R/CTriangle.R

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

# This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
# If a copy of the MPL was not distributed with this file, You can obtain one at https://mozilla.org/MPL/2.0/.

#' An S4 class to represent a triangle or rectangle object.
#'
#' @slot triID A character string to identify the triangle object.
#' @slot type A character string that indicates the triangle type, such as reportedCount, closedCount, paidLoss, and incurredLoss.
#' @slot startDate The start date for the accident year or Quarter.
#' @slot frequency A character that indicates the frequency of the triangle, "yearly" or "quarterly".
#' @slot sim A number that indicates the simulation number used to complete the rectangle. Zero means using the average value.
#' @slot percentile A number that indicates the percentile used to complete the rectangle. It is only used when sim is NA.
#' @slot iRBNER A Boolean that indicates whether open claims are simulated. If not, current information will be used for constructing rectangles. Otherwise, simulated data will be used.
#' @slot iROPEN A Boolean that indicates whether claim reopen are simulated. If not, current information will be used for constructing rectangles. Otherwise, simulated data will be used.
#' @slot percentile A number that indicates the percentile used to complete the rectangle. It is only used when sim is NA.
#' @slot upper A matrix that contains the upper triangle based on claim data.
#' @slot upperkeep A matrix that contains the upper triangle that are not simulated. It will be used to construct the rectangle for the non-simulated part.
#' @slot rectangle A matrix that contains the entire rectangle based on simulation data.

setClass("Triangle",
  slots = c(
    triID = "character",
    type = "character",
    startDate = "Date",
    frequency = "character",
    sim = "numeric",
    percentile = "numeric",
    iRBNER = "logical",
    iROPEN = "logical",
    upper = "matrix",
    upperkeep = "matrix",
    rectangle = "matrix"
  ),
  prototype = list(
    triID = "XXXXXX",
    type = "reportedCount",
    startDate = as.Date("2012-01-01"),
    frequency = "yearly",
    sim = 1,
    percentile = 50,
    iRBNER = TRUE,
    iROPEN = TRUE,
    upper = matrix(),
    upperkeep = matrix(),
    rectangle = matrix()
  )
)

#' @title Set up the upper triangle based on claim data.
#' @description
#' \code{setUpperTriangle} sets up the upper triangle based on a data file.
#' @name setUpperTriangle
#' @param object Triangle Object
#' @param data Claim Data
#' @param ... Additional function arguments.
#' @examples
#' library(cascsim)
#' data(claimdata)
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "reportedCount", startDate = as.Date("2012-01-01"),
#'   frequency = "yearly", sim = 1, percentile = 50
#' )
#' xTri <- setUpperTriangle(xTri, claimdata)
#' xTri@upper
#'
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "closedCount", startDate = as.Date("2012-01-01"),
#'   frequency = "quarterly", sim = 1, percentile = 50
#' )
#' xTri <- setUpperTriangle(xTri, claimdata)
#' xTri@upper
#'
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "incurredLoss", startDate = as.Date("2012-01-01"),
#'   frequency = "yearly", sim = 1, percentile = 50
#' )
#' xTri <- setUpperTriangle(xTri, claimdata, lob = "Auto", ctype = "H")
#' xTri@upper
#'
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "paidLoss", startDate = as.Date("2012-01-01"),
#'   frequency = "yearly", sim = 1, percentile = 50
#' )
#' xTri <- setUpperTriangle(xTri, claimdata, lob = "Auto", ctype = "H")
#' xTri@upper
#'
#' @rdname setUpperTriangle-methods
#' @exportMethod setUpperTriangle
setGeneric("setUpperTriangle", function(object, data, ...) standardGeneric("setUpperTriangle"))
#' @param evaluationDate Evaluation Date;
#' @param lob Line of Business;
#' @param ctype Claim Type.
#' @rdname setUpperTriangle-methods
#' @aliases setUpperTriangle,ANY-method
setMethod("setUpperTriangle", signature("Triangle", "data.frame"), function(object, data, evaluationDate = as.Date("2016-12-31"), lob = "Total", ctype = "Total") {
  tryCatch(
    {
      if (lob != "Total") {
        data <- data[data[, "LoB"] == lob, ]
      }
      if (ctype != "Total") {
        data <- data[data[, "Type"] == ctype, ]
      }

