diff --git a/Formulas_Reference/Formelsammlung_Beispielrechnung.pdf b/Formulas_Reference/Formelsammlung_Beispielrechnung.pdf
index 0fe614cc66984ad456a22bbce29c30e379a86dc0..105f4b4c6cd5eacdebfe1a8419048aca6ca26b3f 100644
Binary files a/Formulas_Reference/Formelsammlung_Beispielrechnung.pdf and b/Formulas_Reference/Formelsammlung_Beispielrechnung.pdf differ
diff --git a/Formulas_Reference/Formelsammlung_Beispielrechnung.tex b/Formulas_Reference/Formelsammlung_Beispielrechnung.tex
index 81ef65332306688492d8b804fe7293667599b256..afe46916f08cf70012aa14b2aecb1326fcfeb26f 100644
--- a/Formulas_Reference/Formelsammlung_Beispielrechnung.tex
+++ b/Formulas_Reference/Formelsammlung_Beispielrechnung.tex
@@ -577,24 +577,30 @@ Bruttoprämie & Zähler &
\section{Zuschläge und Abschläge, Vorgeschriebene Prämie}
\begin{longtable}{p{4cm}p{11cm}}
- $StkK$ \dots & Stückkosten pro Jahr (während Prämienzahlungsdauer, einmalig bei Einmalprämien)\\
$oUZu$ \dots & Zuschlag für Vertrag ohne ärztliche Untersuchung\\
$SuRa=SuRa(VS)$ \dots & Summenrabatt (von Höhe der VS abhängig)\\
+ $VwGew$ \dots & Vorweggewinnbeteiligung in Form eines \%-uellen Rabattes auf die Bruttoprämie\\
+ $StkK$ \dots & Stückkosten pro Jahr (während Prämienzahlungsdauer, einmalig bei Einmalprämien)\\
$PrRa=PrRa(BP)$ \dots & Prämienrabatt (von Höhe der Bruttoprämie abhängig)\\
- $VwGew$ \dots & Vorweggewinnbeteiligung in Form eines Rabattes\\
+ $VwGew_{StkK}$ \dots & Vorweggewinnbeteiligung in Form eines Rabattes auf die Prämie nach Zu-/Abschlägen (insbesondere nach Stückkosten)\\
+ $PartnerRa$ \dots & Partnerrabatt auf Prämie nach Zu-/Abschlägen (z.B. bei Abschluss mehrerer Verträge), additiv zu $VwGew_{StkK}$\\
+
$uz(k)$ \dots & Zuschlag für unterjährige Prämienzahlung ($k$ mal pro Jahr)
\begin{equation*}
- uz(k)=
- \end{equation*}
+ uz(k)=\left.\begin{cases}uk_1 & \text {für jährliche}\\uk_2 & \text {für halbjährliche} \\ uk_4 & \text{für quartalsweise}\\uk_{12} & \text{für monatliche}\end{cases}\right\} \text{Prämienzahlung}
+ \end{equation*}\\
+
+
+ $VSt$ \dots & Versicherungssteuer (in Österreich 4\% oder 11\%) \\
\end{longtable}
-\begin{align*}
-\intertext{Vorgeschriebene Prämie:}
-PV_{\act[x]{n}} &= \left\{ (BP_{\act[x]{n}} + oUZu - SuRa) \cdot VS \cdot (1-VwGew) + StkK\right\} \cdot \frac{1+uz(pz)}{pz} \cdot (1+VSt)
+Vorgeschriebene Prämie:
+\begin{multline*}
+PV_{\act[x]{n}} = \left\{ (BP_{\act[x]{n}} + oUZu - SuRa) \cdot VS \cdot (1-VwGew) + StkK\right\} \cdot \\ \left(1-PrRa-VwGew_{StkK}-PartnerRa\right)\cdot \frac{1+uz(k)}{k} \cdot (1+VSt)
%
-\end{align*}
+\end{multline*}
\pagebreak
diff --git a/R/InsuranceContract.R b/R/InsuranceContract.R
index 016450b1c7b8866c548fc088097d034874bd3846..79f0b41dc38556cead1b4e5694c2e63746d7f9d1 100644
--- a/R/InsuranceContract.R
+++ b/R/InsuranceContract.R
@@ -1,154 +1,113 @@
-library("lifecontingencies");
-
-
-# (virtual) base class for valuation tables, contains only the name / ID
-InsuranceContract=setRefClass(
- "InsuranceContract",
- slots=c(
- name="character",
- tarif="character",
- desc="character",
- YOB="numeric",
- YOB2="numeric",
- age="numeric",
- age2="numeric",
- contractLength="numeric",
- mortalityTable="valuationTable",
- mortalityTable2="valuationTable",
-
- interest="numeric",
-
-# cashflows="data.frame",
-# deathPayments="list",
-# survivalPayments="list",
-# costCashflows="data.frame",
- cashflows="data.frame",
-
- probabilities="data.frame",
-
-
- unterjährigkeit="numeric",
- unterjährigkeitsapproximation="numeric",
- cache.uj="list"
-
-
- ),
- prototype=list(
- name="Insurance Contract Type",
- tarif="Tariff",
- desc="Description of the contract",
- YOB=1977,
-# YOB2=1977,
- age=35,
-# age2=35,
- contractLength=Inf,
- mortalityTable=AVOe2005R.unisex,
-# mortalityTable2=AVOe2005R.unisex,
-
- interest=0,
-
- deathPayments=list(),
- survivalPayments=list(),
- costCashflows=data.frame(),
- cashflows=data.frame(),
- probabilities=data.frame(),
-
- unterjährigkeit=1,
- unterjährigkeitsapproximation=1
- )
-);
-# createCostStructure=function(age=35,contractLength=inf,
-# alphaVS,
-# alphaBP,
-#
-#
-# CostStructure=setClass(
-# "CostStructure",
-#
-# )
-
-
-calcUnterjährigkeit = function(m=1,i=0, order=0) {
- alpha=1;
- beta=(m-1)/(2*m);
- if (order>=1) { beta = beta + (m^2-1)/(6*m^2)*i; }
- if (order == 1.5) { beta = beta + (1-m^2)/(12*m^2)*i^2; }
- if (order >= 2) { beta = beta + (1-m^2)/(24*m^2)*i^2;
- alpha= alpha+ (m^2-1)/(12*m^2)*i^2; }
- list(alpha=alpha, beta=beta);
