, "gamma_nopremiums", "SumInsured", "AfterDeath", gamma.afterdeath)
     }
     if (!missing(gamma.fullcontract))  {
-      costs = setCost(costs, "gamma", "SumInsured", "FullContract", gamma.fullcontract)
-      costs = setCost(costs, "gamma_nopremiums", "SumInsured", "FullContract", gamma.fullcontract)
+        costs = setCost(costs, "gamma", "SumInsured", "FullContract", gamma.fullcontract)
+        costs = setCost(costs, "gamma_nopremiums", "SumInsured", "FullContract", gamma.fullcontract)
     }
     if (!missing(unitcosts)) {
-      costs = setCost(costs, "unitcosts", "Constant", "PremiumPeriod", unitcosts)
+        costs = setCost(costs, "unitcosts", "Constant", "PremiumPeriod", unitcosts)
     }
     if (!missing(unitcosts.PolicyPeriod)) {
-      costs = setCost(costs, "unitcosts", "Constant", "PolicyPeriod", unitcosts.PolicyPeriod)
+        costs = setCost(costs, "unitcosts", "Constant", "PolicyPeriod", unitcosts.PolicyPeriod)
     }
     costs
 }
@@ -165,13 +165,13 @@ initializeCosts = function(costs, alpha, Zillmer, alpha.commission, beta, gamma,
 #'
 #' @export
 costs.baseAlpha = function(alpha) {
-  function(params, values, costs) {
-    costs = setCost(costs, "alpha", "SumPremiums", "once", alpha)
-    if (costs["Zillmer", "SumPremiums", "once"] != 0) {
-      costs = setCost(costs, "Zillmer", "SumPremiums", "once", alpha)
+    function(params, values, costs) {
+        costs = setCost(costs, "alpha", "SumPremiums", "once", alpha)
+        if (costs["Zillmer", "SumPremiums", "once"] != 0) {
+            costs = setCost(costs, "Zillmer", "SumPremiums", "once", alpha)
+        }
+        costs
     }
-    costs
-  }
 }
 
 #' Helper function to modify alpha costs of an insurance contract individually
@@ -187,10 +187,10 @@ costs.baseAlpha = function(alpha) {
 #'
 #' @export
 costs.scaleAlpha = function(scale) {
-  function(costs, ...) {
-    costs[c("alpha", "Zillmer"),,] = costs[c("alpha", "Zillmer"),,] * scale
-    costs
-  }
+    function(costs, ...) {
+        costs[c("alpha", "Zillmer"),,] = costs[c("alpha", "Zillmer"),,] * scale
+        costs
+    }
 }
 
 
@@ -201,9 +201,9 @@ costs.scaleAlpha = function(scale) {
 #' @param costs The cost structure to be displayed in a concise table style.
 #' @export
 costsDisplayTable = function(costs) {
-  costtable = as.data.frame.table(setInsuranceValuesLabels(costs) )
-  colnames(costtable) = c("Kostenart", "Basis", "Periode", "Kostensatz");
-  costtable[costtable[,"Kostensatz"] != 0.0000,]
+    costtable = as.data.frame.table(setInsuranceValuesLabels(costs) )
+    colnames(costtable) = c("Kostenart", "Basis", "Periode", "Kostensatz");
+    costtable[costtable[,"Kostensatz"] != 0.0000,]
 }
 
 

R/InsuranceTarif.R

@@ -1478,7 +1478,7 @@ InsuranceTarif = R6Class(
     #'
     #' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
     #' @param ... Additional parameters for the profit participation calculation, passed
-    #'            through to the profit participation scheme's \href{../../LifeInsuranceContracts/html/ProfitParticipation.html#method-getProfitParticipation}{\code{ProfitParticipation$getProfitParticipation()}}
+    #'            through to the profit participation scheme's \href{../../LifeInsureR/html/ProfitParticipation.html#method-getProfitParticipation}{\code{ProfitParticipation$getProfitParticipation()}}
     calculateProfitParticipation = function(params, ...) {
       if (getOption('LIC.debug.calculateProfitParticipation', FALSE)) {
         browser();