      startYear <- as.numeric(substr(as.character(object@startDate), 1, 4))
      endYear <- as.numeric(substr(as.character(evaluationDate), 1, 4))
      startMonth <- as.numeric(substr(as.character(object@startDate), 6, 7))
      endMonth <- as.numeric(substr(as.character(evaluationDate), 6, 7))
      startQuarter <- ceiling(startMonth / 3)
      endQuarter <- ceiling(endMonth / 3)

      if (object@frequency == "yearly") {
        ncols <- endYear - startYear + 1
        rowname <- c(startYear:endYear)
        colname <- paste0("M", seq(12, (12 * ncols), 12))
      } else {
        ncols <- (endYear - startYear) * 4 + endQuarter - startQuarter + 1

        rowname <- vector()
        for (i in c(startYear:endYear)) {
          if (i == startYear) {
            for (j in c(startQuarter:4)) {
              rowname <- c(rowname, paste0(j, "Q", i))
            }
          } else if (i == endYear) {
            for (j in c(1:endQuarter)) {
              rowname <- c(rowname, paste0(j, "Q", i))
            }
          } else {
            for (j in c(1:4)) {
              rowname <- c(rowname, paste0(j, "Q", i))
            }
          }
        }

        colname <- paste0("M", seq(3, (3 * ncols), 3))
      }

      rec <- matrix(0, ncols, ncols, dimnames = list(rowname, colname))

      if ("Sim" %in% colnames(data)) {
        sim <- data$Sim[1]
        data <- data[data[, "Sim"] == sim, ]
      }

      data <- data[, colnames(data) %in% c("occurrenceDate", "reportDate", "settlementDate", "incurredLoss", "Paid")]

      accidentYears <- as.numeric(substr(as.character(data$occurrenceDate), 1, 4))
      accidentMonths <- as.numeric(substr(as.character(data$occurrenceDate), 6, 7))
      accidentQuarters <- ceiling(accidentMonths / 3)

      if (object@frequency == "yearly") {
        data$rowno <- (accidentYears - startYear) + 1
      } else {
        data$rowno <- (accidentYears - startYear) * 4 + (accidentQuarters - startQuarter) + 1
      }

      if (object@type == "reportedCount") {
        reportYears <- as.numeric(substr(as.character(data$reportDate), 1, 4))
        reportMonths <- as.numeric(substr(as.character(data$reportDate), 6, 7))
        reportQuarters <- ceiling(reportMonths / 3)
        if (object@frequency == "yearly") {
          data$colno <- (reportYears - accidentYears) + 1
        } else {
          data$colno <- (reportYears - accidentYears) * 4 + (reportQuarters - accidentQuarters) + 1
        }
      } else if (object@type == "closedCount") {
        settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
        settleYears <- ifelse(is.na(settleYears), endYear + 1, settleYears)
        settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
        settleMonths <- ifelse(is.na(settleMonths), endMonth, settleMonths)
        settleQuarters <- ceiling(settleMonths / 3)
        if (object@frequency == "yearly") {
          data$colno <- (settleYears - accidentYears) + 1
        } else {
          data$colno <- (settleYears - accidentYears) * 4 + (settleQuarters - accidentQuarters) + 1
        }
      } else {
        settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
        settleYears <- ifelse(is.na(settleYears), endYear, settleYears)
        settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
        settleMonths <- ifelse(is.na(settleMonths), endMonth, settleMonths)
        settleQuarters <- ceiling(settleMonths / 3)
        if (object@frequency == "yearly") {
          data$colno <- (settleYears - accidentYears) + 1
        } else {
          data$colno <- (settleYears - accidentYears) * 4 + (settleQuarters - accidentQuarters) + 1
        }
      }

      if (object@type == "reportedCount" | object@type == "closedCount") {
        agg <- aggregate(occurrenceDate ~ rowno + colno, data = data, length)
      } else if (object@type == "incurredLoss") {
        agg <- aggregate(incurredLoss ~ rowno + colno, data = data, sum)
      } else {
        agg <- aggregate(Paid ~ rowno + colno, data = data, sum)
      }

