rating_grid_db: Reduce a database portfolio to observed rating-grid points

In insurancerating: Actuarial Tools for Insurance Pricing Models

Reduce a database portfolio to observed rating-grid points

Description

Construct the same type of observed rating-factor combinations as rating_grid(), while leaving the calculation in the database. The function returns a lazy query and does not copy the source portfolio into R. Each output row is a model point: one observed covariate combination together with aggregated exposure and other additive quantities requested by the user.

This is useful when the row-level portfolio is too large for available R memory. The database performs the grouping and aggregation; the reduced result can subsequently be imported with dplyr::collect().

Usage

rating_grid_db(
  x,
  group_by,
  exposure = NULL,
  aggregate_cols = NULL,
  drop_na = FALSE,
  exposure_by = NULL
)

Arguments

x	A lazy database table created with dplyr::tbl().
group_by	Character vector containing the columns that define an observed rating-grid point.
exposure	Optional character string naming an exposure column to sum. If NULL, the output contains a count column with the number of source records in each combination.
aggregate_cols	Optional character vector naming additional columns to sum within each combination.
drop_na	Logical. If TRUE, records with missing group_by values are excluded. If FALSE, missing values remain an observed group.
exposure_by	Reserved for consistency with rating_grid(). Splitting an exposure into dynamically named wide columns is not performed in a lazy database query. Include this variable in group_by, collect the reduced long table, and reshape it in R instead.

Details

rating_grid_db() performs only operations that translate naturally to SQL: grouping, row counting and sums. Column names are supplied as strings. No SQL is executed until the lazy query is printed, collected or otherwise used by the database backend.

Database tables have no inherent row order. Apply dplyr::arrange() after the final database operation when a specific presentation order is required.

The database table should already contain the rating variables required for the intended model or portfolio analysis. Unlike rating_grid(), this function does not inspect a fitted R model or refinement metadata because those objects are held in R rather than in the database.

Value

A lazy database table. Use dbplyr::sql_render() to inspect the SQL or dplyr::collect() to import the reduced result into R.

Author(s)

Martin Haringa

See Also

rating_grid(), merge_date_ranges_db(), merge_date_ranges()

Examples

## Not run: 
con <- DBI::dbConnect(duckdb::duckdb())
portfolio_db <- dplyr::tbl(con, "portfolio")

grid_db <- rating_grid_db(
  portfolio_db,
  group_by = c("sector", "region"),
  exposure = "earned_exposure",
  aggregate_cols = "earned_premium"
)

dbplyr::sql_render(grid_db)
grid <- dplyr::collect(grid_db)
DBI::dbDisconnect(con, shutdown = TRUE)

## End(Not run)

insurancerating documentation built on Sept. 1, 2026, 5:08 p.m.