R/contractGrid.R

@@ -23,7 +23,7 @@
 #' The \code{axes} list describing the parameters changing along the axes of the
 #' resulting grid is internally expanded with [expand.grid()]. The resulting flat
 #' list of parameter (together with the fixed parameters passed as \code{...})
-#' is then passed to the \ifelse{html}{\href{../../LifeInsuranceContracts/html/InsuranceContract.html#method-new}{\code{InsuranceContract$new()}}}{\code{InsuranceContract$new()()}} call to create the corresponding
+#' is then passed to the \ifelse{html}{\href{../../LifeInsureR/html/InsuranceContract.html#method-new}{\code{InsuranceContract$new()}}}{\code{InsuranceContract$new()()}} call to create the corresponding
 #' contract object.
 #'
 #' To create the human-readable row-/columnnames of the resulting array,
@@ -36,7 +36,7 @@
 #' @param axes List of paramters spanning the dimensions of the grid.
 #' @param YOB optional year of bith. If missing, the \code{observationYear} and the contract's age
 #' @param observationYear The observation year, for which the grid shall be calculated. If given, the YOB is calculated from it, otherwise the contract's YOB is used
-#' @param ... In \code{contractGrid}: Additional parameters to be passed to \ifelse{html}{\href{../../LifeInsuranceContracts/html/InsuranceContract.html#method-new}{\code{InsuranceContract$new()}}}{\code{InsuranceContract$new()()}}; In \code{contractGridPremium}: Additional parameters to be passed to \code{contractGrid}.
+#' @param ... In \code{contractGrid}: Additional parameters to be passed to \ifelse{html}{\href{../../LifeInsureR/html/InsuranceContract.html#method-new}{\code{InsuranceContract$new()}}}{\code{InsuranceContract$new()()}}; In \code{contractGridPremium}: Additional parameters to be passed to \code{contractGrid}.
 #
 # Params of the contractGridPreimium function:
 #' @param contractGrid (optional) existing contract grid from which to derive

R/create_LIC_project.R → R/create_LIR_project.R

@@ -4,7 +4,7 @@
 #     https://blog.devgenius.io/make-your-own-rstudio-project-template-1f77c4888e79
 # and heavily modified
 
-create_LIC_project <- function(path, ...) {
+create_LIR_project <- function(path, ...) {
     dots <- list(...)
     CompanyName = dots$Company
 
@@ -21,10 +21,10 @@ create_LIC_project <- function(path, ...) {
 
     LIC.src <- function (..., lib.loc = NULL, mustWork = FALSE){
         system.file("rstudio", "templates", "project", ...,
-                    package = "LifeInsuranceContracts",
+                    package = "LifeInsureR",
                     lib.loc = lib.loc, mustWork = mustWork)
     }
-    from <- LIC.src("LifeInsuranceContracts")
+    from <- LIC.src("LifeInsureR")
     fs::dir_copy(path = from, new_path = path, overwrite = TRUE)
 
 

R/exportInsuranceContractExample.R

@@ -10,10 +10,10 @@ NULL
 #' required by the Austrian regulation).
 #'
 #' Three output files are generated:
-#'   - {DATE}_{TARIFF}_Example.xlsx: Full history/timeseries
-#'   - {DATE}_{TARIFF}_Example_PremiumWaiver_t10.xlsx: Full history/timeseries
+#'   - \{DATE\}_\{TARIFF\}_Example.xlsx: Full history/timeseries
+#'   - \{DATE\}_\{TARIFF\}_Example_PremiumWaiver_t10.xlsx: Full history/timeseries
 #'                 after a premium waiver at the given time \code{prf}
-#'   - {DATE}_{TARIFF}_Examples_VmGlg.txt: Example calculation required for the
+#'   - \{DATE\}_\{TARIFF\}_Examples_VmGlg.txt: Example calculation required for the
 #'                 Austrian regulation (LV-VMGLV)
 #'
 #' @param contract The \code{\link{InsuranceContract}} object to be exported

README.md

-# The *LifeInsuranceContracts* Package For Traditional Life Insurance with Guarantee and Profit Participation
+# The *LifeInsureR* Package For Traditional Life Insurance with Guarantee and Profit Participation
 R package implementing general life insurance contracts
 