      for (i in c(1:length(rowname))) {
        rowsum <- 0
        for (j in c(1:(ncols - i + 1))) {
          tmp <- agg[agg$rowno == i & agg$colno == j, ][1, 3]
          if (!is.na(tmp)) {
            rowsum <- rowsum + tmp
          }

          rec[i, j] <- rowsum
        }
      }


      object@upper <- rec
      gc()
      object
    },
    error = function(err) {
      message(paste0(">>>Critical Error: ", err))
      gc()
      return(-1)
    }
  )
})

#' @title Set up the upper triangle for non-simulated data.
#' @description
#' \code{setUpperKeep} sets up the upper triangle for non-simulated data.
#' @name setUpperKeep
#' @param object Triangle Object
#' @param data Claim Data
#' @param ... Additional function arguments.
#' @examples
#' library(cascsim)
#' data(claimdata)
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "reportedCount", startDate = as.Date("2012-01-01"),
#'   frequency = "yearly", sim = 1, percentile = 50, iRBNER = TRUE, iROPEN = TRUE
#' )
#' xTri <- setUpperTriangle(xTri, claimdata)
#' xTri <- setUpperKeep(xTri, claimdata)
#' xTri@upperkeep
#'
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "closedCount", startDate = as.Date("2012-01-01"),
#'   frequency = "quarterly", sim = 1, percentile = 50, iRBNER = FALSE, iROPEN = TRUE
#' )
#' xTri <- setUpperTriangle(xTri, claimdata)
#' xTri <- setUpperKeep(xTri, claimdata)
#' xTri@upperkeep
#'
#' xTri <- new("Triangle",
#'   triID = "TRI1", type = "incurredLoss", startDate = as.Date("2012-01-01"),
#'   frequency = "yearly", sim = 1, percentile = 50, iRBNER = TRUE, iROPEN = FALSE
#' )
#' xTri <- setUpperTriangle(xTri, claimdata)
#' xTri <- setUpperKeep(xTri, claimdata, lob = "Auto", ctype = "H")
#' xTri@upperkeep
#'
#' @rdname setUpperKeep-methods
#' @exportMethod setUpperKeep
setGeneric("setUpperKeep", function(object, data, ...) standardGeneric("setUpperKeep"))
#' @param evaluationDate Evaluation Date;
#' @param lob Line of Business;
#' @param ctype Claim Type.
#' @rdname setUpperKeep-methods
#' @aliases setUpperKeep,ANY-method
setMethod("setUpperKeep", signature("Triangle", "data.frame"), function(object, data, evaluationDate = as.Date("2016-12-31"), lob = "Total", ctype = "Total") {
  tryCatch(
    {
      if (lob != "Total") {
        data <- data[data[, "LoB"] == lob, ]
      }
      if (ctype != "Total") {
        data <- data[data[, "Type"] == ctype, ]
      }
      # 		if(object@iRBNER == TRUE & object@iROPEN == FALSE){
      # 			data <- data[data[,"status"]=="CLOSED",]
      # 		} else if(object@iRBNER == FALSE & object@iROPEN == TRUE){
      # 			data <- data[data[,"status"]=="OPEN",]
      # 		}

      startYear <- as.numeric(substr(as.character(object@startDate), 1, 4))
      endYear <- as.numeric(substr(as.character(evaluationDate), 1, 4))
      startMonth <- as.numeric(substr(as.character(object@startDate), 6, 7))
      endMonth <- as.numeric(substr(as.character(evaluationDate), 6, 7))
      startQuarter <- ceiling(startMonth / 3)
      endQuarter <- ceiling(endMonth / 3)

      if (object@frequency == "yearly") {
        ncols <- endYear - startYear + 1
        rowname <- c(startYear:endYear)
        colname <- paste0("M", seq(12, (12 * ncols), 12))
      } else {
        ncols <- (endYear - startYear) * 4 + endQuarter - startQuarter + 1

