diff --git a/R/InsuranceContract.R b/R/InsuranceContract.R
index 2858e22fe4607c1d5fbb8c2ceee238835c32ecca..0a113c2b9068476cb75ee00b5ac2605e2d471a14 100644
--- a/R/InsuranceContract.R
+++ b/R/InsuranceContract.R
@@ -36,6 +36,7 @@ InsuranceContract = R6Class(
presentValuesCosts = NA,
premiums = NA,
+ premiumCoefficients = NA,
reserves = NA,
premiumComposition = NA,
@@ -83,10 +84,97 @@ InsuranceContract = R6Class(
},
- exportExcel.new = function(filename) {
- crow=1;
+ exportExcel = function(filename) {
+ ###
nrrows = dim(self$cashFlows)[[1]]; # Some vectors are longer (e.g. qx), so determine the max nr or rows
+ ################################################
+ # Style information
+ ################################################
+ headerStyle = createStyle(border="TopLeftRight", borderColour="#DA9694", borderStyle="medium", bgFill="#C0504D", fontColour="#FFFFFF", halign="center", valign="center", textDecoration="bold");
+ tableHeaderStyle = createStyle(halign="center", valign="center", textDecoration="bold");
+ hide0Style = createStyle(numFmt="General; General; \"\"");
+ cost0Style = createStyle(numFmt="0.000%; 0.000%; \"\"");
+ wrapStyle = createStyle(wrapText=TRUE);
+ centerStyle = createStyle(halign="center", valign="center");
+
+ ################################################
+ # Helper Functions
+ ################################################
+ writeAgeQTable = function (sheet, crow=1, ccol=1) {
+ writeData(wb, sheet, "Sterblichkeiten", startCol = ccol+2, startRow = crow);
+ addStyle(wb, sheet, style=headerStyle, rows=crow, cols = ccol+2, stack=TRUE);
+ mergeCells(wb, sheet, rows=crow, cols=(ccol+2):(ccol+3))
+ writeDataTable(wb, sheet, self$transitionProbabilities[1:nrrows,],
+ startRow=crow+1, startCol = ccol, colNames = TRUE, rowNames = TRUE,
+ tableStyle = "TableStyleMedium3", withFilter = FALSE, headerStyle = tableHeaderStyle);
+ freezePane(wb, sheet, firstActiveRow=crow+2, firstActiveCol = ccol+2)
+ addStyle(wb, sheet, style=centerStyle, rows=(crow+2):(crow+1+nrrows), cols=ccol:(ccol+1), gridExpand = TRUE, stack=TRUE);
+ dim(self$transitionProbabilities)[[2]] + 2;
+ };
+ writeValuesTable = function (sheet, values, caption=NULL, crow=1, ccol=1, rowNames=FALSE, tableStyle="TableStyleMedium3", tableName=NULL, withFilter=FALSE, headerStyle=tableHeaderStyle, valueStyle=NULL) {
+ nrrow = dim(values)[[1]];
+ nrcol = dim(values)[[2]];
+ addcol = if (rowNames) 1 else 0;
+ ecol = ccol + addcol + nrcol - 1;
+ if (!missing(caption)) {
+ writeData(wb, sheet, caption, startCol = ccol+addcol, startRow = crow);
+ addStyle(wb, sheet, style=headerStyle, rows=crow, cols = ccol+addcol, stack=TRUE);
+ mergeCells(wb, sheet, rows=crow, cols=(ccol+addcol):ecol);
+ }
+ writeDataTable(wb, sheet, values, startRow=crow+1, startCol=ccol, colNames=TRUE,
+ rowNames=rowNames, tableStyle=tableStyle,
+ tableName=tableName, withFilter = withFilter, headerStyle = headerStyle)
+ if (!missing(valueStyle)) {
+ addStyle(wb, sheet, style=valueStyle, rows=(crow+2):(crow+nrrow+1), cols=(ccol+addcol):ecol, gridExpand = TRUE, stack = TRUE);
+ }
+ # width of table is the return value
+ nrcol + addcol
+ };
+
+ writePremiumCoefficients = function(sheet, values, type="benefits", crow=crow, ccol=ccol) {
+ writeData(wb, sheet, matrix(c(
+ "Nettoprämie", "", "Zillmerprämie", "", "Bruttoprämie", "",
+ "rel. zu VS", "rel. zu Prämie", "rel. zu VS", "rel. zu Prämie", "rel. zu VS", "rel. zu Prämie"), 6, 2
+ ), startCol = ccol, startRow = crow, colNames = FALSE, borders = "rows", borderColour = "gray5", borderStyle = "thin");
+ mergeCells(wb, sheet, cols = ccol, rows = crow:(crow+1));
+ mergeCells(wb, sheet, cols = ccol, rows = (crow+2):(crow+3));