-}
-
-setGeneric("createContractCashflows", function(object) standardGeneric("createContractCashflows"))
-
-setGeneric("calculate", function(object) standardGeneric("calculate"));
-setMethod("calculate", "InsuranceContract",
- function (object) {
- # 0) Prepare helper values
- # 0a: Unterjährigkeit
- m = object@unterjährigkeit;
- object@cache.uj=calcUnterjährigkeit(m=m, i=object@interest, order=object@unterjährigkeitsapproximation);
-
-
- # 1) Generate mortality table
- if (!is.null(object@contractLength) && is.finite(object@contractLength)) {
- ages = (object@age):(object@contractLength);
- } else {
- ages = (object@age):150;
- }
- qx = deathProbabilities(object@mortalityTable, YOB=object@YOB)[ages+1];
- pxn = cumprod(1-qx);
- object@probabilities = data.frame(ages=ages,qx=qx, pxn=pxn)
- if (!is.null(object@YOB2)) {
- ages2 = ages - object@age + object@age2;
- qx2 = deathProbabilities(object@mortalityTable2, YOB=object@YOB2)[ages2+1];
- pxn2 = cumprod(1-qx2);
- pxyn = pxn * pxn2;
- object@probabilities = data.frame(object@probabilities, ages2=ages2, q2=qx2, pxn2=pxn2, pxyn=pxyn);
- }
-
-
- # 2) Properly set up the payment and cost cash flow data frames
-
- # 3) Calculate all NPVs of the payment and the cost cash flows (recursively)
- # 3a: life-long annuities for person 2 (and person 1+2), in case the death benefit is a life-long widow's annuity
-
- # 4) Set up the coefficients of the NPVs for the premium calculation
-
- # 5) Calculate the gross premium
- # 6) Calculate the net premium and the Zillmer premium
-
- # 7) Calculate all reserves (benefits and costs)
-
- # 8) Calculate Spar- und Risikoprämie from the net premium and the reserves
-
- # 9) Calculate VS after Prämienfreistellung
- # 9a: Calculate all reserves after Prämienfreistellung
-
- # 10) Calculate the Bilanz reserves
-
- # 11) Calculate the Rückkaufswert
-# max(object@ages,na.rm=TRUE);
- object
-})
-
-
-beispielvertrag = InsuranceContract(
- name="Beispielvertrag", tarif="Beispieltarif",
- desc="Beispiel zum Testen des Codes",
- YOB=1948, YOB2=1948+65-62,
- age=65, age2=62,
-# contractLength=30,
- mortalityTable=AVOe2005R.unisex, mortalityTable2=AVOe2005R.unisex,
- interest=0.0125,
-
- unterjährigkeit=12, unterjährigkeitsapproximation=1.5,
-
-# deathPayments=list(),
-# survivalPayments=list(),
-# costCashflows=data.frame(),
-# cashflows=data.frame()
+InsuranceContract = R6Class(
+ "InsuranceContract",
+ public = list(
+ tarif = NA,
+
+ #### Contract settings
+ sumInsured = 1,
+ YOB = NA,
+ age = NA,
+ policyPeriod = Inf,
+ premiumPeriod = 1,
+ deferral = 0,
+ guaranteed = 0,
+
+ 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)
+
+ #### Caching values for this contract, initialized/calculated when the object is created
+ transitionProbabilities = NA,
+
+ cashFlowsBasic = NA,
+ cashFlows = NA,
+ cashFlowsCosts = NA,
+ premiumSum = 0,
+
+ presentValues = NA,
+ presentValuesCosts = NA,
+
+ premiums = NA,
+ reserves = NA,
+
+
+ #### The code:
+
+ initialize = function(tarif, age, policyPeriod,
+ premiumPeriod = policyPeriod, sumInsured = 1,
+ ...,
+ loadings = list(),
+ guaranteed = 0,
+ premiumPayments = "in advance", benefitPayments = "in advance",
+ premiumFrequency = 1, benefitFrequency = 1,
+ deferral = 0, YOB = 1975) {
+ self$tarif = tarif;
+ self$age = age;
+ self$policyPeriod = policyPeriod;
+ self$premiumPeriod = premiumPeriod;
+ 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$benefitFrequency = benefitFrequency;
+ if (!missing(guaranteed)) self$guaranteed = guaranteed;
+ if (!missing(loadings)) self$loadings = loadings;
+
+ self$recalculate();
+ },
+
+ recalculate = function() {
+ self$determineTransitionProbabilities();
+ self$determineCashFlows();
+ self$calculatePresentValues();
+ self$calculatePremiums();
+ self$calculatePresentValuesAllBenefits();
+ self$calculateReserves();
+
+ },
+
+ determineTransitionProbabilities = function() {
+ self$transitionProbabilities = self$tarif$getTransitionProbabilities(YOB = self$YOB, age = self$age);
+ self$transitionProbabilities
+ },
+
+ determineCashFlows = function() {
+ self$cashFlowsBasic = self$tarif$getBasicCashFlows(YOB = self$YOB, age = self$age, guaranteed = self$guaranteed, deferral = self$deferral, policyPeriod = self$policyPeriod, premiumPeriod = self$premiumPeriod);