        rowname <- vector()
        for (i in c(startYear:endYear)) {
          if (i == startYear) {
            for (j in c(startQuarter:4)) {
              rowname <- c(rowname, paste0(j, "Q", i))
            }
          } else if (i == endYear) {
            for (j in c(1:endQuarter)) {
              rowname <- c(rowname, paste0(j, "Q", i))
            }
          } else {
            for (j in c(1:4)) {
              rowname <- c(rowname, paste0(j, "Q", i))
            }
          }
        }

        colname <- paste0("M", seq(3, (3 * ncols), 3))
      }

      rec <- matrix(0, ncols, ncols, dimnames = list(rowname, colname))

      if ("Sim" %in% colnames(data)) {
        sim <- data$Sim[1]
        data <- data[data[, "Sim"] == sim, ]
      }

      # 	if (object@iRBNER == FALSE & object@iROPEN == FALSE) {
      # 		rec <- object@upper
      # } else if (object@iRBNER == TRUE & object@iROPEN == TRUE) {
      #
      # 	} else {
      data <- data[, colnames(data) %in% c("occurrenceDate", "reportDate", "settlementDate", "incurredLoss", "Paid")]

      accidentYears <- as.numeric(substr(as.character(data$occurrenceDate), 1, 4))
      accidentMonths <- as.numeric(substr(as.character(data$occurrenceDate), 6, 7))
      accidentQuarters <- ceiling(accidentMonths / 3)

      if (object@frequency == "yearly") {
        data$rowno <- (accidentYears - startYear) + 1
      } else {
        data$rowno <- (accidentYears - startYear) * 4 + (accidentQuarters - startQuarter) + 1
      }

      if (object@type == "reportedCount") {
        reportYears <- as.numeric(substr(as.character(data$reportDate), 1, 4))
        reportMonths <- as.numeric(substr(as.character(data$reportDate), 6, 7))
        reportQuarters <- ceiling(reportMonths / 3)
        if (object@frequency == "yearly") {
          data$colno <- (reportYears - accidentYears) + 1
        } else {
          data$colno <- (reportYears - accidentYears) * 4 + (reportQuarters - accidentQuarters) + 1
        }
      } else if (object@type == "closedCount") {
        settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
        settleYears <- ifelse(is.na(settleYears), endYear + 1, settleYears)
        settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
        settleMonths <- ifelse(is.na(settleMonths), endMonth, settleMonths)
        settleQuarters <- ceiling(settleMonths / 3)
        if (object@frequency == "yearly") {
          data$colno <- (settleYears - accidentYears) + 1
        } else {
          data$colno <- (settleYears - accidentYears) * 4 + (settleQuarters - accidentQuarters) + 1
        }
      } else {
        settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
        settleYears <- ifelse(is.na(settleYears), endYear, settleYears)
        settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
        settleMonths <- ifelse(is.na(settleMonths), endMonth, settleMonths)
        settleQuarters <- ceiling(settleMonths / 3)
        if (object@frequency == "yearly") {
          data$colno <- (settleYears - accidentYears) + 1
        } else {
          data$colno <- (settleYears - accidentYears) * 4 + (settleQuarters - accidentQuarters) + 1
        }
      }

      if (object@type == "reportedCount" | object@type == "closedCount") {
        agg <- aggregate(occurrenceDate ~ rowno + colno, data = data, length)
      } else if (object@type == "incurredLoss") {
        agg <- aggregate(incurredLoss ~ rowno + colno, data = data, sum)
      } else {
        agg <- aggregate(Paid ~ rowno + colno, data = data, sum)
      }

      for (i in c(1:length(rowname))) {
        rowsum <- 0
        for (j in c(1:(ncols - i + 1))) {
          tmp <- agg[agg$rowno == i & agg$colno == j, ][1, 3]
          if (!is.na(tmp)) {
            rowsum <- rowsum + tmp
          }

          rec[i, j] <- rowsum
        }
      }
      # 	}

      object@upperkeep <- rec
      gc()
      object
    },
    error = function(err) {
      message(paste0(">>>Critical Error: ", err))
      gc()
      return(-1)
    }
  )
})

