Additional plotting functions for termination studies

These functions create additional experience study plots that are not available or difficult to produce using the autoplot.exp_df() function.

Usage

plot_termination_rates(object, ..., include_cred_adj = FALSE)

plot_actual_to_expected(object, ..., add_hline = TRUE)

Arguments

object: An object of class exp_df created by the function exp_stats().
...: Additional arguments passed to autoplot.exp_df().
include_cred_adj: If TRUE, credibility-weighted termination rates will be plotted as well.
add_hline: If TRUE, a blue dashed horizontal line will be drawn at 100%.

Value

a ggplot object

Details

plot_termination_rates() - Create a plot of observed termination rates and any expected termination rates attached to an exp_df object.

plot_actual_to_expected() - Create a plot of actual-to-expected termination rates attached to an exp_df object.

Examples


study_py <- expose_py(census_dat, "2019-12-31", target_status = "Surrender")
expected_table <- c(seq(0.005, 0.03, length.out = 10), 0.2, 0.15, rep(0.05, 3))

study_py <- study_py |>
  mutate(expected_1 = expected_table[pol_yr],
         expected_2 = ifelse(inc_guar, 0.015, 0.03))

exp_res <- study_py |> group_by(pol_yr) |>
  exp_stats(expected = c("expected_1", "expected_2"))

plot_termination_rates(exp_res)


plot_actual_to_expected(exp_res)