+ self$cashFlows = self$tarif$getCashFlows(age = self$age, premiumPayments = self$premiumPayments, benefitPayments = self$benefitPayments, policyPeriod = self$policyPeriod, guaranteed = self$guaranteed, deferral = self$deferral, 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, deferral = self$deferral, guaranteed = self$guaranteed, 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$YOB, premiumFrequency = self$premiumFrequency, benefitFrequency = self$benefitFrequency, loadings = self$loadings);
+ self$presentValuesCosts = self$tarif$presentValueCashFlowsCosts(self$cashFlowsCosts, age = self$age, YOB = self$YOB);
+ list("benefits" = self$presentValues, "costs" = self$presentValuesCosts)
+ },
+
+ # 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$sumInsured);
+ self$presentValues = cbind(self$presentValues, pvAllBenefits)
+ self$presentValues
+ },
+
+ calculatePremiums = function() {
+ self$premiums = self$tarif$premiumCalculation(self$presentValues, self$presentValuesCosts, premiumSum = self$premiumSum, sumInsured = self$sumInsured, loadings = self$loadings);
+ self$premiums
+ },
+
+ calculateReserves = function() {
+ self$reserves = self$tarif$reserveCalculation(premiums=self$premiums, pvBenefits=self$presentValues, pvCosts=self$presentValuesCosts, sumInsured=self$sumInsured, loadings = self$loadings);
+ },
+
+ dummy=NA
+ )
);
-beispielvertrag=calculate(beispielvertrag)
-beispielvertrag
-# data.frame(x=0:121, qx=deathProbabilities(AVOe2005R.unisex, YOB=1948))
\ No newline at end of file
diff --git a/R/InsuranceTarif.R b/R/InsuranceTarif.R
index 32e537fcf1adab92cc32c015d09d27d808e47719..b43c8cb3b909519c54f091f11ae222f98b3bd733 100644
--- a/R/InsuranceTarif.R
+++ b/R/InsuranceTarif.R
@@ -3,7 +3,7 @@ library(lifecontingencies)
library(objectProperties)
library(foreach)
-TariffTypeEnum = setSingleEnum("TariffType", levels = c("annuity", "wholelife", "endowment", "pureendowment"))
+TariffTypeEnum = setSingleEnum("TariffType", levels = c("annuity", "wholelife", "endowment", "pureendowment", "terme-fix"))
PaymentTimeEnum = setSingleEnum("PaymentTime", levels = c("in advance", "in arrears"))
#PaymentCountEnum = setSingleEnum(PaymentCount, levels = c(1,2,3))
@@ -21,7 +21,7 @@ initializeCosts = function() {
);
array(0,
dim=sapply(dimnm, length),
- dimnames=dimnames
+ dimnames=dimnm
)
}
@@ -41,7 +41,7 @@ InsuranceTarif = R6Class(
mortalityTable = NA,
i = 0, # guaranteed interest rate
v = 1, # discount factor
- tariffType = TariffTypeEnum("wholelife"), # possible values: annuity, wholelife, endowment, pureendowment
+ tariffType = TariffTypeEnum("wholelife"), # possible values: annuity, wholelife, endowment, pureendowment, terme-fix
premiumFrequencyOrder = 0,
benefitFrequencyOrder = 0,
widowFactor = 0,
@@ -49,21 +49,21 @@ InsuranceTarif = R6Class(
premiumRefund = 0,
premiumRefundLoading = 0, # Mindesttodesfallrisiko soll damit erreicht werden, z.B. 105% der einbezahlten Prämien
- advanceBonus = 0,
- sumRebate = 0,
-
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, # Profit participation in advance, % of the premium
- "ongoingAlphaGrossPremium" = 0 # Acquisition cost that increase the gross premium
+ "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
),
@@ -101,7 +101,6 @@ InsuranceTarif = R6Class(
},
getBasicCashFlows = function(age, ..., guaranteed = 0, policyPeriod = inf, deferral = 0, maxAge = getOmega(self$mortalityTable)) {
maxlen = min(maxAge - age, policyPeriod);
-
cf = list(
guaranteed = rep(0, maxlen+1),
survival = rep(0, maxlen+1),
@@ -110,7 +109,9 @@ InsuranceTarif = R6Class(
if (self$tariffType == "annuity") {
# guaranteed payments exist only with annuities (first n years of the payment)
cf$guaranteed = c(rep(0, deferral), rep(1, guaranteed), rep(0, max(0, maxlen+1 - deferral - guaranteed)))
- cf$survival = c(rep(0, deferral + guaranteed), rep(1, max(0, maxlen+1 - deferral - guaranteed)))
+ cf$survival = c(rep(0, deferral + guaranteed), rep(1, max(0, maxlen - deferral - guaranteed)), 0)
+ } else if (self$tariffType == "terme-fix") {
+ cf$guaranteed = c(rep(0, policyPeriod), 1);
} else {
if (self$tariffType == "endowment" || self$tariffType == "pureendowment") {
cf$survival = c(rep(0, policyPeriod), 1);
@@ -205,17 +206,17 @@ InsuranceTarif = R6Class(
benefitFrequencyCorrection = correctionPaymentFrequency(m = benefitFrequency, i = self$i, order = self$benefitFrequencyOrder);
premiumFrequencyCorrection = correctionPaymentFrequency(m = premiumFrequency, i = self$i, order = self$premiumFrequencyOrder);
- pv = as.matrix(data.frame( # TODO: Find a better way to combine the vectors into a matrix with given row/column names!
