active_rows_by_date: Find active portfolio rows for event dates

In insurancerating: Actuarial Tools for Insurance Pricing Models

Find active portfolio rows for event dates

Description

Matches event dates, such as claim dates or portfolio snapshot dates, to the rows that were active in the portfolio on those dates.

Usage

active_rows_by_date(
  portfolio,
  dates,
  period_start,
  period_end,
  date,
  by = NULL,
  nomatch = NULL,
  mult = "all"
)

Arguments

portfolio	A data.frame or data.table with portfolio rows and active date intervals.
dates	A data.frame or data.table with event or snapshot dates.
period_start	Character string. Name of the portfolio column with period start dates.
period_end	Character string. Name of the portfolio column with period end dates.
date	Character string. Name of the date column in dates.
by	Character vector with additional columns used to match portfolio and dates, for example policy number or claim identifier.
nomatch	When a row (with interval say, ⁠[a,b]⁠) in x has no match in y, nomatch=NA means NA is returned for y's non-by.y columns for that row of x. nomatch=NULL (default) means no rows will be returned for that row of x.
mult	When multiple rows in y match to the row in x, mult controls which values are returned - "all" (default), "first" or "last".

Details

This is useful when claim records or other dated events need the rating factors, premium, exposure, or policy attributes that were active at the event date. The function performs an interval join between event dates and portfolio coverage periods, optionally within matching identifiers such as a policy number.

Value

An object with the same class as portfolio.

Author(s)

Martin Haringa

Examples

library(lubridate)
portfolio <- data.frame(
begin1 = ymd(c("2014-01-01", "2014-01-01")),
end = ymd(c("2014-03-14", "2014-05-10")),
termination = ymd(c("2014-03-14", "2014-05-10")),
exposure = c(0.2025, 0.3583),
premium =  c(125, 150),
car_type = c("BMW", "TESLA"))

## Find active rows on different dates
dates0 <- data.frame(active_date = seq(ymd("2014-01-01"), ymd("2014-05-01"),
by = "months"))
active_rows_by_date(
  portfolio,
  dates0,
  period_start = "begin1",
  period_end = "end",
  date = "active_date"
)

## With extra identifiers (merge claim date with time interval in portfolio)
claim_dates <- data.frame(claim_date = ymd("2014-01-01"),
car_type = c("BMW", "VOLVO"))

### Only rows are returned that can be matched
active_rows_by_date(
  portfolio,
  claim_dates,
  period_start = "begin1",
  period_end = "end",
  date = "claim_date",
  by = "car_type"
)

### When row cannot be matched, NA is returned for that row
active_rows_by_date(
  portfolio,
  claim_dates,
  period_start = "begin1",
  period_end = "end",
  date = "claim_date",
  by = "car_type",
  nomatch = NA
)

insurancerating documentation built on July 30, 2026, 5:09 p.m.