diff --git a/R/HelperFunctions.R b/R/HelperFunctions.R
index 680fa0d6b51d3f204c9b3cbf02034cd4c535206c..f825d40e9a9b6ebde2d1abf81ed78091b0ae3bcc 100644
--- a/R/HelperFunctions.R
+++ b/R/HelperFunctions.R
@@ -55,6 +55,9 @@ calculatePVDeath = function(q, benefits, ..., v=1) {
res[1:l]
}
+getSavingsPremium = function(reserves, v=1) {
+ pad0(reserves[-1], length(reserves))*v - reserves
+}
correctionPaymentFrequency = function(m = 1, i = self$i, order = 0) {
# 0th-order approximation
diff --git a/R/InsuranceContract.R b/R/InsuranceContract.R
index 07dc9df0d315c9bddd88565f63737f5b2716dba3..2858e22fe4607c1d5fbb8c2ceee238835c32ecca 100644
--- a/R/InsuranceContract.R
+++ b/R/InsuranceContract.R
@@ -1,3 +1,6 @@
+library(R6)
+library(openxlsx);
+# require(xlsx)
InsuranceContract = R6Class(
"InsuranceContract",
@@ -35,6 +38,8 @@ InsuranceContract = R6Class(
premiums = NA,
reserves = NA,
+ premiumComposition = NA,
+
#### The code:
@@ -49,8 +54,8 @@ InsuranceContract = R6Class(
self$tarif = tarif;
self$age = age;
self$policyPeriod = policyPeriod;
- if (missing(premiumPeriod) && !is.na(self$tarif$premiumPeriod)) {
- self$premiumPeriod = self$tarif$premiumPeriod;
+ if (missing(premiumPeriod) && !is.na(self$tarif$defaultPremiumPeriod)) {
+ self$premiumPeriod = self$tarif$defaultPremiumPeriod;
} else {
self$premiumPeriod = premiumPeriod;
}
@@ -74,6 +79,171 @@ InsuranceContract = R6Class(
self$calculatePremiums();
self$calculatePresentValuesAllBenefits();
self$calculateReserves();
+ self$premiumAnalysis();
+
+ },
+
+ exportExcel.new = function(filename) {
+ crow=1;
+ nrrows = dim(self$cashFlows)[[1]]; # Some vectors are longer (e.g. qx), so determine the max nr or rows
+
+ wb = openxlsx::createWorkbook();
+ addWorksheet(wb, "Tarifinformationen");
+ addWorksheet(wb, "Reserven");
+ addWorksheet(wb, "Barwerte");
+ addWorksheet(wb, "Cash-Flows");
+
+ # Print out general Contract and Tariff information, including results
+ crow = 1;
+ writeData(wb, "Tarifinformationen", matrix(c(
+ "Tarif:", self$tarif$tarif,
+ "Tarifname:", self$tarif$name,
+ "Description:", self$tarif$desc
+ ), 3, 2, byrow = TRUE), startCol=1, startRow=1, colNames=FALSE, rowNames=FALSE,
+ borders = "all");
+ mergeCells(wb, "Tarifinformationen", cols=2:10, rows=1);
+ mergeCells(wb, "Tarifinformationen", cols=2:10, rows=2);
+ mergeCells(wb, "Tarifinformationen", cols=2:10, rows=3);
+
+ crow = crow+4;
+
+ # Basic parameters
+ values=c(
+ "Sum insured"=self$sumInsured,
+ "Mortality table"=self$tarif$mortalityTable@name,
+ "YOB"=self$YOB,
+ "Age"=self$age,
+ "Policy duration"=self$policyPeriod,
+ "Premium period"=self$premiumPeriod,
+ "Deferral"=self$deferral,
+ "Guaranteed payments"=self$guaranteed,
+ i=self$tarif$i);
+
+ writeData(wb, "Tarifinformationen", "Basisdaten des Vertrags und Tarifs", startCol=1, startRow=crow);
+ mergeCells(wb, "Tarifinformationen", cols=1:length(values), rows=crow:crow);
+ writeDataTable(wb, "Tarifinformationen", as.data.frame(t(values)),
+ startCol=1, startRow=crow+1, colNames=TRUE, rowNames=FALSE,
+ tableStyle="TableStyleMedium3", withFilter = FALSE);
+ crow = crow + 4;
+
+ # Premiums
+ writeData(wb, "Tarifinformationen", "Prämien", startCol=1, startRow=crow);
+ mergeCells(wb, "Tarifinformationen", cols=1:length(self$premiums), rows=crow:crow);
+ writeDataTable(wb, "Tarifinformationen", as.data.frame(t(self$premiums)),
+ startCol=1, startRow=crow+1, colNames=TRUE, rowNames=FALSE,
