Add the cost present values (absolute value, i.e. multiplied by the premiums...

Add the cost present values (absolute value, i.e. multiplied by the premiums and premium sum where applicable) to the present values vector for later use.

This also fixes the net reserves calculation

R/InsuranceContract.R

@@ -340,7 +340,7 @@ InsuranceContract = R6Class(
 
     # Add total benefits present value to the PV array. This can only be done after premium calculation, because e.g. premium refund depends on gross premium!
     calculatePresentValuesAllBenefits = function() {
-      pvAllBenefits = self$tarif$presentValueBenefits(presentValues = self$presentValues, premiums = self$premiums, sumInsured = self$sumInsured );
+      pvAllBenefits = self$tarif$presentValueBenefits(presentValues = self$presentValues, presentValuesCosts = self$presentValuesCosts, premiums = self$premiums, sumInsured = self$sumInsured, premiumSum = self$premiumSum );
       self$presentValues = cbind(self$presentValues, pvAllBenefits)
       self$presentValues
     },
@@ -354,7 +354,7 @@ InsuranceContract = R6Class(
     },
 
     calculateReserves = function() {
-      self$reserves = self$tarif$reserveCalculation(premiums=self$premiums, pvBenefits=self$presentValues, pvCosts=self$presentValuesCosts, sumInsured=self$sumInsured, loadings = self$loadings);
+      self$reserves = self$tarif$reserveCalculation(premiums=self$premiums, pvBenefits=self$presentValues, pvCosts=self$presentValuesCosts, sumInsured=self$sumInsured, premiumSum = self$premiumSum, loadings = self$loadings);
     },
 
     premiumAnalysis = function() {

R/InsuranceTarif.R

@@ -248,12 +248,24 @@ InsuranceTarif = R6Class(
       dimnames(res) = list(nm[[1]], colnames)
       res
     },
-    presentValueBenefits = function(presentValues, premiums, sumInsured=1) {
+    presentValueBenefits = function(presentValues, presentValuesCosts, premiums, sumInsured=1, premiumSum=0) {
+      refundAddon = self$premiumRefundLoading;
+      # TODO: Here we don't use the securityLoading parameter => Shall it be used or are these values to be understood without additional security loading?
       benefits.unit    = presentValues[,"survival"] + presentValues[,"death_SumInsured"];
       benefits         = benefits.unit * sumInsured;
-      allBenefits.unit = presentValues[,"survival"] + presentValues[,"death_SumInsured"] + presentValues[,"death_GrossPremium"] * premiums[["unit.gross"]];
+      allBenefits.unit = presentValues[,"survival"] + presentValues[,"death_SumInsured"] + presentValues[,"death_GrossPremium"] * premiums[["unit.gross"]] * (1+refundAddon);
       allBenefits      = allBenefits.unit * sumInsured;
-      cbind(benefits.unit=benefits.unit, benefits=benefits, allBenefits.unit=allBenefits.unit, allBenefits=allBenefits)
+
+      benefitsCosts = presentValuesCosts[,,"SumInsured"]*sumInsured +
+        presentValuesCosts[,,"SumPremiums"] * premiumSum * premiums[["gross"]] +
+        presentValuesCosts[,,"GrossPremium"] * premiums[["gross"]];
+
+      cbind(
+        benefits.unit=benefits.unit,
+        benefits=benefits,
+        allBenefits.unit=allBenefits.unit,
+        allBenefits=allBenefits,
+        benefitsCosts)
     },
 
     getPremiumCoefficients = function(type="gross", coeffBenefits, coeffCosts, ...,
@@ -365,15 +377,21 @@ InsuranceTarif = R6Class(
       list("premiums"=premiums, "coefficients"=coefficients)
     },
 
-    reserveCalculation = function (premiums, pvBenefits, pvCosts, sumInsured=1, ...) {
+    reserveCalculation = function (premiums, pvBenefits, pvCosts, sumInsured=1, premiumSum=0, ...) {
       resNet = pvBenefits[,"allBenefits"]*(1+self$loadings$security) - premiums[["net"]] * pvBenefits[,"premiums"];
-      resZ = pvBenefits[,"allBenefits"]*(1+self$loadings$security) - premiums[["Zillmer"]] * pvBenefits[,"premiums"];
+      BWLminBWP = pvBenefits[,"allBenefits"]*(1+self$loadings$security) - premiums[["net"]] * pvBenefits[,"premiums"];
+      BWZcorr = pvBenefits["0","Zillmer"]/pvBenefits["0", "premiums"]*pvBenefits[,"premiums"];
+      # resZ = pvBenefits[,"allBenefits"]*(1+self$loadings$security) - premiums[["net"]] * pvBenefits[,"premiums"] - pvCosts["0", "Zillmer", "SumInsured"]*premiumSum/pvBenefits["0", "premiums"]*pvBenefits[,"premiums"];
+      resZ=BWLminBWP - BWZcorr;
+
+        #premiums[["Zillmer"]] * pvBenefits[,"premiums"];
       res.gamma    = (pvCosts[,"gamma", "SumInsured"] - pvCosts["0", "gamma", "SumInsured"]/pvBenefits["0", "premiums"]*pvBenefits[,"premiums"])*sumInsured;
+      res.gamma.alt = pvBenefits[,"gamma"] - pvBenefits["0", "gamma"]/pvBenefits["0", "premiums"]*pvBenefits[,"premiums"]
 
       # res.premiumfree =
       # res.gamma.premiumfree =
 
-      res = cbind("net"=resNet, "Zillmer"=resZ, "gamma"=res.gamma#, "Reserve.premiumfree"=res.premiumfree, "Reserve.gamma.premiumfree"=res.gamma.premiumfree);
+      res = cbind("net"=resNet, "BWLminBWP"=BWLminBWP, "BWZcorr"= BWZcorr, "Zillmer"=resZ, "gamma"=res.gamma, "gamma.alt"=res.gamma.alt#, "Reserve.premiumfree"=res.premiumfree, "Reserve.gamma.premiumfree"=res.gamma.premiumfree);
       );
       rownames(res) <- rownames(pvBenefits);
       res