Implement German Annuity Tables

inst/extdata/ValuationTables_Germany_Annuities_DAV2004R.R

+stopifnot(require(methods), require(utils), require(ValuationTables))
+
+
+###############################################################################
+# DAV 2004R exact (Male, Female)
+###############################################################################
+
+DAV2004R.data.basistafeln = utils::read.csv(
+    system.file("extdata",
+                "Germany_Annuities_DAV2004R.csv",
+                package = "ValuationTables"),
+    col.names = c("age",
+                  "qxSel2Ord", "qySel2Ord", "qxAgg2Ord", "qyAgg2Ord",
+                  "qxSelBestand", "qySelBestand", "qxAggBestand", "qyAggBestand",
+                  "qxSel", "qySel", "qxAgg", "qyAgg"),
+    row.names = NULL,
+    skip = 3)
+
+
+DAV2004R.data.trend = utils::read.csv(
+    system.file("extdata",
+                "Germany_Annuities_DAV2004R_Trends.csv",
+                package = "ValuationTables"),
+    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"),
+    row.names = NULL,
+    skip = 3)
+
+
+DAV2004R.data.select = utils::read.csv(
+    system.file("extdata",
+                "Germany_Annuities_DAV2004R_Select.csv",
+                package = "ValuationTables"),
+    col.names = c("year", "SelectMale", "SelectFemale"),
+    row.names = NULL,
+    skip = 2)
+
+
+DAV2004R.data.av.grundtafeln = utils::read.csv(
+    system.file("extdata",
+                "Germany_Annuities_DAV2004R_AVBase.csv",
+                package = "ValuationTables"),
+    col.names = c("age",
+                  "qxBestand", "qyBestand",
+                  "qxB20", "qyB20",
+                  "qx1Ord", "qy1Ord"),
+    row.names = NULL,
+    skip = 2)
+
+
+DAV2004R.data.av = utils::read.csv(
+    system.file("extdata",
+                "Germany_Annuities_DAV2004R_AV.csv",
+                package = "ValuationTables"),
+    col.names = c("YOB", "shiftMBestand", "shiftFBestand",
+                  "shiftMB20", "shiftFB20",
+                  "shiftM1Ord", "shiftF1Ord"),
+    row.names = 1,
+    skip = 1)
+
+
+# colnames(DAV2004R.data.basistafeln)
+# colnames(DAV2004R.data.trend)
+
+DAV2004R.male = valuationTable.trendProjection(
+    name = "DAV 2004R male, aggregate, loaded",
+    ages = DAV2004R.data.basistafeln$age,
+    baseYear = 1999,
+    deathProbs = DAV2004R.data.basistafeln$qxAgg,
+    trend = DAV2004R.data.trend$trend1Ord.male
+);
+
+DAV2004R.female = valuationTable.trendProjection(
+    name = "DAV 2004R female, aggregate, loaded",
+    ages = DAV2004R.data.basistafeln$age,
+    baseYear = 1999,
+    deathProbs = DAV2004R.data.basistafeln$qyAgg,
+    trend = DAV2004R.data.trend$trend1Ord.female
+)
+
+
+DAV2004R.male.2Ord = valuationTable.trendProjection(
+    name = "DAV 2004R male, aggregate, unloaded, no trend dampening",
+    ages = DAV2004R.data.basistafeln$age,
+    baseYear = 1999,
+    deathProbs = DAV2004R.data.basistafeln$qxAgg,
+    trend = DAV2004R.data.trend$trend2Ord.male.start
+);
+
+DAV2004R.female.2Ord = valuationTable.trendProjection(
+    name = "DAV 2004R female, aggregate, unloaded, no trend dampening",
+    ages = DAV2004R.data.basistafeln$age,
+    baseYear = 1999,
+    deathProbs = DAV2004R.data.basistafeln$qyAgg,
+    trend = DAV2004R.data.trend$trend2Ord.female.start
+)
+
+
+
+DAV2004R.male.av = valuationTable.ageShift(
+    name = "DAV 2004R male, age-shifted, aggregate, loaded",
+    ages = DAV2004R.data.av.grundtafeln$age,
+    deathProbs = DAV2004R.data.av.grundtafeln$qx1Ord,
+    ageShifts = DAV2004R.data.av["shiftM1Ord"]
+);
+DAV2004R.female.av = valuationTable.ageShift(
+    name = "DAV 2004R female, age-shifted, aggregate, loaded",
+    ages = DAV2004R.data.av.grundtafeln$age,
+    deathProbs = DAV2004R.data.av.grundtafeln$qy1Ord,
+    ageShifts = DAV2004R.data.av["shiftF1Ord"]
+)
+
+DAV2004R.male.av.2Ord = valuationTable.ageShift(
+    name = "DAV 2004R male, age-shifted, aggregate, unloaded, no trend dampening",
+    ages = DAV2004R.data.av.grundtafeln$age,
+    deathProbs = DAV2004R.data.av.grundtafeln$qxBestand,
+    ageShifts = DAV2004R.data.av["shiftMBestand"]
+);
+DAV2004R.female.av.2Ord = valuationTable.ageShift(
+    name = "DAV 2004R female, age-shifted, aggregate, unloaded, no trend dampening",
+    ages = DAV2004R.data.av.grundtafeln$age,
+    deathProbs = DAV2004R.data.av.grundtafeln$qyBestand,
+    ageShifts = DAV2004R.data.av["shiftFBestand"]
+)
+
+
+rm(DAV2004R.data.basistafeln,
+   DAV2004R.data.trend,
+   DAV2004R.data.select,
+   DAV2004R.data.av.grundtafeln,
+   DAV2004R.data.av)
+