+ # pv = as.matrix(data.frame( # TODO: Find a better way to combine the vectors into a matrix with given row/column names!
+ pv = (cbind( # TODO: Find a better way to combine the vectors into a matrix with given row/column names!
age = ages,
premiums = calculatePVSurvival (q, cashflows$premiums_advance, cashflows$premiums_arrears, m=premiumFrequency, mCorrection=premiumFrequencyCorrection, v=self$v),
guaranteed = calculatePVSurvival (q*0, cashflows$guaranteed_advance, cashflows$guaranteed_arrears, m=benefitFrequency, mCorrection=benefitFrequencyCorrection, v=self$v),
survival = calculatePVSurvival (q, cashflows$survival_advance, cashflows$survival_arrears, m=benefitFrequency, mCorrection=benefitFrequencyCorrection, v=self$v),
death_SumInsured = calculatePVDeath (q, cashflows$death_SumInsured, v=self$v),
death_GrossPremium = calculatePVDeath (q, cashflows$death_GrossPremium, v=self$v),
- death_PremiumFree = calculatePVDeath (q, cashflows$death_PremiumFree, v=self$v),
-
- row.names = pad0(rownames(qq), len)
+ death_PremiumFree = calculatePVDeath (q, cashflows$death_PremiumFree, v=self$v)
));
+ rownames(pv) <- pad0(rownames(qq), len);
pv
},
@@ -228,10 +229,18 @@ InsuranceTarif = R6Class(
pvc
},
+ presentValueBenefits = function(presentValues, premiums, sumInsured=1) {
+ benefits.unit = presentValues[,"survival"] + presentValues[,"death_SumInsured"];
+ benefits = benefits.unit * sumInsured;
+ allBenefits.unit = presentValues[,"survival"] + presentValues[,"death_SumInsured"] + presentValues[,"death_GrossPremium"] * premiums[["unit.gross"]];
+ allBenefits = allBenefits.unit * sumInsured;
+ cbind(benefits.unit=benefits.unit, benefits=benefits, allBenefits.unit=allBenefits.unit, allBenefits=allBenefits)
+ },
+
getPremiumCoefficients = function(type="gross", coeffBenefits, coeffCosts, ...,
- premiumSum = 0,
+ loadings = self$loadings, premiumSum = 0,
premiums = c("unit.gross"=0)) {
- securityLoading = self$loadings$security;
+ securityLoading = loadings$security;
refundAddon = self$premiumRefundLoading;
coefficients = list(
@@ -284,11 +293,14 @@ InsuranceTarif = R6Class(
coefficients
},
- premiumCalculation = function(pvBenefits, pvCosts, costs=self$costs, premiumSum=0, sumInsured=1, premiumFrequency = 1) {
- premiums = c("unit.net" = 0, "unit.gross"= 0, "unit.Zillmer" = 0, "net" = 0, "gross" = 0, "Zillmer" = 0, "written" = 0);
+ 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);
# 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$getPremiumCoefficients("gross", pvBenefits["0",]*0, pvCosts["0",,]*0, premiums=premiums, premiumSum=premiumSum)
+ coeff=self$getPremiumCoefficients("gross", pvBenefits["0",]*0, pvCosts["0",,]*0, premiums=premiums, premiumSum=premiumSum, loadings=loadings)
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",,]);
ongoingAlphaGrossPremium = self$loadings$ongoingAlphaGrossPremium;
@@ -307,18 +319,31 @@ InsuranceTarif = R6Class(
premiums[["unit.Zillmer"]] = enumerator/denominator;
premiums[["Zillmer"]] = premiums[["unit.Zillmer"]] * sumInsured;
+
# The written premium is the gross premium with additional loadings, rebates, unit costs and taxes
- tax = valueOrFunction(self$loadings$tax, sumInsured=sumInsured, premiums=premiums);
- unitCosts = valueOrFunction(self$loadings$unitcosts, sumInsured=sumInsured, premiums=premiums);
- noMedicalExam = valueOrFunction(self$loadings$noMedicalExam,sumInsured=sumInsured, premiums=premiums);
- sumRebate = valueOrFunction(self$loadings$sumRebate, sumInsured=sumInsured, premiums=premiums);
- premiumRebate = valueOrFunction(self$loadings$premiumRebate,sumInsured=sumInsured, premiums=premiums); # TODO: How shall this be included in the premium calculation?
