05-triangles.Rmd

# Triangles

## Paid Triangles

```{r paid-triangle, fig.cap="Paid Development Triangle"}
paid_tri_spread <- spread_tri(paid_tri)



tri_exhibit <- function(tri, 
                        digits = 0, 
                        origin_name = "Policy Period",
                        tri_name = "Cumulative Paid Loss & ALAE (Months)",
                        ages_fun = function(x) x * 12) {
  col_names <- htmltools::withTags(table(
    class = 'display',
    thead(
      tr(
        th(rowspan = 2, origin_name),
        th(colspan = length(tri) - 1, tri_name)
      ),
      tr(
        lapply(as.numeric(names(tri)[-1]) %>% ages_fun(), th, style = 'text-align: center')
      )
    )
  ))
  
  DT::datatable(
    tri,
    container = col_names,
    rownames = FALSE,
    options = list(
      dom = "t",
      ordering = FALSE,
      fillContainer = TRUE,
      columnDefs = list(
        list(targets = 0, class = "dt-center")
      )
    ) 
  ) %>%
    formatCurrency(
      columns = 2:length(tri),
      digits = digits,
      currency = ""
    ) %>% 
  frameWidget(height = '100%')
}

tri_exhibit(paid_tri_spread, 0)
  
```

```{r paid-ata, fig.cap="Paid Age to Age Development Factors"}

ata_exhibit <- function(tri, sel_idf_) {
  
  cdfs <- idf2cdf(sel_idf_)
  
  ata_spread <- ata_tri(tri) %>%
                     spread_tri() %>%
                     filter(origin < max(origin)) %>%
                   blank_row() %>%
                   averages_row(df = ., cols = 2:length(.), label_col = 1, label = "Straight AVG")
  
  cdf_tail <- cdfs$cdfs[cdfs$age == max(tri$age)]
  
  idf_display <- sel_idf_ %>%
                   filter(age <= max(tri$age)) %>%
                   mutate(idfs = ifelse(age == max(age), cdf_tail, idfs)) %>%
                   select(-earned_ratio) %>%
                   spread(key = age, value = idfs)  

  cdf_display <- cdfs %>%
                    filter(age <= max(tri$age)) %>%
                    select(-earned_ratio) %>%
                    spread(key = age, value = cdfs)
  
  ldfs_display <- rbind(idf_display, cdf_display)

  ldfs_display <- cbind(data_frame("origin" = c("Selected IDFs", "Indicated CDFs")), ldfs_display)

  rbind(ata_spread, ldfs_display)
}

paid_ata_spread <- ata_exhibit(paid_tri, sel_idf_ = sel_paid_idfs)

tri_exhibit(paid_ata_spread, 3, 
            tri_name = "Paid Age to Age Development Factors (Months)",
            ages_fun = function(x) paste0(x * 12, "-", (x + 1) * 12))
```

## Reported Triangles

```{r rpt-triangle, fig.cap="Reported Development Triangle"}
rpt_tri_spread <- spread_tri(rpt_tri)
tri_exhibit(rpt_tri_spread, 0)
```

```{r rpt-ata, fig.cap="Reported Age to Age Development Factors"}
rpt_ata_spread <- ata_exhibit(rpt_tri, sel_rpt_idfs)

tri_exhibit(rpt_ata_spread, 3, 
            tri_name = "Paid Age to Age Development Factors (Months)",
            ages_fun = function(x) paste0(x * 12, "-", (x + 1) * 12))
```