From 8bdad999f437792fdc484fc7213e6460a880d35d Mon Sep 17 00:00:00 2001
From: Reinhold Kainhofer <reinhold@kainhofer.com>
Date: Fri, 29 Apr 2016 01:14:06 +0200
Subject: [PATCH] Implement premium waiver (i.e. premium-free sum insured,
calculated from the surrender value)
---
R/InsuranceTarif.R | 28 ++++------------------------
1 file changed, 4 insertions(+), 24 deletions(-)
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index 8484e1c..d0ab2af 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -217,7 +217,7 @@ InsuranceTarif = R6Class(
premiumFrequencyCorrection = correctionPaymentFrequency(m = premiumFrequency, i = self$i, order = self$premiumFrequencyOrder);
pvRefund = calculatePVDeath (q, cashflows$death_GrossPremium, v=self$v);
- pvRefundPast = calculatePVDeath (q, cashflows$death_Refund_past, v=self$v) * cashflows[,"death_GrossPremium"];
+ pvRefundPast = calculatePVDeath (q, cashflows$death_Refund_past, v=self$v) * (cashflows[,"death_GrossPremium"]-cashflows[,"premiums_advance"]);
pv = cbind(
premiums = calculatePVSurvival (q, cashflows$premiums_advance, cashflows$premiums_arrears, m=premiumFrequency, mCorrection=premiumFrequencyCorrection, v=self$v),
@@ -479,33 +479,13 @@ InsuranceTarif = R6Class(
# Calculate new sum insured after premium waiver
Storno = 0; # TODO: Implement storno costs
- newSI = (resReduction - presentValues[,"death_Refund_past"] * (1+self$loadings$security) - c(Storno)) / (presentValues[, "benefits"] * (1+self$loadings$security) + presentValues[, "gamma_nopremiums"]) * sumInsured;
-# str(newSI);
-
- zaehler=(resReduction - presentValues[,"death_Refund_past"] * (1+self$loadings$security) - c(Storno));
- nenner=(presentValues[, "benefits"] * (1+self$loadings$security) + presentValues[, "gamma_nopremiums"]) / sumInsured;
-
- # str(resReduction);
- # str(presentValues[,"death_Refund_past"] * cashflows$death_GrossPremium * (1+self$loadings$security) * premiums[["gross"]]);
- # str(presentValues[,"death_Refund_past"]);
- # str(cashflows$death_GrossPremium * (1+self$loadings$security) * premiums[["gross"]]);
- str(cashflows$death_GrossPremium);
- str(cashflows);
- str((1+self$loadings$security));
- str(premiums[["gross"]]);
- # str(presentValues[, "benefits"] * (1+self$loadings$security) + presentValues[, "gamma_nopremiums"]);
-
-
-
- # res.premiumfree =
- # res.gamma.premiumfree =
+ newSI = (surrenderValue - presentValues[,"death_Refund_past"] * (1+self$loadings$security) - c(Storno)) /
+ (presentValues[, "benefits"] * (1+self$loadings$security) + presentValues[, "gamma_nopremiums"]) * sumInsured;
cbind(res,
"PremiumsPaid"=Reduce("+", cashflows$premiums_advance, accumulate = TRUE),
"Surrender"=surrenderValue,
- "PremiumFreeSumInsured" = newSI,
- "RedWert_Zaehler" = zaehler,
- "RedWert_Nenner" = nenner
+ "PremiumFreeSumInsured" = newSI
)
},
--
GitLab