- advanceProfitParticipation = valueOrFunction(self$loadings$advanceProfitParticipation,sumInsured=sumInsured, premiums=premiums);
+ tax = valueOrFunction(loadings$tax, sumInsured=sumInsured, premiums=premiums);
+ unitCosts = valueOrFunction(loadings$unitcosts, sumInsured=sumInsured, premiums=premiums);
+ noMedicalExam = valueOrFunction(loadings$noMedicalExam,sumInsured=sumInsured, premiums=premiums);
+ noMedicalExam.relative = valueOrFunction(loadings$noMedicalExamRelative,sumInsured=sumInsured, premiums=premiums);
+ sumRebate = valueOrFunction(loadings$sumRebate, sumInsured=sumInsured, premiums=premiums);
+ premiumRebate = valueOrFunction(loadings$premiumRebate,sumInsured=sumInsured, premiums=premiums);
+ advanceProfitParticipation = valueOrFunction(loadings$advanceProfitParticipation,sumInsured=sumInsured, premiums=premiums);
+ advanceProfitParticipationUnitCosts = valueOrFunction(loadings$advanceProfitParticipationInclUnitCost, sumInsured=sumInsured, premiums=premiums);
+ partnerRebate = valueOrFunction(loadings$partnerRebate,sumInsured=sumInsured, premiums=premiums);
frequencyLoading = valueOrFunction(self$premiumFrequencyLoading, sumInsured=sumInsured, premiums=premiums);
- premiumBeforeTax = (premiums[["unit.gross"]] + noMedicalExam - sumRebate)*sumInsured * (1-advanceProfitParticipation) + unitCosts;
+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);
@@ -326,155 +351,77 @@ InsuranceTarif = R6Class(
premiums
},
+ reserveCalculation = function (premiums, pvBenefits, pvCosts, sumInsured=1, ...) {
+ 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 =
- # Dummy to allow commas
- dummy = 0
- )
-);
-
-
-costs = initializeCosts();
-# costs["alpha", "SumInsured",] = c(1,2,5);
-# costs["beta", "SumPremiums",] = c(3,2,1);
-costs["alpha", "SumPremiums", "once"] = 0.05;
-costs["Zillmer", "SumPremiums", "once"] = 0.04;
-costs["gamma", "SumInsured", "PremiumPeriod"] = 0.005;
-costs["gamma", "SumInsured", "PremiumFree"] = 0.01;
-costs["gamma_nopremiums", "SumInsured", "PolicyPeriod"] = 0.01;
-
-costs
-
-TestTarif = InsuranceTarif$new(name = "Testtarif", mortalityTable = AVOe2005R.male, type = "annuity", costs=costs)
-q = TestTarif$getTransitionProbabilities(YOB = 1980, age = 30)
-TestTarif = InsuranceTarif$new(name = "Testtarif", mortalityTable = AVOe2005R.male, type = "wholelife", costs=costs)
-TestTarif$getBasicCashFlows(YOB = 1980, age = 30, policyPeriod = 5, deferral = 3, guaranteed=10)
-
-# Gemischte Versicherung, i=1%, AVÖ2005R Unisex, YOB=1980, age=30, Laufzeit=10, Prämienzahlungsdauer=5,
-TestTarif = InsuranceTarif$new(name = "Testtarif", mortalityTable = AVOe2005R.unisex, type = "endowment", costs=costs, i=0.01)
-TestTarif$getBasicCashFlows(YOB = 1980, age = 30, premiumPaymentPeriod = 5, policyPeriod = 10, deferral = 0, guaranteed=0)
-
-TestTarif$costs=costs;
-TestTarif$premiumRefund = 0;
-
-cf = TestTarif$getCashFlows(YOB = 1980, age = 30, premiumPaymentPeriod = 5, policyPeriod = 10, deferral = 0, guaranteed=0); cf
-cfc = TestTarif$getCashFlowsCosts(YOB = 1980, age = 30, premiumPaymentPeriod = 5, policyPeriod = 10, deferral = 0, guaranteed=0); cfc
-
-pv = TestTarif$presentValueCashFlows(cf, age = 30, YOB=1980); pv
-pvc = TestTarif$presentValueCashFlowsCosts(cfc, age=30, YOB=1980); pvc
-
-premiums=TestTarif$premiumCalculation(pv, pvc, premiumSum=15); premiums
-
-
-
-premiums*1000
-as.array(premiums)*1000
-
-c("net"=1, "gross"=23, "Zillmer"=44)
-str(as.matrix( premiums))
-as.matrix(premiums)*1000
-scf
-cfc
-dim(cfc)[1]
-
-str(cf$premiums_advance)
-calculatePVSurvival(q$q, cf$premiums_advance, cf$premiums_arrears, v=1/1.01)
-calculatePVSurvival(q$q, cf$survival_advance, cf$survival_arrears, v=1/1.01)
-
-calculatePVDeath(q$q, cf$death_SumInsured, v=1/1.01)
-calculatePVDeath(q$q, cf$death_GrossPremium, v=1/1.01)
-calculatePVDeath(q$q, cf$death_PremiumFree, v=1/1.01)
-
-
-
-InsuranceContract = R6Class(
- "InsuranceContract",
- public = list(
- tarif = NA,
-
- #### Contract settings
- sumInsured = 1,
- YOB = NA,
- age = NA,
- policyPeriod = Inf,
- premiumPeriod = 1,
- deferral = 0,
- guaranteed = 0,
-
- premiumPayments = PaymentTimeEnum("in advance"),
- benefitPayments = PaymentTimeEnum("in advance"),
-
- premiumFrequency = 1,
- benefitFrequency = 1, # Only for annuities!
