merge_date_ranges: Reduce portfolio periods by merging adjacent date ranges

In insurancerating: Actuarial Tools for Insurance Pricing Models

Reduce portfolio periods by merging adjacent date ranges

Description

Merges overlapping or nearly adjacent policy periods within portfolio groups.

Usage

merge_date_ranges(
  df,
  ...,
  period_start = NULL,
  period_end = NULL,
  group_by = NULL,
  aggregate_cols = NULL,
  aggregate_fun = "sum",
  merge_gap_days = 5,
  begin = NULL,
  end = NULL,
  agg_cols = NULL,
  agg = NULL,
  min.gapwidth = NULL
)

Arguments

df	A data.frame or data.table.
period_start	Character string. Name of the column with period start dates.
period_end	Character string. Name of the column with period end dates.
group_by	Character vector with columns that identify the portfolio entity or rating segment within which date ranges should be merged.
aggregate_cols	Character vector with numeric columns to aggregate over merged ranges, for example premium or exposure.
aggregate_fun	Aggregation function or function name. Defaults to "sum".
merge_gap_days	Non-negative whole number. Ranges with a gap smaller than this number of days are merged. Defaults to 5.
begin, end, ..., agg_cols, agg, min.gapwidth	Deprecated NSE argument names kept for backward compatibility.

Details

Insurance portfolio extracts often contain multiple rows for the same policy or risk because of renewals, endorsements, product changes, or short administrative gaps. Before calculating portfolio in/outflow, active exposure windows, or policy counts, it can be useful to reduce those rows to stable coverage intervals.

merge_date_ranges() merges date ranges within each group_by combination. Ranges with a gap smaller than merge_gap_days are treated as one continuous interval. If aggregate_cols is supplied, those columns are aggregated over the merged interval.

Value

A data.table of class "reduce", with attributes:

• begin — name of the period-start column

• end — name of the period-end column

• cols — grouping columns

Author(s)

Martin Haringa

Examples

portfolio <- data.frame(
  policy_nr   = rep("12345", 11),
  productgroup= rep("fire", 11),
  product     = rep("contents", 11),
  begin_dat   = as.Date(c(16709,16740,16801,17410,17440,17805,17897,
                          17956,17987,18017,18262), origin="1970-01-01"),
  end_dat     = as.Date(c(16739,16800,16831,17439,17531,17896,17955,
                          17986,18016,18261,18292), origin="1970-01-01"),
  premium     = c(89,58,83,73,69,94,91,97,57,65,55)
)

# Merge periods
pt1 <- merge_date_ranges(
  portfolio,
  period_start = "begin_dat",
  period_end = "end_dat",
  group_by = c("policy_nr", "productgroup", "product"),
  merge_gap_days = 5
)

# Aggregate per period
summary(pt1, period = "days", policy_nr, productgroup, product)

# Merge periods and sum premium per period
pt2 <- merge_date_ranges(
  portfolio,
  period_start = "begin_dat",
  period_end = "end_dat",
  group_by = c("policy_nr", "productgroup", "product"),
  aggregate_cols = "premium",
  merge_gap_days = 5
)

# Create summary with aggregation per week
summary(pt2, period = "weeks", policy_nr, productgroup, product)

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