+ tableStyle="TableStyleMedium3", withFilter = FALSE);
+ crow = crow + 4;
+
+
+ ################################################
+ # Print out Reserves and premium decomposition
+ ################################################
+
+ # Age, death and survival probabilities
+ ccol = 1;
+ writeDataTable(wb, "Reserven", self$transitionProbabilities[1:nrrows,],
+ startRow=3, startCol = ccol, colNames = TRUE, rowNames = TRUE,
+ tableStyle = "TableStyleMedium3", withFilter = FALSE);
+ ccol = ccol + dim(self$transitionProbabilities)[[2]] + 2;
+
+ writeDataTable(wb, "Reserven", as.data.frame(self$reserves), startRow=3,
+ startCol=ccol, colNames=TRUE, rowNames=FALSE, tableStyle="TableStyleMedium3",
+ tableName="Reserves", withFilter = FALSE)
+ ccol = ccol + dim(self$reserves)[[2]] + 1;
+
+ writeDataTable(wb, "Reserven", as.data.frame(self$premiumComposition), startRow=3,
+ startCol=ccol, colNames=TRUE, rowNames=FALSE, tableStyle="TableStyleMedium3",
+ tableName="Premium_Decomposition", withFilter = FALSE)
+ ccol = ccol + dim(self$premiumComposition)[[2]] + 1;
+
+
+
+ ################################################
+ # Print out present values
+ ################################################
+
+ # Age, death and survival probabilities
+ ccol = 1;
+ writeDataTable(wb, "Barwerte", self$transitionProbabilities[1:nrrows,],
+ startRow=3, startCol = ccol, colNames = TRUE, rowNames = TRUE,
+ tableStyle = "TableStyleMedium3", withFilter = FALSE);
+ ccol = ccol + dim(self$transitionProbabilities)[[2]] + 2;
+
+ writeDataTable(wb, "Barwerte", as.data.frame(self$presentValues), startRow=3,
+ startCol=ccol, colNames=TRUE, rowNames=FALSE, tableStyle="TableStyleMedium3",
+ tableName="PresentValues_Benefits", withFilter = FALSE)
+ ccol = ccol + dim(self$presentValues)[[2]] + 1;
+
+ costPV = as.data.frame(self$tarif$costValuesAsMatrix(self$presentValuesCosts));
+ writeDataTable(wb, "Barwerte", as.data.frame(costPV), startRow=3, startCol=ccol,
+ colNames=TRUE, rowNames=FALSE, tableStyle="TableStyleMedium3",
+ tableName="PresentValues_Costs", withFilter = FALSE)
+ ccol = ccol + dim(costPV)[[2]] + 1;
+
+
+
+ ################################################
+ # Print out cash flows
+ ################################################
+
+ # Age, death and survival probabilities
+ ccol = 1;
+ writeDataTable(wb, "Cash-Flows", self$transitionProbabilities[1:nrrows,],
+ startRow=3, startCol = ccol, colNames = TRUE, rowNames = TRUE,
+ tableStyle = "TableStyleMedium3", withFilter = FALSE);
+ ccol = ccol + dim(self$transitionProbabilities)[[2]] + 2;
+
+ # Benefit Cash Flows
+ writeDataTable(wb, "Cash-Flows", self$cashFlows, startRow=3, startCol=ccol,
+ colNames=TRUE, rowNames=FALSE, tableStyle="TableStyleMedium3",
+ tableName="CashFlows_CBenefots", withFilter = TRUE)
+ ccol = ccol + dim(self$cashFlows)[[2]] + 1;
+
+ # Costs Cash Flows
+ # Age, death and survival probabilities
+ costCF = as.data.frame(self$tarif$costValuesAsMatrix(self$cashFlowsCosts));
+ writeDataTable(wb, "Cash-Flows", costCF, startRow=3, startCol=ccol, colNames=TRUE,
+ rowNames=FALSE, tableStyle="TableStyleMedium3",
+ tableName="CashFlows_Costs", withFilter = TRUE)
+ ccol = ccol + dim(costCF)[[2]] + 1;
+
+
+
+ openxlsx::saveWorkbook(wb, filename, overwrite = TRUE)
+
+
+ # #### Contract
+ # premiumPayments = PaymentTimeEnum("in advance"),
+ # benefitPayments = PaymentTimeEnum("in advance"),
+ # premiumFrequency = 1,
+ # benefitFrequency = 1, # Only for annuities!