+ mergeCells(wb, sheet, cols = ccol, rows = (crow+4):(crow+5));
+ addStyle(wb, sheet, style=createStyle(valign = "center", borderColour = "gray5", border = "LeftBottomTop", borderStyle = "thin"), rows = crow:(crow+5), cols = ccol);
+ mod = function(a) { as.data.frame(t(a)) };
+ if (type=="costs") {
+ mod = function(vals) {
+ newvals=vals;
+ dim(newvals) = c(1, dim(vals));
+ dimnames(newvals) = c(list("Coeff"), dimnames(vals));
+ as.data.frame(self$tarif$costValuesAsMatrix(newvals))
+ };
+ }
+
+ writeData(wb, sheet, mod(values[["net"]][["SumInsured"]][[type]]), startCol = ccol+2, startRow = crow, colNames=FALSE, borders="surrounding", borderColour="gray5", borderStyle="thin");
+ writeData(wb, sheet, mod(values[["net"]][["Premium"]][[type]]), startCol = ccol+2, startRow = crow+1, colNames=FALSE, borders="surrounding", borderColour="gray5", borderStyle="thin");
+ writeData(wb, sheet, mod(values[["Zillmer"]][["SumInsured"]][[type]]), startCol = ccol+2, startRow = crow+2, colNames=FALSE, borders="surrounding", borderColour="gray5", borderStyle="thin");
+ writeData(wb, sheet, mod(values[["Zillmer"]][["Premium"]][[type]]), startCol = ccol+2, startRow = crow+3, colNames=FALSE, borders="surrounding", borderColour="gray5", borderStyle="thin");
+ writeData(wb, sheet, mod(values[["gross"]][["SumInsured"]][[type]]), startCol = ccol+2, startRow = crow+4, colNames=FALSE, borders="surrounding", borderColour="gray5", borderStyle="thin");
+ writeData(wb, sheet, mod(values[["gross"]][["Premium"]][[type]]), startCol = ccol+2, startRow = crow+5, colNames=FALSE, borders="surrounding", borderColour="gray5", borderStyle="thin");
+ }
+ # costPV = as.data.frame(self$tarif$costValuesAsMatrix(self$presentValuesCosts));
+ # ccol = 1;
+ # crow = 4;
+ # # We add six lines before the present values to show the coefficients for the premium calculation
+ # ccol = ccol + writeAgeQTable("Barwerte", crow=crow+6, ccol=1);
+ #
+ # ccol = ccol + writeValuesTable("Barwerte", as.data.frame(self$presentValues),
+ # crow=crow+6, ccol=ccol, tableName="PresentValues_Benefits",
+ # caption = "Leistungsbarwerte", valueStyle=hide0Style) + 1;
+ #
+ # writePremiumCoefficients("Barwerte", self$premiumCoefficients, type="costs", crow=crow, ccol=ccol-1);
+ # ccol = ccol + writeValuesTable("Barwerte", as.data.frame(costPV),
+
+
+ ################################################
+ # General Workbook setup
+ ################################################
wb = openxlsx::createWorkbook();
addWorksheet(wb, "Tarifinformationen");
addWorksheet(wb, "Reserven");
@@ -99,15 +187,18 @@ InsuranceContract = R6Class(
"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");
+ ), 3, 2, byrow = TRUE), startCol=1, startRow=1, colNames=FALSE, rowNames=FALSE);
mergeCells(wb, "Tarifinformationen", cols=2:10, rows=1);
mergeCells(wb, "Tarifinformationen", cols=2:10, rows=2);
mergeCells(wb, "Tarifinformationen", cols=2:10, rows=3);
+ addStyle(wb, "Tarifinformationen", style=wrapStyle, rows=3, cols=2:10, stack=TRUE);
+ addStyle(wb, "Tarifinformationen", style=createStyle(valign="top"), rows=1:3, cols=1:10, gridExpand=TRUE, stack=TRUE);
crow = crow+4;
+ ################################################
# Basic parameters
+ ################################################
values=c(
"Sum insured"=self$sumInsured,
"Mortality table"=self$tarif$mortalityTable@name,
@@ -123,7 +214,7 @@ InsuranceContract = R6Class(
mergeCells(wb, "Tarifinformationen", cols=1:length(values), rows=crow:crow);
writeDataTable(wb, "Tarifinformationen", as.data.frame(t(values)),
startCol=1, startRow=crow+1, colNames=TRUE, rowNames=FALSE,
- tableStyle="TableStyleMedium3", withFilter = FALSE);