 This package R6 classes to model traditional life insurance

inst/Beispiele/Example_Endowment.R

-library(LifeInsuranceContracts)
+library(LifeInsureR)
 library(MortalityTables)
 library(lubridate)
 mortalityTables.load("Austria_Census")

inst/Beispiele/Example_WholeLife_L71-U.R

 library(magrittr)
 library(MortalityTables)
-library(LifeInsuranceContracts)
+library(LifeInsureR)
 mortalityTables.load("Austria_Census")
 
 Tarif.L71U = InsuranceTarif$new(

inst/Beispiele/examples.R

+library(MortalityTables)
+library(LifeInsureR)
+mortalityTables.load("Austria_Census")
+mortalityTables.load("Austria_Annuities_AVOe2005R")
+# Costs: 4% acquisition, where 2.5% are zillmered, 5\% of each premium as beta costs,
+#        1%o acquisition costs of the sum insured over the whole contract period
+example.Costs = initializeCosts(
+    alpha = 0.04, Zillmer = 0.025,
+    beta = 0.05,
+    gamma.contract = 0.001, gamma.paidUp = 0.001
+)
+example.Surrender = function(surrenderReserve, params, values) {
+    n = params$ContractData$policyPeriod
+    # Surrender Penalty is 10% at the beginning and decreases linearly to 0%
+    surrenderReserve * (0.9 + 0.1 * (0:n)/n)
+}
+
+
+Tarif.Endowment = InsuranceTarif$new(
+    name = "Example Tariff - Endowment",
+    type = "endowment",
+    tarif = "EN1",
+    desc = "An endowment with regular premiums",
+
+    mortalityTable = mort.AT.census.2011.unisex,
+    i = 0.005,
+    costs = example.Costs,
+    unitcosts = 10,
+    tax = 0.04,         # 4% insurance tax
+    surrenderValueCalculation = example.Surrender
+)
+
+Tarif.Life = InsuranceTarif$new(
+    name = "Example Tariff - Whole/Term Life",
+    type = "wholelife",
+    tarif = "Life1",
+    desc = "A whole or term life insurance with regular premiums",
+
+    mortalityTable = mort.AT.census.2011.unisex,
+    i = 0.005,
+    costs = example.Costs,
+    unitcosts = 10,
+    tax = 0.04,         # 4% insurance tax
+    surrenderValueCalculation = example.Surrender
+)
+
+Tarif.ImmAnnuity = InsuranceTarif$new(
+    name = "Example Tariff - Immediate Annuity",
+    type = "annuity",
+    tarif = "Ann1",
+    desc = "An annuity with single-premium",
+    premiumPeriod = 1,
+
+    mortalityTable = AVOe2005R.unisex,
+    i = 0.005,
+    costs = example.Costs,
+    tax = 0.04         # 4% insurance tax
+)
+
+
+# Premium periods and deferral periods can also be given as a function of other
+# contract parameters (like the age at contract inception, etc.)
+Tarif.DefAnnuity = InsuranceTarif$new(
+    name = "Example Tariff - Deferred Annuity",
+    type = "annuity",
+    tarif = "Life1",
+    desc = "A deferred annuity (life-long payments start at age 65) with reg. premiums",
+
+    contractPeriod = function(params, values) { 120 - params$ContractData$age},
+    deferralPeriod = function(params, values) { 65 - params$ContractData$age},
+    premiumPeriod = function(params, values) { 65 - params$ContractData$age},
+
+    mortalityTable = AVOe2005R.unisex,
+    i = 0.005,
+    costs = example.Costs,
+    tax = 0.04,         # 4% insurance tax
+    surrenderValueCalculation = example.Surrender
+)
+
+# An example dread-disease tariff, morbidity is assumed linearly increasing with age
+ddTable = mortalityTable.period(name = "Linear dread-disease table",
+                                ages = 0:100, deathProbs = 0:100/500)
+Tarif.DreadDisease = InsuranceTarif$new(
+    name = "Example Tariff - Dread-Disease",
+    type = "dread-disease",
+    tarif = "DD1",
+    desc = "A dread disease insurance with a lump-sum payment upon diagnosis",
+
+    sumInsured = 50000,
+    mortalityTable = mort.AT.census.2011.unisex,
+    invalidityTable = ddTable,
+    i = 0.005,
+    costs = example.Costs,
+    unitcosts = 10,
+    tax = 0.04,         # 4% insurance tax
+    surrenderValueCalculation = example.Surrender
+)
+
+
+Tarif.PureEnd = InsuranceTarif$new(
+    name = "Example Tariff - Pure Endowment",
+    type = "pureendowment",
+    tarif = "PE1-RP",
+    desc = "A pure endowment with regular premiums (standard tariff)",
+
+    mortalityTable = mort.AT.census.2011.unisex,
+    i = 0.005,
+    # Costs: 4% acquisition, where 2.5% are zillmered, 5\% of each premium as beta costs,
+    #        1%o administration costs of the sum insured over the whole contract period
+    costs = initializeCosts(alpha = 0.04, Zillmer = 0.025, beta = 0.05, gamma.contract = 0.001, gamma.paidUp = 0.001),
+    unitcosts = 10,
+
+    # Yearly premiums get no surcharge, monthly premiums add +4%
+    premiumFrequencyLoading = list("1" = 0, "2" = 0, "4" = 0, "12" = 0.04),
+    premiumRefund = 1,  # Full gross premium refund upon death
+    tax = 0.04,         # 4% insurance tas
+
+    surrenderValueCalculation = function(surrenderReserve, params, values) {
+        n = params$ContractData$policyPeriod
+        # Surrender Penalty is 10% at the beginning and decreases linearly to 0%
+        surrenderReserve * (0.9 + 0.1 * (0:n)/n)
+    }
+)
+
+
+contract.PureEnd = InsuranceContract$new(
+    Tarif.PureEnd,
+    age = 50, policyPeriod = 20,
+    premiumFrequency = 2,
+    sumInsured = 100000,
+    initialCapital = 50000,
+    contractClosing = as.Date("2020-10-01"),
+    balanceSheetDate = as.Date("2020-09-30")
+)
+
+contract.PureEnd$Values$cashFlows
+contract.PureEnd$Values$premiums
+contract.PureEnd$Values$reservesBalanceSheet
+
+exportInsuranceContract.xlsx(contract.PureEnd, "test.xlsx")
+openxlsx::openXL("text.xlsx")