+ # loadings = list(), # Allow overriding the tariff-defined loadings (see the InsuranceTariff class for all possible names)
+ # premiumSum = 0,
+ #
+ #
+ # #### TARIF:
+ # tariffType = TariffTypeEnum("wholelife"), # possible values: annuity, wholelife, endowment, pureendowment, terme-fix
+ # premiumFrequencyOrder = 0,
+ # benefitFrequencyOrder = 0,
+ # widowFactor = 0,
+ # premiumRefund = 0,
+ # premiumRefundLoading = 0, # Mindesttodesfallrisiko soll damit erreicht werden, z.B. 105% der einbezahlten Prämien
+ # costs = list(),
+ # benefitFrequencyLoading = list("1" = 0.0, "2" = 0.0, "4" = 0.0, "12" = 0.0), # TODO: Properly implement this
+ # premiumFrequencyLoading = list("1" = 0.0, "2" = 0.0, "4" = 0.0, "12" = 0.0), # TODO: Implement this
+ # loadings = list( # Loadings can also be function(sumInsured, premiums) # TODO: Add other possible arguments
+ # "ongoingAlphaGrossPremium" = 0, # Acquisition cost that increase the gross premium
+ # "tax" = 0.04, # insurance tax, factor on each premium paid
+ # "unitcosts" = 0, # annual unit cost for each policy (Stückkosten), absolute value
+ # "security" = 0, # Additional security loading on all benefit payments, factor on all benefits
+ # "noMedicalExam" = 0, # Loading when no medicial exam is done, % of SumInsured
+ # "noMedicalExamRelative" = 0, # Loading when no medicial exam is done, % of gross premium
+ # "sumRebate" = 0, # gross premium reduction for large premiums, % of SumInsured
+ # "premiumRebate" = 0, # gross premium reduction for large premiums, % of gross premium # TODO
+ # "advanceProfitParticipation" = 0, # Vorweggewinnbeteiligung (%-Satz der Bruttoprämie)
+ # "advanceProfitParticipationInclUnitCost" = 0, # Vorweggewinnbeteiligung (%-Satz der Prämie mit Zu-/Abschlägen, insbesondere nach Stückkosten)
+ # "partnerRebate" = 0 # Partnerrabatt auf Prämie mit Zu-/Abschlägen, wenn mehr als 1 Vertrag gleichzeitig abgeschlossen wird, additiv mit advanceBonusInclUnitCost and premiumRebate
+ # ),
},
@@ -98,7 +268,7 @@ 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$presentValues, premiums = self$premiums, sumInsured = self$sumInsured );
self$presentValues = cbind(self$presentValues, pvAllBenefits)
self$presentValues
},
@@ -112,6 +282,12 @@ InsuranceContract = R6Class(
self$reserves = self$tarif$reserveCalculation(premiums=self$premiums, pvBenefits=self$presentValues, pvCosts=self$presentValuesCosts, sumInsured=self$sumInsured, loadings = self$loadings);
},
+ premiumAnalysis = function() {
+ self$premiumComposition = self$tarif$premiumDecomposition(premiums=self$premiums, reserves=self$reserves, pvBenefits=self$presentValues, pvCosts=self$presentValuesCosts, sumInsured=self$sumInsured);
+ # self$premiums = cbind(self$premiums, premiumComposition)
+ # self$premiums
+ },
+
dummy=NA
)
);
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index 034cdab8b3b1fb4e680a8d641f6e07939a32bc23..984f7c60c8899c4d888fa54525c27a0ed0250267 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -46,7 +46,7 @@ InsuranceTarif = R6Class(
benefitFrequencyOrder = 0,
widowFactor = 0,
- premiumPeriod = NA,
+ defaultPremiumPeriod = NA,
premiumRefund = 0,
premiumRefundLoading = 0, # Mindesttodesfallrisiko soll damit erreicht werden, z.B. 105% der einbezahlten Prämien
@@ -77,7 +77,7 @@ InsuranceTarif = R6Class(
