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Using the LifeInsureR Package9 months ago
General Overview of the Concepts | A simple example: Term life insurance | Product description | Tariff implementation (InsuranceTarif) | Creating a contract | Creating tables with various parameters | All possible parameters | Tarif and Contract Specification | Creating the tariff | Sample tariffs for the most common life insurance types | Determining Sum Insured from the premium | Providing additional capital at contract inception | Premium Waivers | Calculation Approach | Valuation | Cash Flows | Cost structure | Frequency charges | Security loadings | Rounding values | Creating premium and contract grids | Exporting contract data to Excel | Creating examples for the Austrian Financial Market Authority | Contracts combining multiple contract layers / slices | Dynamic increases | General biometric riders | Extending a contract beyond its maturity | Handling contracts with increases | Fixed yearly premium increases | Fixed yearly benefit increases with constant premium | Dynamic Increases | Profit participation | Advance profit participation (premium rebate) | The ProfitParticiption class | Existing functions to use | Example profit scheme | Using the profit scheme in a tariff or contract | Modifying the default calculation approach | Debugging LifeInsureR-based Tariffs
Using the MortalityTables Package10 months ago
Types of Life Tables | Loading the MortalityTables package | Provided Data Sets | Working with life table objects | Plotting life tables | Obtaining period and cohort death probabilities | Other data extraction functions from life tables | Dimensional information | Creating a life table object | Period life tables | Cohort life tables with trend projection | Cohort life tables with age-shift | Modifying life table objects | Copying life tables | Adding a security loading to the raw probabilities | Adding a modification to the raw probabilities | Life tables for multiple lives (joint-life states) | Creating mortality tables from data and modifying them using various helper functions | Pension Tables
Creating Company-Specific LifeInsureR Implementations (using an RStudio Package Template)3 years ago
Creating an RStudio project from the template | Implementing a full portfolio calculation | Steps to implement batch-testing a whole (sub-)portfolio | General Overview of the batch-calculation procedure | Column Mapping
International Mortality Tables Overview3 years ago
Austria | Annuities | ÖVM 59/61 - RR 67 | EROM/F 85 (Period table 2020), EROM/F G 1950 (Cohort table with age shift) | AVÖ 1996-R | AVÖ 2005-R | Comparisons | Population Mortality (Austrian Census tables) | Census tables | Official population forecast (by Statistik Austria) | Markov-Chain-Monte-Carlo-fitted population forecast (by J. Hirz) | Observed population mortalities 1947--2022 (by Statistik Austria) | Comparison | Occupational Pensions | Ettl-Pagler | AVÖ 1999-P - Rechnungsgrundlagen für die Pensionsversicherung - Pagler-Pagler | AVÖ 2008-P - Rechnungsgrundlagen für die Pensionsversicherung - Pagler-Pagler | AVÖ 2018-P - Rechnungsgrundlagen für die Pensionsversicherung | Experience Tables | Gesamtbestand (total portfolio) of life insurance companies 2012--16 | Gesamtbestand (total portfolio) of Austrian Pension Funds (Pensionskassen) 2010--16 | Germany | Sterbetafel 1987 R | DAV 1994 R: | DAV 2004 R: | Population Mortality (German Census tables) | Tables for contract with death characteristics (Life Insurances, Endowments) | Association Table of Assured Lives 1986 | DAV 1994 T | DAV 2008 T, DAV 2008 T R/NR | Occupational Disability | DAV 1997 I | DAV 1998 EU | DAV 2001 EM/EM-T | MTPL Annuities | DAV 2006 HUR | Old-Age Care | DAV 2008 P | Heubeck Richttafeln 1959 | Heubeck Richttafeln 1983 | Heubeck Richttafeln 1998 | Richttafeln DAV 2005-G | Heubeck Richttafeln 2018-G | United States of America | Annuities (individual and group) | Whole Life Insurances | Pension Plans | RP-2000 | RP-2014