+ tableStyle="TableStyleMedium3", withFilter = FALSE, headerStyle = tableHeaderStyle);
crow = crow + 4;
# Premiums
@@ -131,7 +222,7 @@ InsuranceContract = R6Class(
mergeCells(wb, "Tarifinformationen", cols=1:length(self$premiums), rows=crow:crow);
writeDataTable(wb, "Tarifinformationen", as.data.frame(t(self$premiums)),
startCol=1, startRow=crow+1, colNames=TRUE, rowNames=FALSE,
- tableStyle="TableStyleMedium3", withFilter = FALSE);
+ tableStyle="TableStyleMedium3", withFilter = FALSE, headerStyle = tableHeaderStyle);
crow = crow + 4;
@@ -141,21 +232,14 @@ InsuranceContract = R6Class(
# Age, death and survival probabilities
ccol = 1;
- writeDataTable(wb, "Reserven", self$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$premiumComposition)[[2]] + 1;
-
+ crow = 4;
+ ccol = ccol + writeAgeQTable("Reserven", crow=crow, ccol=1);
+ ccol = ccol + writeValuesTable("Reserven", as.data.frame(self$reserves),
+ crow=crow, ccol=ccol, tableName="Reserves",
+ caption="Reserven", valueStyle=hide0Style) + 1;
+ ccol = ccol + writeValuesTable("Reserven", as.data.frame(self$premiumComposition),
+ crow=crow, ccol=ccol, tableName="Premium_Decomposition",
+ caption = "Prämienzerlegung", valueStyle=hide0Style) + 1;
################################################
@@ -163,50 +247,38 @@ InsuranceContract = R6Class(
################################################
# Age, death and survival probabilities
+ costPV = as.data.frame(self$tarif$costValuesAsMatrix(self$presentValuesCosts));
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;
+ crow = 4;
+ # We add six lines before the present values to show the coefficients for the premium calculation
+ ccol = ccol + writeAgeQTable("Barwerte", crow=crow+6, ccol=1);
- 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$presentValuesCosts));
- writeDataTable(wb, "Barwerte", as.data.frame(costPV), startRow=3, startCol=ccol,
- colNames=TRUE, rowNames=FALSE, tableStyle="TableStyleMedium3",
- tableName="PresentValues_Costs", withFilter = FALSE)
- ccol = ccol + dim(costPV)[[2]] + 1;
+ writePremiumCoefficients("Barwerte", self$premiumCoefficients, type="benefits", crow=crow, ccol=ccol-1);
+ ccol = ccol + writeValuesTable("Barwerte", as.data.frame(self$presentValues),
+ crow=crow+6, ccol=ccol, tableName="PresentValues_Benefits",
+ caption = "Leistungsbarwerte", valueStyle=hide0Style) + 1;
+ writePremiumCoefficients("Barwerte", self$premiumCoefficients, type="costs", crow=crow, ccol=ccol-2);
+ ccol = ccol + writeValuesTable("Barwerte", as.data.frame(costPV),
+ crow=crow+6, ccol=ccol, tableName="PresentValues_Costs",
+ caption = "Kostenbarwerte", valueStyle=cost0Style) + 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$cashFlowsCosts));
- writeDataTable(wb, "Cash-Flows", costCF, startRow=3, startCol=ccol, colNames=TRUE,
- rowNames=FALSE, tableStyle="TableStyleMedium3",
- tableName="CashFlows_Costs", withFilter = TRUE)
- ccol = ccol + dim(costCF)[[2]] + 1;
-
+ ccol = 1;
+ crow = 4;
+ ccol = ccol + writeAgeQTable("Cash-Flows", crow=crow, ccol=1);
+ ccol = ccol + writeValuesTable("Cash-Flows", self$cashFlows,
+ crow=crow, ccol=ccol, tableName="CashFlows_Benefits",
+ caption="Leistungscashflows", withFilter=TRUE, valueStyle=hide0Style) + 1;
+ ccol = ccol + writeValuesTable("Cash-Flows", costCF,
+ crow=crow, ccol=ccol, tableName="CashFlows_Costs",
+ caption="Kostencashflows", withFilter=TRUE, valueStyle=cost0Style) + 1;
openxlsx::saveWorkbook(wb, filename, overwrite = TRUE)
@@ -274,7 +346,10 @@ InsuranceContract = R6Class(
},
calculatePremiums = function() {
- self$premiums = self$tarif$premiumCalculation(self$presentValues, self$presentValuesCosts, premiumSum = self$premiumSum, sumInsured = self$sumInsured, loadings = self$loadings);