if (!missing(benefitFrequencyOrder)) self$benefitFrequencyOrder = benefitFrequencyOrder;
if (!missing(premiumFrequencyOrder)) self$premiumFrequencyOrder = premiumFrequencyOrder;
# Set default premiumPeriod, e.g. single premium, to be used when the contract has no explicit premium period
- if (!missing(premiumPeriod)) self$premiumPeriod = premiumPeriod;
+ if (!missing(premiumPeriod)) self$defaultPremiumPeriod = premiumPeriod;
self$v = 1/(1+self$i);
@@ -99,7 +99,7 @@ InsuranceTarif = R6Class(
# p = 1 - q;
# len = length(p);
# df = data.frame(p, q=q, rep(0,len), rep(1,len), row.names = ages)
- df = data.frame(age=ages, q=q, row.names = ages-age)
+ df = data.frame(age=ages, q=q, p=1-q, row.names = ages-age)
df
},
getBasicCashFlows = function(age, ..., guaranteed = 0, policyPeriod = inf, deferral = 0, maxAge = getOmega(self$mortalityTable)) {
@@ -232,6 +232,17 @@ InsuranceTarif = R6Class(
pvc
},
+ # Cost values (CF, present values, etc.) are an Tx5x3 matrix => convert to Tx15 matrix (alpha | Zillmer | beta | gamma)
+ costValuesAsMatrix = function (costValues) {
+ dm = dim(costValues);
+ nm = dimnames(costValues);
+ colnames=t(outer(nm[[2]], nm[[3]], paste, sep="."));
+
+ res = aperm(costValues, c(1,3,2));
+ dim(res) = c(dm[[1]], dm[[2]]*dm[[3]]);
+ dimnames(res) = list(nm[[1]], colnames)
+ res
+ },
presentValueBenefits = function(presentValues, premiums, sumInsured=1) {
benefits.unit = presentValues[,"survival"] + presentValues[,"death_SumInsured"];
benefits = benefits.unit * sumInsured;
@@ -281,16 +292,16 @@ InsuranceTarif = R6Class(
} else if (type=="Zillmer") {
coefficients[["SumInsured"]][["costs"]]["Zillmer","SumInsured"] = 1;
- coefficients[["SumInsured"]][["costs"]]["beta", "SumInsured"] = 1;
- coefficients[["SumInsured"]][["costs"]]["gamma", "SumInsured"] = 1;
+ # coefficients[["SumInsured"]][["costs"]]["beta", "SumInsured"] = 1;
+ # coefficients[["SumInsured"]][["costs"]]["gamma", "SumInsured"] = 1;
coefficients[["SumInsured"]][["costs"]]["Zillmer","SumPremiums"] = premiumSum * premiums[["unit.gross"]];
- coefficients[["SumInsured"]][["costs"]]["beta", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
- coefficients[["SumInsured"]][["costs"]]["gamma", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
+ # coefficients[["SumInsured"]][["costs"]]["beta", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
+ # coefficients[["SumInsured"]][["costs"]]["gamma", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
coefficients[["SumInsured"]][["costs"]]["Zillmer","GrossPremium"] = premiums[["unit.gross"]];
- coefficients[["SumInsured"]][["costs"]]["beta", "GrossPremium"] = premiums[["unit.gross"]];
- coefficients[["SumInsured"]][["costs"]]["gamma", "GrossPremium"] = premiums[["unit.gross"]];
+ # coefficients[["SumInsured"]][["costs"]]["beta", "GrossPremium"] = premiums[["unit.gross"]];
+ # coefficients[["SumInsured"]][["costs"]]["gamma", "GrossPremium"] = premiums[["unit.gross"]];
}
coefficients
@@ -355,18 +366,29 @@ str(premiumBeforeTax);
},
reserveCalculation = function (premiums, pvBenefits, pvCosts, sumInsured=1, ...) {
+ resNet = pvBenefits[,"allBenefits"]*(1+self$loadings$security) - premiums[["net"]] * pvBenefits[,"premiums"];
resZ = pvBenefits[,"allBenefits"]*(1+self$loadings$security) - premiums[["Zillmer"]] * pvBenefits[,"premiums"];