inst/extdata/ValuationTables_Germany_Endowments_DAV2008T.R

@@ -31,8 +31,7 @@ DAV2008T.data = utils::read.csv(
                   "", "", "", "",
                   "qy2", "qy2NR", "qy2R",  # female 2nd order
                   "qy1", "qy1NR", "qy1R"), # female 1st order
-    skip = 1);
-
+    skip = 4);
 
 ### DAV 2008T Aggregat (smoker+non-smoker combined)
 DAV2008T.male = valuationTable.period(
@@ -100,3 +99,11 @@ DAV2008T.female.nonsmoker.2Ord = valuationTable.period(
   deathProbs = DAV2008T.data$qy2NR)
 
 rm(DAV2008T.data)
+
+
+# plotValuationTables(DAV1994T.male, DAV2008T.male, DAV2008T.male.smoker, DAV2008T.male.nonsmoker, DAV2008T.male.2Ord, DAV2008T.male.smoker.2Ord, DAV2008T.male.nonsmoker.2Ord, legend.position = c(1, 0), title = "DAV 2008T Vergleich Raucher-Nichtraucher")
+#
+# plotValuationTables(DAV1994T.male, DAV2008T.male.2Ord, DAV2008T.male.smoker.2Ord, DAV2008T.male.nonsmoker.2Ord, legend.position = c(1, 0), title = "DAV 2008T Vergleich Raucher-Nichtraucher")
+#
+# plotValuationTableComparisons(DAV1994T.male, DAV2008T.male.2Ord, DAV2008T.male.smoker.2Ord, DAV2008T.male.nonsmoker.2Ord, legend.position = c(1, 0), title = "DAV 2008T Vergleich Raucher-Nichtraucher", reference = DAV2008T.male.2Ord, ylim=c(.5,2))
+

man/ages.Rd

@@ -3,6 +3,8 @@
 \docType{methods}
 \name{ages}
 \alias{ages}
+\alias{ages,valuationTable.joined-method}
+\alias{ages,valuationTable.mixed-method}
 \alias{ages,valuationTable.observed-method}
 \alias{ages,valuationTable.period-method}
 \title{Return the defined ages of the life table}
@@ -11,6 +13,10 @@ ages(object, ...)
 
 \S4method{ages}{valuationTable.period}(object, ...)
 
+\S4method{ages}{valuationTable.mixed}(object, ...)
+
+\S4method{ages}{valuationTable.joined}(object, ...)
+
 \S4method{ages}{valuationTable.observed}(object, ...)
 }
 \arguments{
@@ -23,8 +29,12 @@ Return the defined ages of the life table
 }
 \section{Methods (by class)}{
 \itemize{
-\item \code{valuationTable.period}: Return the defined ages of the life table
+\item \code{valuationTable.period}: Return the defined ages of the period life table
+
+\item \code{valuationTable.mixed}: Return the defined ages of the mixed life table
+
+\item \code{valuationTable.joined}: Return the defined ages of the joined life table
 
-\item \code{valuationTable.observed}: Return the defined ages of the life table
+\item \code{valuationTable.observed}: Return the defined ages of the observed life table
 }}
 

man/valuationTables.list.Rd

@@ -5,7 +5,10 @@
 \title{List all available sets of life tables provided by the \link[ValuationTables]{ValuationTables-package} package
 An existing life table can then be loaded with \link{valuationTables.load}.}
 \usage{
-valuationTables.list()
+valuationTables.list(pattern = "*")
+}
+\arguments{
+\item{pattern}{Restrict the results only to life table sets that match the pattern (default: "*" to show all sets)}
 }
 \description{
 List all available sets of life tables provided by the \link[ValuationTables]{ValuationTables-package} package

man/valuationTables.load.Rd

@@ -4,10 +4,14 @@
 \alias{valuationTables.load}
 \title{Load a named set of life tables provided by the \link{ValuationTables} package}
 \usage{
-valuationTables.load(dataset)
+valuationTables.load(dataset, wildcard = FALSE)
 }
 \arguments{
-\item{dataset}{The set of life tables to be loaded. A list of all available data sets is provided by the}
+\item{dataset}{The set of life tables to be loaded. A list of all available
+data sets is provided by the}
+
+\item{wildcard}{Whether the dataset name contains wildcard. If TRUE, all
+datasets matching the pattern will be loaded}
 }
 \description{
 Load a named set of life tables provided by the \link{ValuationTables} package