Implement premium composition, excel exort

- Start of premium decomposition
- Net reserves
- Excel export
- add p to the death probabilities data frame of ValuationTable
- Add function to convert 3-D cash flow matrix to 2-D
- Move excel loading from xlsx to openxlsx library

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

R/InsuranceContract.R

+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
   )
 );

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
+    },
+
 
 
 

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")

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)