res.gamma = (pvCosts[,"gamma", "SumInsured"] - pvCosts["0", "gamma", "SumInsured"]/pvBenefits["0", "premiums"]*pvBenefits[,"premiums"])*sumInsured;
# res.premiumfree =
# res.gamma.premiumfree =
- res = cbind("Reserve"=resZ, "Reserve.gamma"=res.gamma#, "Reserve.premiumfree"=res.premiumfree, "Reserve.gamma.premiumfree"=res.gamma.premiumfree);
+ res = cbind("net"=resNet, "Zillmer"=resZ, "gamma"=res.gamma#, "Reserve.premiumfree"=res.premiumfree, "Reserve.gamma.premiumfree"=res.gamma.premiumfree);
);
rownames(res) <- rownames(pvBenefits);
res
},
+ premiumDecomposition = function(premiums, reserves, pvBenefits, pvCosts, sumInsured=1, ...) {
+ premium.savings = getSavingsPremium(reserves[,"Zillmer"], self$v) + getSavingsPremium(reserves[,"gamma"], self$v);
+
+ # TODO: Sparprämie,
+
+ res = cbind("savings"=premium.savings);
+ rownames(res) <- rownames(premiums);
+ res
+ },
+
diff --git a/R/Tables/AVOe_R.xlsx b/R/Tables/AVOe_R.xlsx
new file mode 100644
index 0000000000000000000000000000000000000000..1e57b8f0169f4fa112da8885708f54192a2e8848
Binary files /dev/null and b/R/Tables/AVOe_R.xlsx differ
diff --git a/R/ValuationTables.R b/R/ValuationTables.R
index f3b6bf6b48a122f22664adc313e25e5682630c7a..fcbf247ecd08a0cd302fcb56f24ed02d18cc9ef3 100644
--- a/R/ValuationTables.R
+++ b/R/ValuationTables.R
@@ -339,8 +339,8 @@ plotValuationTables = function(data, ..., title = "", legend.position=c(0.9,0.1)
}
pl# + coord_flip()
}
-
-plotValuationTables(mort.AT.census.1869.male, mort.AT.census.1869.female, mort.AT.census.2011.male, mort.AT.census.2011.female, AVOe2005R.male, AVOe2005R.female, YOB=1972,title="Vergleich österreichische Sterbetafeln, YOB=1972 (bei Generationentafeln)")
-
-plotValuationTables(mort.AT.census.2001.male, AVOe2005R.male, YOB=1972, title="Vergleich österreichische Sterbetafeln")
-plotValuationTables(getCohortTable(AVOe2005R.male, YOB=1972), getCohortTable(AVOe2005R.male, YOB=2016), title="Vergleich österreichische Sterbetafeln")
+#
+# plotValuationTables(mort.AT.census.1869.male, mort.AT.census.1869.female, mort.AT.census.2011.male, mort.AT.census.2011.female, AVOe2005R.male, AVOe2005R.female, YOB=1972,title="Vergleich österreichische Sterbetafeln, YOB=1972 (bei Generationentafeln)")
+#
+# plotValuationTables(mort.AT.census.2001.male, AVOe2005R.male, YOB=1972, title="Vergleich österreichische Sterbetafeln")
+ plotValuationTables(getCohortTable(AVOe2005R.male, YOB=1972), getCohortTable(AVOe2005R.male, YOB=2016), title="Vergleich österreichische Sterbetafeln")
diff --git a/R/ValuationTables_Austria_Annuities.R b/R/ValuationTables_Austria_Annuities.R
index 2a354a23c9bfea759290eee6d436879c2b0a8a6c..866224edf16304efcccb6ab21574b41b97cb3a1e 100644
--- a/R/ValuationTables_Austria_Annuities.R
+++ b/R/ValuationTables_Austria_Annuities.R
@@ -5,7 +5,7 @@
# setwd(dirname(PATH))
setwd("R")
-library("gdata")
+library("openxlsx")
@@ -13,13 +13,12 @@ library("gdata")
### RR67 Rententafel für Männer, 3%
###############################################################################
-rr67.data=read.xls(
- "Tables/AVOe_R.xls",
- sheet="OeVM59-61 RR67", skip=1, #row.names=1,
- col.names=c("age","qx"));
+rr67.data=read.xlsx(
+ "Tables/AVOe_R.xlsx",
+ sheet="OeVM59-61 RR67", startRow = 3, colNames = TRUE);
