Rolling out active annuities corresponding to large claims
roll_out_active_annuities.RdRolling out active annuities corresponding to large claims
Usage
roll_out_active_annuities(
payments_active_annuities,
probs_active_annuities,
active_annuities,
large_claims_list
)Arguments
- payments_active_annuities
matrix of agreed future payments corresponding to active annuities, see
generate_annuity_payments().- probs_active_annuities
matrix of mortality probabilities corresponding to active annuities, see
generate_annuity_probabilities().- active_annuities
Dataframe of active annuities, see active_annuities_xmpl.
- large_claims_list
Dataframe of large claims generated with
generate_claims_list().
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
# Create large claims list
extended_claims_data <- prepare_data(claims_data = minimal_claims_data_xmpl,
indices = indices_xmpl,
threshold = 400000,
first_orig_year = 1989,
last_orig_year = 2023,
expected_year_of_growing_large = 3,
reserve_classes = c(1, 200001, 400001, 700001, 1400001),
pool_of_annuities = minimal_pool_of_annuities_xmpl)
large_claims_list <- generate_claims_list(extended_claims_data = extended_claims_data,
first_orig_year = 1989,
last_orig_year = 2023)
roll_out_active_annuities(payments_active_annuities = payments,
probs_active_annuities = probs,
active_annuities = minimal_active_annuities_xmpl,
large_claims_list = large_claims_list)
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
#> Claim#10 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#13 11807.36 11807.36 0.00 0.00 0 0 0 0 0 0
#> Claim#16 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#22 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#32 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#37 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#41 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#43 12168.21 12168.21 12168.21 12168.21 0 0 0 0 0 0
#> Claim#44 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#45 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#49 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#51 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#52 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#60 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> Claim#68 0.00 0.00 0.00 0.00 0 0 0 0 0 0
#> [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,22] [,23] [,24] [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41] [,42] [,43]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53] [,54]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,77] [,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,88] [,89] [,90] [,91] [,92] [,93] [,94] [,95] [,96] [,97] [,98]
#> Claim#10 0 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0 0
#> [,99] [,100] [,101] [,102] [,103] [,104] [,105] [,106] [,107] [,108]
#> Claim#10 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0
#> [,109] [,110] [,111] [,112] [,113] [,114] [,115] [,116] [,117] [,118]
#> Claim#10 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0
#> [,119] [,120] [,121] [,122] [,123] [,124] [,125] [,126] [,127] [,128]
#> Claim#10 0 0 0 0 0 0 0 0 0 0
#> Claim#13 0 0 0 0 0 0 0 0 0 0
#> Claim#16 0 0 0 0 0 0 0 0 0 0
#> Claim#22 0 0 0 0 0 0 0 0 0 0
#> Claim#32 0 0 0 0 0 0 0 0 0 0
#> Claim#37 0 0 0 0 0 0 0 0 0 0
#> Claim#41 0 0 0 0 0 0 0 0 0 0
#> Claim#43 0 0 0 0 0 0 0 0 0 0
#> Claim#44 0 0 0 0 0 0 0 0 0 0
#> Claim#45 0 0 0 0 0 0 0 0 0 0
#> Claim#49 0 0 0 0 0 0 0 0 0 0
#> Claim#51 0 0 0 0 0 0 0 0 0 0
#> Claim#52 0 0 0 0 0 0 0 0 0 0
#> Claim#60 0 0 0 0 0 0 0 0 0 0
#> Claim#68 0 0 0 0 0 0 0 0 0 0
#> [,129] [,130]
#> Claim#10 0 0
#> Claim#13 0 0
#> Claim#16 0 0
#> Claim#22 0 0
#> Claim#32 0 0
#> Claim#37 0 0
#> Claim#41 0 0
#> Claim#43 0 0
#> Claim#44 0 0
#> Claim#45 0 0
#> Claim#49 0 0
#> Claim#51 0 0
#> Claim#52 0 0
#> Claim#60 0 0
#> Claim#68 0 0