-
- #### Caching values for this contract, initialized/calculated when the object is created
- transitionProbabilities = NA,
-
- cashFlowsBasic = NA,
- cashFlows = NA,
- cashFlowsCosts = NA,
- premiumSum = 0,
-
- presentValues = NA,
- presentValuesCosts = NA,
-
- premiums = NA,
-
-
- #### The code:
-
- 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$policyPeriod = policyPeriod;
- self$premiumPeriod = premiumPeriod;
- 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$determineCashFlows();
- self$calculatePresentValues();
- self$calculatePremiums();
+ res = cbind("Reserve"=resZ, "Reserve.gamma"=res.gamma#, "Reserve.premiumfree"=res.premiumfree, "Reserve.gamma.premiumfree"=res.gamma.premiumfree);
+ );
+ rownames(res) <- rownames(pvBenefits);
+ res
},
- determineTransitionProbabilities = function() {
- self$transitionProbabilities = self$tarif$getTransitionProbabilities(YOB = self$YOB, age = self$age);
- self$transitionProbabilities
- },
- determineCashFlows = function() {
- self$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$premiumPayments, benefitPayments = self$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, 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)
- },
-
- calculatePremiums = function() {
- self$premiums = self$tarif$premiumCalculation(self$presentValues, self$presentValuesCosts, premiumSum = self$premiumSum, sumInsured = self$sumInsured);
- self$premiums
- },
- dummy=NA
+ # Dummy to allow commas
+ dummy = 0
)
);
-
-
-
-
+#
+#
+# costs = initializeCosts();
+# # costs["alpha", "SumInsured",] = c(1,2,5);
+# # costs["beta", "SumPremiums",] = c(3,2,1);
+# costs["alpha", "SumPremiums", "once"] = 0.05;
+# costs["Zillmer", "SumPremiums", "once"] = 0.04;
+# costs["gamma", "SumInsured", "PremiumPeriod"] = 0.005;
+# costs["gamma", "SumInsured", "PremiumFree"] = 0.01;
+# costs["gamma_nopremiums", "SumInsured", "PolicyPeriod"] = 0.01;
+#
+# costs
+#
+# TestTarif = InsuranceTarif$new(name = "Testtarif", mortalityTable = AVOe2005R.male, type = "annuity", costs=costs)
+# q = TestTarif$getTransitionProbabilities(YOB = 1980, age = 30)
+# TestTarif = InsuranceTarif$new(name = "Testtarif", mortalityTable = AVOe2005R.male, type = "wholelife", costs=costs)
+# TestTarif$getBasicCashFlows(YOB = 1980, age = 30, policyPeriod = 5, deferral = 3, guaranteed=10)
+#
+# # Gemischte Versicherung, i=1%, AVÖ2005R Unisex, YOB=1980, age=30, Laufzeit=10, Prämienzahlungsdauer=5,
+# TestTarif = InsuranceTarif$new(name = "Testtarif", mortalityTable = AVOe2005R.unisex, type = "endowment", costs=costs, i=0.01)
+# TestTarif$getBasicCashFlows(YOB = 1980, age = 30, premiumPaymentPeriod = 5, policyPeriod = 10, deferral = 0, guaranteed=0)
+#
+# TestTarif$costs=costs;
+# TestTarif$premiumRefund = 0;
+#
+# cf = TestTarif$getCashFlows(YOB = 1980, age = 30, premiumPaymentPeriod = 5, policyPeriod = 10, deferral = 0, guaranteed=0); cf
+# cfc = TestTarif$getCashFlowsCosts(YOB = 1980, age = 30, premiumPaymentPeriod = 5, policyPeriod = 10, deferral = 0, guaranteed=0); cfc
+#
+# pv = TestTarif$presentValueCashFlows(cf, age = 30, YOB=1980); pv
+# pvc = TestTarif$presentValueCashFlowsCosts(cfc, age=30, YOB=1980); pvc
+#
+# premiums=TestTarif$premiumCalculation(pv, pvc, premiumSum=15); premiums
+#
+#
+#
+# premiums*1000
+# as.array(premiums)*1000
+#
+# c("net"=1, "gross"=23, "Zillmer"=44)
+# str(as.matrix( premiums))
+# as.matrix(premiums)*1000
+# scf
+# cfc
+# dim(cfc)[1]
+#
+# str(cf$premiums_advance)
+# calculatePVSurvival(q$q, cf$premiums_advance, cf$premiums_arrears, v=1/1.01)
+# calculatePVSurvival(q$q, cf$survival_advance, cf$survival_arrears, v=1/1.01)
+#
+# calculatePVDeath(q$q, cf$death_SumInsured, v=1/1.01)
+# calculatePVDeath(q$q, cf$death_GrossPremium, v=1/1.01)
+# calculatePVDeath(q$q, cf$death_PremiumFree, v=1/1.01)
+#
+#
diff --git a/R/ValuationTables.R b/R/ValuationTables.R
index 3b32f212f404e140ba32cb3c465e42b8c2492fdd..f3b6bf6b48a122f22664adc313e25e5682630c7a 100644
--- a/R/ValuationTables.R
+++ b/R/ValuationTables.R
@@ -4,8 +4,8 @@ library(ggplot2);
# (virtual) base class for valuation tables, contains only the name / ID
valuationTable=setClass(
"valuationTable",
- slots=list(name="character", baseYear="numeric", loading="numeric"),
- prototype=list(name="Actuarial Valuation Table", baseYear=2000, loading=0),
+ slots=list(name="character", baseYear="numeric", loading="numeric", modification="function"),
+ prototype=list(name="Actuarial Valuation Table", baseYear=2000, loading=0, modification=identity),
contains="VIRTUAL"
);
@@ -106,53 +106,77 @@ setMethod("ages", "valuationTable.joined",
ages(object@table1);
})
+setGeneric("ageShift", function(object, YOB=1975, ...) standardGeneric("ageShift"));
+setMethod("ageShift","valuationTable.ageShift",
+ function(object, YOB, ...) {
+ shift = object@ageShifts[toString(YOB),];
+ if (is.na(shift)) {
+ # The row names (YOB) are unfortunately strings, so we cannot easily query them.