rr67=valuationTable.period(
- name="ÖVM 59/61 RR67", ages=rr67.data$age, deathProbs=rr67.data$qx
+ name="ÖVM 59/61 RR67", ages=rr67.data$Alter, deathProbs=rr67.data$qx
);
# rm(rr67.data);
@@ -28,51 +27,42 @@ rr67=valuationTable.period(
### EROM/EROF 85 and G 1985 (period and age-shifted generation)
###############################################################################
-eromf.data=read.xls(
- "Tables/AVOe_R.xls",
- sheet="EROM-F Basistafeln", skip=2, #row.names=1,
- col.names=c("age", "EROM85", "EROF85", "EROMG1950", "EROFG1950","","","")
-);
-
+eromf.data=read.xlsx("Tables/AVOe_R.xlsx", sheet="EROM-F Basistafeln", startRow = 3)
erom85.male=valuationTable.period(
- name="EROM 85, male", ages=eromf.data$age, deathProbs=eromf.data$EROM85
+ name="EROM 85, male", ages=eromf.data$Alter, deathProbs=eromf.data$EROM.85
);
erom85.female=valuationTable.period(
- name="EROF 85, female", ages=eromf.data$age, deathProbs=eromf.data$EROF85
+ name="EROF 85, female", ages=eromf.data$Alter, deathProbs=eromf.data$EROF.85
);
EROM.G1950.male=valuationTable.period(
name="EROM G 1950 Basistafel, male",
- ages=eromf.data$age,
- deathProbs=eromf.data$EROMG1950,
+ ages=eromf.data$Alter,
+ deathProbs=eromf.data$EROM.G1950,
baseYear=1950
);
EROF.G1950.female=valuationTable.period(
name="EROF G 1950 Basistafel, female",
- ages=eromf.data$age,
- deathProbs=eromf.data$EROFG1950,
+ ages=eromf.data$Alter,
+ deathProbs=eromf.data$EROF.G1950,
baseYear=1950
);
-eromf.data.av=read.xls(
- "Tables/AVOe_R.xls",
- sheet="EROM-F G AV", skip=1, row.names=1,
- col.names=c("YOB", "shiftM", "shiftF")
-);
+eromf.data.av=read.xlsx("Tables/AVOe_R.xlsx", sheet="EROM-F G AV", startRow = 3, rowNames = TRUE, colNames = TRUE)
EROM.G1950.male.av=valuationTable.ageShift(
name="EROM G 1950 mit Altersverschiebung, male",
- ages=eromf.data$age,
- deathProbs=eromf.data$EROMG1950,
- ageShifts=eromf.data.av[1],
+ ages=eromf.data$Alter,
+ deathProbs=eromf.data$EROM.G1950,
+ ageShifts=eromf.data.av["Shift.M"],
baseYear=1950
);
EROF.G1950.female.av=valuationTable.ageShift(
name="EROF G 1950 mit Altersverschiebung, female",
- ages=eromf.data$age,
- deathProbs=eromf.data$EROFG1950,
- ageShifts=eromf.data.av[2],
+ ages=eromf.data$Alter,
+ deathProbs=eromf.data$EROF.G1950,
+ ageShifts=eromf.data.av["Shift.F"],
baseYear=1950
);
@@ -81,15 +71,10 @@ EROF.G1950.female.av=valuationTable.ageShift(
# AVÖ 1996R exact (Male, Female), 1st-order only
###############################################################################
-AVOe1996R.exakt.data=read.xls(
- "Tables/AVOe_R.xls",
- sheet="AVOe 1996R exakt", skip=2, #row.names=1,
- col.names=c("age",
- "q1991M", "trendM.long", "trendM.short", "factorMG", "factorM",
- "",
- "q1991F", "trendF.long", "trendF.short", "factorFG", "factorF",
- rep("",16))
-);
+AVOe1996R.exakt.data=read.xlsx("Tables/AVOe_R.xlsx",
+ sheet="AVOe 1996R exakt", startRow = 3, cols=c(1:6, 8:12));
+
+AVOe1996R.exakt.data
AVOe1996R.trend.switching=function(year) {
if (year<=1971) {
15/(1991-year)
@@ -107,7 +92,7 @@ AVOe1996R.trend.switching=function(year) {
AVÖ1996R.male=valuationTable.trendProjection(
name="AVÖ 1996R male",
ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$q1991M*AVOe1996R.exakt.data$factorM,
+ deathProbs=AVOe1996R.exakt.data$qx1991 * AVOe1996R.exakt.data$factorM,