+ # the premiumCalculation function returns the premiums AND the cofficients, so we have to extract the coefficients and store them in a separate variable
+ res = self$tarif$premiumCalculation(self$presentValues, self$presentValuesCosts, premiumSum = self$premiumSum, sumInsured = self$sumInsured, loadings = self$loadings);
+ self$premiumCoefficients = res$coefficients;
+ self$premiums = res$premiums
self$premiums
},
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index 984f7c60c8899c4d888fa54525c27a0ed0250267..e6bbbe9822baafe686fce0451f83311f2ee008f7 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -67,8 +67,12 @@ InsuranceTarif = R6Class(
"partnerRebate" = 0 # Partnerrabatt auf Prämie mit Zu-/Abschlägen, wenn mehr als 1 Vertrag gleichzeitig abgeschlossen wird, additiv mit advanceBonusInclUnitCost and premiumRebate
),
+ features = list( #Special cases for the calculations
+ "betaGammaInZillmer" = FALSE # Whether beta and gamma-costs should be included in the Zillmer premium calculation
+ ),
+
- initialize = function(name = NA, mortalityTable = NA, i = NA, type = "wholelife", ..., premiumPeriod = NA, premiumFrequencyOrder = 0, benefitFrequencyOrder = 0, costs) {
+ initialize = function(name = NA, mortalityTable = NA, i = NA, type = "wholelife", ..., features = list(), premiumPeriod = NA, premiumFrequencyOrder = 0, benefitFrequencyOrder = 0, costs) {
if (!missing(name)) self$name = name;
if (!missing(mortalityTable)) self$mortalityTable = mortalityTable;
if (!missing(i)) self$i = i;
@@ -78,6 +82,7 @@ InsuranceTarif = R6Class(
if (!missing(premiumFrequencyOrder)) self$premiumFrequencyOrder = premiumFrequencyOrder;
# Set default premiumPeriod, e.g. single premium, to be used when the contract has no explicit premium period
if (!missing(premiumPeriod)) self$defaultPremiumPeriod = premiumPeriod;
+ if (!missing(features)) self$features = c(features, self$features);
self$v = 1/(1+self$i);
@@ -292,16 +297,16 @@ InsuranceTarif = R6Class(
} else if (type=="Zillmer") {
coefficients[["SumInsured"]][["costs"]]["Zillmer","SumInsured"] = 1;
- # coefficients[["SumInsured"]][["costs"]]["beta", "SumInsured"] = 1;
- # coefficients[["SumInsured"]][["costs"]]["gamma", "SumInsured"] = 1;
-
coefficients[["SumInsured"]][["costs"]]["Zillmer","SumPremiums"] = premiumSum * premiums[["unit.gross"]];
- # coefficients[["SumInsured"]][["costs"]]["beta", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
- # coefficients[["SumInsured"]][["costs"]]["gamma", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
-
coefficients[["SumInsured"]][["costs"]]["Zillmer","GrossPremium"] = premiums[["unit.gross"]];
- # coefficients[["SumInsured"]][["costs"]]["beta", "GrossPremium"] = premiums[["unit.gross"]];
- # coefficients[["SumInsured"]][["costs"]]["gamma", "GrossPremium"] = premiums[["unit.gross"]];
+ if (self$features$betaGammaInZillmer) {
+ coefficients[["SumInsured"]][["costs"]]["beta", "SumInsured"] = 1;
+ coefficients[["SumInsured"]][["costs"]]["gamma", "SumInsured"] = 1;
+ coefficients[["SumInsured"]][["costs"]]["beta", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
+ coefficients[["SumInsured"]][["costs"]]["gamma", "SumPremiums"] = premiumSum * premiums[["unit.gross"]];
+ coefficients[["SumInsured"]][["costs"]]["beta", "GrossPremium"] = premiums[["unit.gross"]];
+ coefficients[["SumInsured"]][["costs"]]["gamma", "GrossPremium"] = premiums[["unit.gross"]];
+ }
}
coefficients
@@ -310,8 +315,8 @@ InsuranceTarif = R6Class(
premiumCalculation = function(pvBenefits, pvCosts, costs=self$costs, premiumSum=0, sumInsured=1, premiumFrequency = 1, loadings=list(), ...) {