+ # TODO: Change the data.frame to use a real column for the YOB
+ firstYOB = head(rownames(object@ageShifts), n=1);
+ lastYOB = tail(rownames(object@ageShifts), n=1);
+ if (YOB < as.integer(firstYOB)) {
+ shift = object@ageShifts[firstYOB,];
+ } else if (YOB > as.integer(lastYOB)) {
+ shift = object@ageShifts[lastYOB,];
+ }
+ }
+ shift
+ })
setGeneric("deathProbabilities", function(object, ..., YOB=1975) standardGeneric("deathProbabilities"));
setMethod("deathProbabilities", "valuationTable.period",
function(object, ..., YOB=1975) {
- object@deathProbs * (1+object@loading);
+ object@modification(object@deathProbs * (1+object@loading));
})
setMethod("deathProbabilities","valuationTable.ageShift",
function (object, ..., YOB=1975) {
qx=object@deathProbs * (1+object@loading);
- shift.index=match(YOB, object@shifts, 0);
- if (shift.index) {}
- # TODO
- qx
+ shift = ageShift(object, YOB);
+ if (shift>0) {
+ qx = c(qx[(shift+1):length(qx)], rep(qx[length(qx)], shift));
+ } else if (shift<0) {
+ qx = c(rep(0, -shift), qx[1:(length(qx)-(-shift))])
+ }
+ object@modification(qx)
})
+
+
setMethod("deathProbabilities","valuationTable.trendProjection",
function (object, ..., YOB=1975) {
-cat("deathProbabilities for valuationTable.trendProjection, YOB=", YOB, "\n")
qx=object@deathProbs * (1+object@loading);
if (is.null(object@trend2) || length(object@trend2)<=1) {
ages=0:(length(qx)-1);
damping=sapply(ages, function (age) { object@dampingFunction(YOB+age-object@baseYear) });
# print(data.frame(age=0:(length(qx)-1), trend=object@trend, exponent=-object@trend*damping, damping=damping, baseqx=qx, qx=exp(-object@trend*damping)*qx)[66:90,]);
- exp(-object@trend*damping)*qx;
+ finalqx=exp(-object@trend*damping)*qx;
} else {
# dampingFunction interpolates between the two trends:
weights=sapply(YOB+0:(length(qx)-1), object@dampingFunction);
- qx*exp(-(object@trend*(1-weights) + object@trend2*(weights))*(YOB+0:(length(qx)-1)-object@baseYear))
+ finalqx=qx*exp(-(object@trend*(1-weights) + object@trend2*(weights))*(YOB+0:(length(qx)-1)-object@baseYear))
}
+ object@modification(finalqx)
})
-# data.frame(x=0:121, qx=deathProbabilities(AVOe2005R.unisex, YOB=1948));
+
setMethod("deathProbabilities","valuationTable.improvementFactors",
function (object, ..., YOB=1975) {
qx=object@deathProbs * (1+object@loading);
- (1-object@improvement)^(YOB+0:(length(qx)-1)-object@baseYear)*qx
+ finalqx=(1-object@improvement)^(YOB+0:(length(qx)-1)-object@baseYear)*qx;
+ object@modification(finalqx)
})
setMethod("deathProbabilities","valuationTable.mixed",
function (object, ..., YOB=1975) {
qx1=deathProbabilities(object@table1, ..., YOB) * (1+object@loading);
qx2=deathProbabilities(object@table2, ..., YOB) * (1+object@loading);
- (object@weight1*qx1 + object@weight2*qx2)/(object@weight1 + object@weight2)
+ mixedqx=(object@weight1*qx1 + object@weight2*qx2)/(object@weight1 + object@weight2);
+ object@modification(mixedqx)
})
setGeneric("periodDeathProbabilities", function(object, ...) standardGeneric("periodDeathProbabilities"));
setMethod("periodDeathProbabilities", "valuationTable.period",
function(object, ...) {
- object@deathProbs * (1+object@loading);
+ object@modification(object@deathProbs * (1+object@loading));
})
setMethod("periodDeathProbabilities","valuationTable.ageShift",
function (object, ..., Period=1975) {
@@ -161,7 +185,7 @@ setMethod("periodDeathProbabilities","valuationTable.ageShift",
shift.index=match(YOB, object@shifts, 0);
if (shift.index) {}
# TODO
- qx
+ object@modification(qx)
})
setMethod("periodDeathProbabilities","valuationTable.trendProjection",
function (object, ..., Period=1975) {
@@ -170,25 +194,28 @@ setMethod("periodDeathProbabilities","valuationTable.trendProjection",
ages=0:(length(qx)-1);
damping=object@dampingFunction(Period-object@baseYear);
# print(data.frame(age=0:(length(qx)-1), trend=object@trend, exponent=-object@trend*damping, damping=damping, baseqx=qx, qx=exp(-object@trend*damping)*qx)[66:90,]);
- exp(-object@trend*damping)*qx;
+ finalqx=exp(-object@trend*damping)*qx;
} else {
# TODO
# dampingFunction interpolates between the two trends:
weights=sapply(YOB+0:(length(qx)-1), object@dampingFunction);