trend=AVOe1996R.exakt.data$trendM.long,
trend2=AVOe1996R.exakt.data$trendM.short,
dampingFunction=AVOe1996R.trend.switching
@@ -115,7 +100,7 @@ AVÖ1996R.male=valuationTable.trendProjection(
AVÖ1996R.female=valuationTable.trendProjection(
name="AVÖ 1996R female",
ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$q1991F*AVOe1996R.exakt.data$factorF,
+ deathProbs=AVOe1996R.exakt.data$qy1991 * AVOe1996R.exakt.data$factorF,
trend=AVOe1996R.exakt.data$trendF.long,
trend2=AVOe1996R.exakt.data$trendF.short,
dampingFunction=AVOe1996R.trend.switching
@@ -123,7 +108,7 @@ AVÖ1996R.female=valuationTable.trendProjection(
AVÖ1996R.male.group=valuationTable.trendProjection(
name="AVÖ 1996R male, group",
ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$q1991M*AVOe1996R.exakt.data$factorMG,
+ deathProbs=AVOe1996R.exakt.data$qx1991 * AVOe1996R.exakt.data$factorMG,
trend=AVOe1996R.exakt.data$trendM.long,
trend2=AVOe1996R.exakt.data$trendM.short,
dampingFunction=AVOe1996R.trend.switching
@@ -131,7 +116,7 @@ AVÖ1996R.male.group=valuationTable.trendProjection(
AVÖ1996R.female.group=valuationTable.trendProjection(
name="AVÖ 1996R female, group",
ages=AVOe1996R.exakt.data$age, baseYear=1991,
- deathProbs=AVOe1996R.exakt.data$q1991F*AVOe1996R.exakt.data$factorFG,
+ deathProbs=AVOe1996R.exakt.data$qy1991 * AVOe1996R.exakt.data$factorFG,
trend=AVOe1996R.exakt.data$trendF.long,
trend2=AVOe1996R.exakt.data$trendF.short,
dampingFunction=AVOe1996R.trend.switching
@@ -144,20 +129,7 @@ AVÖ1996R.female.group=valuationTable.trendProjection(
# gender-specific tables also have 2nd-order tables, unisex only 1st-order table
###############################################################################
-AVOe2005R.exakt.data=read.xls(
- "Tables/AVOe_R.xls",
- sheet="AVOe 2005R", skip=3, #row.names=1,
- header=FALSE,
- col.names=c("age",
- "q2001M","q2001MG", "trendM",
- "q2001F", "q2001FG", "trendF",
- "",
- "q2001M.2Ord", "2001MG.2Ord", "trendM.2Ord",
- "q2001F.2Ord", "q2001FG.2Ord", "trendF.2Ord",
- "",
- "q2001U", "q2001UG", "trendU",
- rep("", 10))
-);
+AVOe2005R.exakt.data=read.xlsx("Tables/AVOe_R.xlsx", sheet="AVOe 2005R", startRow = 3, cols=c(1:7, 9:14, 16:18));
AVOe2005R.trend.damping=function(t) {
100*atan(t/100)
@@ -174,14 +146,14 @@ AVOe2005R_gen=function(nm, probs, trend) {
)
}
-AVOe2005R.male =AVOe2005R_gen("AVÖ 2005R male (exact), loaded", "q2001M", "trendM");
-AVOe2005R.female=AVOe2005R_gen("AVÖ 2005R female (exact), loaded", "q2001F", "trendF");
-AVOe2005R.unisex=AVOe2005R_gen("AVÖ 2005R unisex (exact), loaded", "q2001U", "trendU");
-AVOe2005R.male.unloaded =AVOe2005R_gen("AVÖ 2005R male (exact), unloaded", "q2001M.2Ord", "trendM.2Ord");
-AVOe2005R.female.unloaded=AVOe2005R_gen("AVÖ 2005R female (exact), unloaded", "q2001F.2Ord", "trendF.2Ord");
-AVOe2005R.male.group =AVOe2005R_gen("AVÖ 2005R male group (exact), loaded", "q2001MG", "trendM");
-AVOe2005R.female.group=AVOe2005R_gen("AVÖ 2005R female group (exact), loaded", "q2001FG", "trendF");
-AVOe2005R.unisex.group=AVOe2005R_gen("AVÖ 2005R unisex group (exact), loaded", "q2001UG", "trendU");
+AVOe2005R.male =AVOe2005R_gen("AVÖ 2005R male (exact), loaded", "qx2001", "trendM");
+AVOe2005R.female=AVOe2005R_gen("AVÖ 2005R female (exact), loaded", "qy2001", "trendF");
