Actuarial Helpers for Triangles, Exposures and Czech Birth Numbers

A collection of utilities that grew out of day-to-day non-life actuarial work at Com-PASS Advisory. Provides helpers for building chain-ladder triangles (cumulative, decumulative, run-off, development factors with optional weighting), constructing exposure columns from policy start/end dates, parsing Czech birth numbers ('rodné číslo') into dates, generating smooth RGB color palettes for charts, and loading multi-sheet 'xlsx'/'xlsb' files into a list of data frames. The chain-ladder helpers follow the standard methodology of Mack (1993) .

vitopack

vitopack is a small toolbox of utilities that grew out of day-to-day non-life actuarial work at Com-PASS Advisory s.r.o. It collects:

• Builders and transformations for chain-ladder development triangles (cumulative, decumulative, run-off, development factors with optional weighting, annual aggregation, plotly visualisation).
• Helpers that turn long policy data into per-period exposure columns (create_policy_exposure_columns_m(), create_policy_exposure_days_columns()).
• Czech birth-number (rodné číslo) parsers.
• Smooth RGB rainbow palette generators tuned for stacked bars.
• Convenience I/O wrappers for multi-sheet .xlsx and .xlsb files.

Installation

The development version from GitHub:

# install.packages("pak")
pak::pak("Com-PASS-OV/vitopack")

Once on CRAN:

install.packages("vitopack")

Quick example

library(vitopack)

# Long-form claims data → triangle
df <- data.frame(
  origin = c(1, 1, 1, 2, 2, 3),
  dev    = c(0, 1, 2, 0, 1, 0),
  paid   = c(10, 5, 2, 20, 7, 15)
)
trg <- create_triangle(df, row_num = "origin", col_num = "dev", value = "paid")
cum <- create_cumulative_triangle(trg)
create_chl_coefs(cum, chl_length = c("full", 2))

# Czech birth number → date
rc_to_birth_day("900615/1234")  # 1990-06-15

# Smooth color palette
palette <- get_colors_duo(rgb_colors_for_plot(), 12)

Contributing

Issues and pull requests are welcome. Please run devtools::check() and devtools::test() before opening a PR.

License

MIT © Ondřej Vít