- qx*exp(-(object@trend*(1-weights) + object@trend2*(weights))*(YOB+0:(length(qx)-1)-object@baseYear))
+ finalqx=qx*exp(-(object@trend*(1-weights) + object@trend2*(weights))*(YOB+0:(length(qx)-1)-object@baseYear));
}
+ object@modification(finalqx)
})
# data.frame(x=0:121, qx=deathProbabilities(AVOe2005R.unisex, YOB=1948));
setMethod("periodDeathProbabilities","valuationTable.improvementFactors",
function (object, ..., Period=1975) {
qx=object@deathProbs * (1+object@loading);
- (1-object@improvement)^(Period-object@baseYear)*qx
+ finalqx=(1-object@improvement)^(Period-object@baseYear)*qx;
+ object@modification(finalqx)
})
setMethod("periodDeathProbabilities","valuationTable.mixed",
function (object, ..., Period=1975) {
qx1=periodDeathProbabilities(object@table1, ..., Period=Period) * (1+object@loading);
qx2=periodDeathProbabilities(object@table2, ..., Period=Period) * (1+object@loading);
- (object@weight1*qx1 + object@weight2*qx2)/(object@weight1 + object@weight2)
+ mixedqx=(object@weight1*qx1 + object@weight2*qx2)/(object@weight1 + object@weight2);
+ object@modification(mixedqx)
})
@@ -260,10 +287,10 @@ makeQxDataFrame = function(..., YOB=1972, Period=NA) {
names(data) = lapply(data, function(t) t@name);
if (missing(Period)) {
cat("Year of birth: ", YOB, "\n");
- data = lapply(data, function(t) cbind(x=t@ages, y=deathProbabilities(t, YOB=YOB)))
+ data = lapply(data, function(t) cbind(x=ages(t), y=deathProbabilities(t, YOB=YOB)))
} else {
cat("Period: ", Period,"\n");
- data = lapply(data, function(t) cbind(x=t@ages, y=periodDeathProbabilities(t, Period=Period)))
+ data = lapply(data, function(t) cbind(x=ages(t), y=periodDeathProbabilities(t, Period=Period)))
}
list.names = names(data)
@@ -312,6 +339,7 @@ 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")
diff --git a/R/ValuationTables_Austria_Annuities.R b/R/ValuationTables_Austria_Annuities.R
index a52c4f0e70028c99eba00b808f3f6879cf6d9e28..2a354a23c9bfea759290eee6d436879c2b0a8a6c 100644
--- a/R/ValuationTables_Austria_Annuities.R
+++ b/R/ValuationTables_Austria_Annuities.R
@@ -229,5 +229,6 @@ AVOe2005R.unisex.group.av=AVOe2005R_gen.av("AVÖ 2005R unisex group (age-shifted
###############################################################################
+options("scipen" = 3)
t=AVOe2005R.male;
deathProbabilities(t, YOB=2001)
diff --git a/R/ValuationTables_Austria_Census.R b/R/ValuationTables_Austria_Census.R
index 84ce4f97320a3e245abb97025f8decf081241571..cad3bbc1d892861eb2e1e81e4f4a1749090ed8eb 100644
--- a/R/ValuationTables_Austria_Census.R
+++ b/R/ValuationTables_Austria_Census.R
@@ -58,9 +58,9 @@ mort.AT.census.1991.female = censtable(a.vz.dataF, name="ÖVSt 1990/92 F", baseY
mort.AT.census.2001.female = censtable(a.vz.dataF, name="ÖVSt 2000/02 F", baseYear=2001, qslot="X2000.02");
mort.AT.census.2011.female = censtable(a.vz.dataF, name="ÖVSt 2010/2012 F", baseYear=2011, qslot="X2010.12");
-mort.AT.census.2001.unisex = valuationTable.mixed(table1=mort.AT.census.2001.m, table2=mort.AT.census.2001.f)
+mort.AT.census.2001.unisex = valuationTable.mixed(table1=mort.AT.census.2001.male, table2=mort.AT.census.2001.female)
-mort.AT.census.ALL.maleA= makeQxDataFrame(
+mort.AT.census.ALL.male = makeQxDataFrame(
mort.AT.census.1869.male,
mort.AT.census.1880.male,
mort.AT.census.1890.male,
@@ -75,7 +75,7 @@ mort.AT.census.ALL.maleA= makeQxDataFrame(
mort.AT.census.2001.male,
mort.AT.census.2011.male);
-mort.AT.census.ALL.female=makeQxDataFrame(
+mort.AT.census.ALL.female = makeQxDataFrame(
mort.AT.census.1869.female,
mort.AT.census.1880.female,
mort.AT.census.1890.female,
@@ -94,5 +94,5 @@ rm(a.vz.dataM, a.vz.dataF, censtable)
###############################################################################
-plotValuationTables(mort.AT.census.ALL.male, title="Vergleich österreichische SterbeTables, Männer", legend.position=c(1,0))
-plotValuationTables(mort.AT.census.ALL.female, title="Vergleich österreichische SterbeTables, Frauen", legend.position=c(1,0))
+plotValuationTables(mort.AT.census.ALL.male, title="Vergleich österreichische Sterbetafeln, Männer", legend.position=c(1,0))
+plotValuationTables(mort.AT.census.ALL.female, title="Vergleich österreichische Sterbetafeln, Frauen", legend.position=c(1,0))