From bce684665342e04b6451c4f7ce987524519fc574 Mon Sep 17 00:00:00 2001
From: Reinhold Kainhofer <reinhold@kainhofer.com>
Date: Tue, 12 Apr 2016 23:27:19 +0200
Subject: [PATCH] Fix benefits paid in arrears, fix multiple payments per year
---
R/HelperFunctions.R | 2 +-
R/InsuranceTarif.R | 19 ++++++++++++++-----
R/TODO.txt | 2 ++
3 files changed, 17 insertions(+), 6 deletions(-)
create mode 100644 R/TODO.txt
diff --git a/R/HelperFunctions.R b/R/HelperFunctions.R
index be97ab1..680fa0d 100644
--- a/R/HelperFunctions.R
+++ b/R/HelperFunctions.R
@@ -64,7 +64,7 @@ correctionPaymentFrequency = function(m = 1, i = self$i, order = 0) {
# correction are used like an explicit premium frequency loading on the premium.
if (order >=0 ) beta = beta + (m-1)/(2*m);
# For higher orders, simply add one term after the other!
- if (order >= 1) beta = beta + (m^2-1)/(6*m^2)*i;
+ if (order >= 1) beta = beta + (m^2-1)/(6*m^2)*i; # S-Versicherung: *(1-i/2)
# order 1.5 has a special term that should NOT be used for higher-order approximations!
if (order == 1.5) beta = beta + (1-m^2)/(12*m^2)*i^2;
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index 1ff3bfc..32e537f 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -53,8 +53,8 @@ InsuranceTarif = R6Class(
sumRebate = 0,
costs = list(),
- benefitFrequencyLoading = list("1" = 0.0, "2" = 0.01, "4" = 0.015, "12" = 0.02), # TODO: Properly implement this
- premiumFrequencyLoading = list("1" = 0.0, "2" = 0.01, "4" = 0.015, "12" = 0.02), # TODO: Implement this
+ benefitFrequencyLoading = list("1" = 0.0, "2" = 0.0, "4" = 0.0, "12" = 0.0), # TODO: Properly implement this
+ premiumFrequencyLoading = list("1" = 0.0, "2" = 0.0, "4" = 0.0, "12" = 0.0), # TODO: Implement this
loadings = list( # Loadings can also be function(sumInsured, premiums) # TODO: Add other possible arguments
"tax" = 0.04, # insurance tax, factor on each premium paid
"unitcosts" = 0, # annual unit cost for each policy (Stückkosten), absolute value
@@ -423,7 +423,12 @@ InsuranceContract = R6Class(
#### The code:
- initialize = function(tarif, age, policyPeriod, premiumPeriod = policyPeriod, sumInsured = 1, ..., deferral = 0, YOB = 1975) {
+ initialize = function(tarif, age, policyPeriod,
+ premiumPeriod = policyPeriod, sumInsured = 1,
+ ...,
+ premiumPayments = "in advance", benefitPayments = "in advance",
+ premiumFrequency = 1, benefitFrequency = 1,
+ deferral = 0, YOB = 1975) {
self$tarif = tarif;
self$age = age;
self$policyPeriod = policyPeriod;
@@ -431,6 +436,10 @@ InsuranceContract = R6Class(
self$sumInsured = sumInsured;
if (!missing(deferral)) self$deferral = deferral;
if (!missing(YOB)) self$YOB = YOB;
+ if (!missing(premiumPayments)) self$premiumPayments = premiumPayments;
+ if (!missing(benefitPayments)) self$benefitPayments = benefitPayments;
+ if (!missing(premiumFrequency)) self$premiumFrequency = premiumFrequency;
+ if (!missing(benefitFrequency)) self$benefitFrequency = benefitFrequency;
self$determineTransitionProbabilities();
self$determineCashFlows();
@@ -445,14 +454,14 @@ InsuranceContract = R6Class(
determineCashFlows = function() {
self$cashFlowsBasic = self$tarif$getBasicCashFlows(YOB = self$YOB, age = self$age, policyPeriod = self$policyPeriod, premiumPeriod = self$premiumPeriod);
- self$cashFlows = self$tarif$getCashFlows(age = self$age, premiumPayments = self$premiumPayments, policyPeriod = self$policyPeriod, premiumPaymentPeriod = self$premiumPeriod, basicCashFlows = self$cashFlowsBasic);
+ self$cashFlows = self$tarif$getCashFlows(age = self$age, premiumPayments = self$premiumPayments, benefitPayments = self$benefitPayments, policyPeriod = self$policyPeriod, premiumPaymentPeriod = self$premiumPeriod, basicCashFlows = self$cashFlowsBasic);
self$premiumSum = sum(self$cashFlows$premiums_advance + self$cashFlows$premiums_arrears);
self$cashFlowsCosts = self$tarif$getCashFlowsCosts(YOB = self$YOB, age = self$age, premiumPaymentPeriod = self$premiumPeriod, policyPeriod = self$policyPeriod);
list("benefits"= self$cashFlows, "costs"=self$cashFlowCosts, "premiumSum" = self$premiumSum)
},
calculatePresentValues = function() {
- self$presentValues = self$tarif$presentValueCashFlows(self$cashFlows, age = self$age, YOB = self$YOB);
+ self$presentValues = self$tarif$presentValueCashFlows(self$cashFlows, age = self$age, YOB = self$YOB, premiumFrequency = self$premiumFrequency, benefitFrequency = self$benefitFrequency);
self$presentValuesCosts = self$tarif$presentValueCashFlowsCosts(self$cashFlowsCosts, age = self$age, YOB = self$YOB);
list("benefits" = self$presentValues, "costs" = self$presentValuesCosts)
},
diff --git a/R/TODO.txt b/R/TODO.txt
new file mode 100644
index 0000000..75eb583
--- /dev/null
+++ b/R/TODO.txt
@@ -0,0 +1,2 @@
+TODO:
+ - Alpha-Kosten an laufender Rentenzahlung bei Unterjährigkeit (Kosten werden nicht unterjährig berechnet!)
--
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