---
title: "Getting started with actxps"
output: rmarkdown::html_vignette
vignette: >
  %\VignetteIndexEntry{Getting started with actxps}
  %\VignetteEngine{knitr::rmarkdown}
  %\VignetteEncoding{UTF-8}
---

```{r setup, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)
```

This article is based on creating a termination study using sample data that 
comes with the actxps package. For information on transaction studies, see 
`vignette("transactions")`.

## Simulated data set

The actxps package includes a data frame containing simulated census data for a theoretical deferred annuity product with an optional guaranteed income rider. The grain of this data is one row per policy.

```{r packages, message=FALSE}
library(actxps)
library(dplyr)

census_dat
```

The data includes 3 policy statuses: Active, Death, and Surrender.

```{r status-count}
(status_counts <- table(census_dat$status))
```

Let's assume we're interested in calculating the probability of surrender over one policy year. We cannot simply calculate the proportion of policies in a surrendered status as this does not represent an annualized surrender rate.

```{r naive}
# incorrect
prop.table(status_counts)
```

## Creating exposed data

In order to calculate annual surrender rates, we need to break each policy into multiple records. There should be one row per policy per year.

The `expose()` family of functions is used to perform this transformation.


```{r example}
exposed_data <- expose(census_dat, end_date = "2019-12-31",
                       target_status = "Surrender")

exposed_data
```

These functions create `exposed_df` objects, which are a type of data frame with some additional attributes related to the experience study.

Now that the data has been "exposed" by policy year, the observed annual surrender probability can be calculated as:

```{r term-rate}
sum(exposed_data$status == "Surrender") / sum(exposed_data$exposure)
```

As a default, the `expose()` function calculates exposures by policy year. This can also be accomplished with the function `expose_py()`. Other implementations of `expose()` include:

- `expose_cy` = exposures by calendar year
- `expose_cq` = exposures by calendar quarter
- `expose_cm` = exposures by calendar month
- `expose_cw` = exposures by calendar week
- `expose_pq` = exposures by policy quarter
- `expose_pm` = exposures by policy month
- `expose_pw` = exposures by policy week

See `vignette("exposures")` for further details on exposure calculations.

## Experience study summary function

The `exp_stats()` function creates a summary of observed experience data. The output of this function is an `exp_df` object.

```{r stats-1}
exp_stats(exposed_data)
```

See `vignette("exp_summary")` for further details on exposure calculations.

### Grouped experience data

If the data frame passed into `exp_stats()` is grouped using `dplyr::group_by()`, the resulting output will contain one record for each unique group.

```{r stats-grouped}
library(dplyr)

exp_res <- exposed_data |>
  group_by(pol_yr, inc_guar) |>
  exp_stats()

exp_res
```

### Actual-to-expected rates

To derive actual-to-expected rates, first attach one or more columns of expected termination rates to the exposure data. Then, pass these column names to the `expected` argument of `exp_stats()`.

```{r stats-ae}

expected_table <- c(seq(0.005, 0.03, length.out = 10), 0.2, 0.15, rep(0.05, 3))

# using 2 different expected termination rates
exposed_data <- exposed_data |>
  mutate(expected_1 = expected_table[pol_yr],
         expected_2 = ifelse(exposed_data$inc_guar, 0.015, 0.03))

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

exp_res

```

### `autoplot()` and `autotable()`

The `autoplot()` and `autotable()` functions can be used to create visualizations and summary tables.

```{r plot, warning=FALSE, message=FALSE, dpi = 400}

library(ggplot2)

.colors <- c("#eb15e4", "#7515eb")
theme_set(theme_light())

exp_res |>
  autoplot() +
  scale_color_manual(values = .colors) +
  labs(title = "Observed Surrender Rates by Policy Year and Income Guarantee Presence")

```

```{r table, eval = FALSE}
autotable(exp_res)
```

<center><img src="../man/figures/exp_gt.png" width="55%" height="55%" /></center>

### `summary()`

Calling the `summary()` function on an `exp_df` object re-summarizes experience results. This also produces an `exp_df` object.

```{r summary-1}
summary(exp_res)
```

If additional variables are passed to `...`, these variables become groups in the re-summarized `exp_df` object.

```{r summary-2}
summary(exp_res, inc_guar)
```

## Shiny App

Passing an `exposed_df` object to the `exp_shiny()` function launches a shiny app that enables interactive exploration of experience data.

```{r shiny, eval = FALSE}
exp_shiny(exposed_data)
```

<img src="../man/figures/exp_shiny.png" width="100%" />
