Generate annuities prediction per development year from rolled out single annuities
generate_annuities_prediction.RdGenerate annuities prediction per development year from rolled out single annuities
Usage
generate_annuities_prediction(
annuities,
annuities_rolled_out,
first_orig_year,
last_orig_year
)Arguments
- annuities
dataframe, see description of
pool_of_annuitiesin details ofprepare_data().- annuities_rolled_out
matrix as result of
roll_out_annuity()- first_orig_year
Integer value for the first origin year, will be treated as the first observed calendar year.
- last_orig_year
Integer value for the last origin year which will also be treated as the last calendar year, usually the calendar year that just ended.
Value
numeric matrix with one row per year between first_orig_year and last_orig_year and 250 columns for
predicted future annuity payments.
Examples
# this example uses data provided with this package
print(minimal_active_annuities_xmpl)
#> Claim_id Annuity_id Origin_year Calendar_year Entering_year Annuity_start
#> 1 Claim#43 1 2006 2023 2009 2009
#> 2 Claim#51 1 2010 2023 2013 2036
#> 3 Claim#13 1 1990 2023 1992 1992
#> Annuity_end Birth_year Gender Annual_payment Dynamic
#> 1 0 1939 m 12168.21 0
#> 2 2051 1986 m 12893.00 0
#> 3 0 1958 w 11807.36 0
# Create payments matrix
payments <- generate_annuity_payments(annuities = minimal_active_annuities_xmpl,
last_orig_year = 2023)
print(payments[,1:10])
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
#> [1,] 12168.21 12168.21 12168.21 12168.21 12168.21 12168.21 12168.21 12168.21
#> [2,] 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> [3,] 11807.36 11807.36 11807.36 11807.36 11807.36 11807.36 11807.36 11807.36
#> [,9] [,10]
#> [1,] 12168.21 12168.21
#> [2,] 0.00 0.00
#> [3,] 11807.36 11807.36
# Create probability matrix
probs <- generate_annuity_probabilities(annuities = minimal_active_annuities_xmpl,
mortality = mortality_xmpl,
age_shift = age_shift_xmpl)
print(probs[,1:10])
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
#> [1,] 0 0.2868083 0.4937320 0.6423048 0.7484672 0.8239585 0.8773790 0.9149971
#> [2,] 0 0.1136917 0.2174082 0.3115931 0.3967347 0.4733544 0.5419961 0.6032160
#> [3,] 0 0.1839400 0.3364235 0.4623482 0.5659430 0.6508416 0.7201519 0.7765189
#> [,9] [,10]
#> [1,] 0.9413576 0.9597385
#> [2,] 0.6575737 0.7056247
#> [3,] 0.8221835 0.8590354
annuities_rolled_out <- roll_out_annuity(payments = payments,
probs = probs,
stop.at = "random_death_year")
# only print the first 10 columns
generate_annuities_prediction(annuities = minimal_active_annuities_xmpl,
annuities_rolled_out = annuities_rolled_out,
first_orig_year = 1989,
last_orig_year = 2023)[,1:10]
#> 2024 2025 2026 2027 2028 2029 2030 2031
#> 1989 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1990 11807.36 11807.36 11807.36 11807.36 11807.36 11807.36 11807.36 11807.36
#> 1991 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1992 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1993 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1994 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1995 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1996 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1997 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1998 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 1999 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2001 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2002 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2003 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2004 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2005 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2006 12168.21 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2007 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2008 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2009 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2010 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2011 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2012 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2013 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2014 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2015 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2016 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2017 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2018 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2019 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2020 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2021 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2022 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2023 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
#> 2032 2033
#> 1989 0 0
#> 1990 0 0
#> 1991 0 0
#> 1992 0 0
#> 1993 0 0
#> 1994 0 0
#> 1995 0 0
#> 1996 0 0
#> 1997 0 0
#> 1998 0 0
#> 1999 0 0
#> 2000 0 0
#> 2001 0 0
#> 2002 0 0
#> 2003 0 0
#> 2004 0 0
#> 2005 0 0
#> 2006 0 0
#> 2007 0 0
#> 2008 0 0
#> 2009 0 0
#> 2010 0 0
#> 2011 0 0
#> 2012 0 0
#> 2013 0 0
#> 2014 0 0
#> 2015 0 0
#> 2016 0 0
#> 2017 0 0
#> 2018 0 0
#> 2019 0 0
#> 2020 0 0
#> 2021 0 0
#> 2022 0 0
#> 2023 0 0