# The loadings passed to this function override the tariff settings!
loadings = c(loadings, self$loadings);
-str(loadings);
premiums = c("unit.net" = 0, "unit.Zillmer" = 0, "unit.gross"= 0, "net" = 0, "Zillmer" = 0, "gross" = 0, "written" = 0);
+ coefficients = list("gross"=c(), "Zillmer"=c(), "net"=c());
# net, gross and Zillmer premiums are calculated from the present values using the coefficients on each present value as described in the formulas document
coeff=self$getPremiumCoefficients("gross", pvBenefits["0",]*0, pvCosts["0",,]*0, premiums=premiums, premiumSum=premiumSum, loadings=loadings)
@@ -320,18 +325,21 @@ str(loadings);
ongoingAlphaGrossPremium = self$loadings$ongoingAlphaGrossPremium;
premiums[["unit.gross"]] = enumerator/denominator * (1 + ongoingAlphaGrossPremium);
premiums[["gross"]] = premiums[["unit.gross"]] * sumInsured;
+ coefficients[["gross"]] = coeff;
coeff=self$getPremiumCoefficients("net", pvBenefits["0",]*0, pvCosts["0",,]*0, premiums=premiums, premiumSum=premiumSum)
enumerator = sum(coeff[["SumInsured"]][["benefits"]] * pvBenefits["0",]) + sum(coeff[["SumInsured"]][["costs"]] * pvCosts["0",,]);
denominator = sum(coeff[["Premium" ]][["benefits"]] * pvBenefits["0",]) + sum(coeff[["Premium" ]][["costs"]] * pvCosts["0",,]);
premiums[["unit.net"]] = enumerator/denominator; premiums
premiums[["net"]] = premiums[["unit.net"]] * sumInsured;
+ coefficients[["net"]] = coeff;
coeff=self$getPremiumCoefficients("Zillmer", pvBenefits["0",]*0, pvCosts["0",,]*0, premiums=premiums, premiumSum=premiumSum)
enumerator = sum(coeff[["SumInsured"]][["benefits"]] * pvBenefits["0",]) + sum(coeff[["SumInsured"]][["costs"]] * pvCosts["0",,]);
denominator = sum(coeff[["Premium" ]][["benefits"]] * pvBenefits["0",]) + sum(coeff[["Premium" ]][["costs"]] * pvCosts["0",,]);
premiums[["unit.Zillmer"]] = enumerator/denominator;
premiums[["Zillmer"]] = premiums[["unit.Zillmer"]] * sumInsured;
+ coefficients[["Zillmer"]] = coeff;
# The written premium is the gross premium with additional loadings, rebates, unit costs and taxes
@@ -347,22 +355,14 @@ str(loadings);
frequencyLoading = valueOrFunction(self$premiumFrequencyLoading, sumInsured=sumInsured, premiums=premiums);
-str(premiums[["unit.gross"]]*(1+noMedicalExam.relative) + noMedicalExam - sumRebate);
-str(sumInsured);
-str(1-advanceProfitParticipation);
-str(unitCosts);
-
premiumBeforeTax = (premiums[["unit.gross"]]*(1+noMedicalExam.relative) + noMedicalExam - sumRebate)*sumInsured * (1-advanceProfitParticipation) + unitCosts;
-str(premiumBeforeTax);
premiumBeforeTax = premiumBeforeTax * (1-premiumRebate-advanceProfitParticipationUnitCosts-partnerRebate);
-str(premiumBeforeTax);
premiumBeforeTax = premiumBeforeTax * (1+frequencyLoading[[toString(premiumFrequency)]]) / premiumFrequency;
-str(premiumBeforeTax);
premiums[["written_beforetax"]] = premiumBeforeTax;
premiums[["tax"]] = premiumBeforeTax * tax;
premiums[["written"]] = premiumBeforeTax * (1 + tax);
- premiums
+ list("premiums"=premiums, "coefficients"=coefficients)
},
reserveCalculation = function (premiums, pvBenefits, pvCosts, sumInsured=1, ...) {