+AVOe2005R.unisex=AVOe2005R_gen("AVÖ 2005R unisex (exact), loaded", "qu2001", "trendU");
+AVOe2005R.male.unloaded =AVOe2005R_gen("AVÖ 2005R male (exact), unloaded", "qx2001.2Ord", "trendM.2Ord");
+AVOe2005R.female.unloaded=AVOe2005R_gen("AVÖ 2005R female (exact), unloaded", "qy2001.2Ord", "trendF.2Ord");
+AVOe2005R.male.group =AVOe2005R_gen("AVÖ 2005R male group (exact), loaded", "qx2001G", "trendM");
+AVOe2005R.female.group=AVOe2005R_gen("AVÖ 2005R female group (exact), loaded", "qy2001G", "trendF");
+AVOe2005R.unisex.group=AVOe2005R_gen("AVÖ 2005R unisex group (exact), loaded", "qu2001G", "trendU");
AVOe2005R.male.nodamping = undampenTrend(AVOe2005R.male);
AVOe2005R.female.nodamping = undampenTrend(AVOe2005R.female);
@@ -197,17 +169,8 @@ AVOe2005R.unisex.nodamping.group = undampenTrend(AVOe2005R.unisex.group);
#AVÖ 2005R with age-shifting (Male, Female, unisex), 1st-order only
###############################################################################
-AVOe2005R.av.base=read.xls(
- "Tables/AVOe_R.xls",
- sheet="AVOe 2005R AV Basistafel", skip=1, # row.names=1,
- col.names=c("age", "q1965M", "q1965MG", "q1965F", "q1965FG", "q1972U", "q1972UG")
-);
-
-AVOe2005R.av.verschiebung=read.xls(
- "Tables/AVOe_R.xls",
- sheet="AVOe 2005R AV Verschiebung",skip=2,row.names=1,
- col.names=c("YOB", "shiftM", "shiftMG", "shiftF", "shiftFG", "shiftU", "shiftUG")
-)
+AVOe2005R.av.base = read.xlsx("Tables/AVOe_R.xlsx", sheet="AVOe 2005R AV Basistafel", startRow = 3, rowNames = FALSE);
+AVOe2005R.av.verschiebung = read.xlsx("Tables/AVOe_R.xlsx", sheet="AVOe 2005R AV Verschiebung", startRow = 3, rowNames = TRUE);
AVOe2005R_gen.av=function(nm, probs, shft) {
valuationTable.ageShift(
@@ -218,17 +181,17 @@ AVOe2005R_gen.av=function(nm, probs, shft) {
)
}
-AVOe2005R.male.av =AVOe2005R_gen.av("AVÖ 2005R male (age-shifted), loaded", "q1965M", "shiftM");
-AVOe2005R.female.av=AVOe2005R_gen.av("AVÖ 2005R female (age-shifted), loaded", "q1965F", "shiftF");
-AVOe2005R.unisex.av=AVOe2005R_gen.av("AVÖ 2005R unisex (age-shifted), loaded", "q1972U", "shiftU");
-AVOe2005R.male.group.av =AVOe2005R_gen.av("AVÖ 2005R male group (age-shifted), loaded", "q1965MG", "shiftMG");
-AVOe2005R.female.group.av=AVOe2005R_gen.av("AVÖ 2005R female group (age-shifted), loaded", "q1965FG", "shiftFG");
-AVOe2005R.unisex.group.av=AVOe2005R_gen.av("AVÖ 2005R unisex group (age-shifted), loaded", "q1972UG", "shiftUG");
+AVOe2005R.male.av =AVOe2005R_gen.av("AVÖ 2005R male (age-shifted), loaded", "qx1965", "shiftM");
+AVOe2005R.female.av=AVOe2005R_gen.av("AVÖ 2005R female (age-shifted), loaded", "qy1965", "shiftF");
+AVOe2005R.unisex.av=AVOe2005R_gen.av("AVÖ 2005R unisex (age-shifted), loaded", "qu1972", "shiftU");
+AVOe2005R.male.group.av =AVOe2005R_gen.av("AVÖ 2005R male group (age-shifted), loaded", "qx1965G", "shiftMG");
+AVOe2005R.female.group.av=AVOe2005R_gen.av("AVÖ 2005R female group (age-shifted), loaded", "qy1965G", "shiftFG");
+AVOe2005R.unisex.group.av=AVOe2005R_gen.av("AVÖ 2005R unisex group (age-shifted), loaded", "qu1972G", "shiftUG");
###############################################################################
-options("scipen" = 3)
-t=AVOe2005R.male;
-deathProbabilities(t, YOB=2001)
+# options("scipen" = 3, "digits"=10)
+# t=AVOe2005R.unisex;
+# deathProbabilities(t, YOB=1981)