inst/rstudio/templates/project/LifeInsuranceContracts/tests/testthat.R

-library(testthat)
-library(LifeInsuranceContractsXXXCOMPANYXXX)
-
-test_check("LifeInsuranceContractsXXXCOMPANYXXX")

inst/rstudio/templates/project/LifeInsuranceContracts.dcf → inst/rstudio/templates/project/LifeInsureR.dcf

-Binding: create_LIC_project
-Title: LifeInsuranceContracts Implementation
-Subtitle: Company-specific product definitions using the LifeInsuranceContracts package
+Binding: create_LIR_project
+Title: LifeInsureR Implementation
+Subtitle: Company-specific product definitions using the LifeInsureR package
 OpenFiles: RechnungGesamtbestand.R
-Caption: Company-specific LifeInsuranceContracts product implementation
+Caption: Company-specific LifeInsureR product implementation
 
 Parameter: Company
 Widget: TextInput

inst/rstudio/templates/project/LifeInsuranceContracts/DESCRIPTION → inst/rstudio/templates/project/LifeInsureR/DESCRIPTION

-Package: LifeInsuranceContractsXXXCOMPANYXXX
+Package: LifeInsureRXXXCOMPANYXXX
 Type: Package
-Title: LifeInsuranceContract Implementation for XXXCOMPANYXXX
+Title: LifeInsureR Implementation for XXXCOMPANYXXX
 Version: 0.1
 Date: 2023-12-31
 Description: Implementation of XXXCOMPANYXXX life insurance products.
@@ -10,7 +10,7 @@ Authors@R: c(person("Firstname", "Lastname", role = c("aut", "cre"),
 Author: Firstname Lastname [aut, cre]
 Maintainer: Firstname Lastname <email@example.com>
 Depends: R (>= 3.1.0), 
-    LifeInsuranceContracts, 
+    LifeInsureR, 
     MortalityTables,
     here
 Encoding: UTF-8