#' @title Set up the rectangle based on simulated data.
#' @description
#' \code{setRectangle} sets up the rectangle based on a data file.
#' @name setRectangle
#' @param object Triangle Object
#' @param data Simulated Data
#' @param ... Additional function arguments.
#' @rdname setRectangle-methods
setGeneric("setRectangle", function(object, data, ...) standardGeneric("setRectangle"))
#' @param evaluationDate Evaluation Date;
#' @param futureDate End of projection date;
#' @param lob Line of Business;
#' @param ctype Claim Type.
#' @rdname setRectangle-methods
#' @aliases setRectangle,ANY-method
setMethod("setRectangle", signature("Triangle", "data.frame"), function(object, data, evaluationDate = as.Date("2016-12-31"), futureDate = as.Date("2017-12-31"), lob = "Total", ctype = "Total") {
  tryCatch(
    {
      if (lob != "Total") {
        data <- data[data[, "LoB"] == lob, ]
      }
      if (ctype != "Total") {
        data <- data[data[, "Type"] == ctype, ]
      }
      if (!is.nan(object@sim) & object@sim > 0) {
        data <- data[data[, "Sim"] == object@sim, ]
      } else {
        ultAgg <- aggregate(ultimateLoss ~ Sim, data = data, sum)
        ultAgg <- ultAgg[order(ultAgg[, 2]), ]
        nsim <- nrow(ultAgg)
        lsim <- max(1, floor(nsim * object@percentile / 100))
        usim <- max(1, ceiling(nsim * object@percentile / 100))
        lambda <- usim - nsim * object@percentile / 100
        lsim <- ultAgg[lsim, 1]
        usim <- ultAgg[usim, 1]
      }

      if (nrow(data) <= 0) {
        stop("No data available for rectangle construction.")
      } else {
        settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
        resettleYears <- as.numeric(substr(as.character(data$resettleDate), 1, 4))
        settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
        resettleMonths <- as.numeric(substr(as.character(data$resettleDate), 6, 7))
        settleYears <- ifelse(is.na(resettleYears), settleYears, resettleYears)
        settleMonths <- ifelse(is.na(resettleMonths), settleMonths, resettleMonths)
        settleQuarters <- ceiling(settleMonths / 3)

        startYear <- as.numeric(substr(as.character(object@startDate), 1, 4))
        endYear <- max(settleYears)
        evaluationYear <- as.numeric(substr(as.character(evaluationDate), 1, 4))
        futureYear <- as.numeric(substr(as.character(futureDate), 1, 4))
        startMonth <- as.numeric(substr(as.character(object@startDate), 6, 7))
        endMonth <- max(settleMonths)
        evaluationMonth <- as.numeric(substr(as.character(evaluationDate), 6, 7))
        futureMonth <- as.numeric(substr(as.character(futureDate), 6, 7))
        startQuarter <- ceiling(startMonth / 3)
        endQuarter <- ceiling(endMonth / 3)
        evaluationQuarter <- ceiling(evaluationMonth / 3)
        futureQuarter <- ceiling(futureMonth / 3)

        if (object@frequency == "yearly") {
          ncols <- endYear - startYear + 1
          nevals <- evaluationYear - startYear + 1
          nrows <- futureYear - startYear + 1
          rowname <- c(startYear:futureYear)
          colname <- paste0("M", seq(12, (12 * ncols), 12))
        } else {
          ncols <- (endYear - startYear) * 4 + endQuarter - startQuarter + 1
          nevals <- (evaluationYear - startYear) * 4 + evaluationQuarter - startQuarter + 1
          nrows <- (futureYear - startYear) * 4 + futureQuarter - startQuarter + 1
          rowname <- vector()
          for (i in c(startYear:futureYear)) {
            if (i == startYear) {
              for (j in c(startQuarter:4)) {
                rowname <- c(rowname, paste0(j, "Q", i))
              }
            } else if (i == futureYear) {
              for (j in c(1:futureQuarter)) {
                rowname <- c(rowname, paste0(j, "Q", i))
              }
            } else {
              for (j in c(1:4)) {
                rowname <- c(rowname, paste0(j, "Q", i))
              }
            }
          }

          colname <- paste0("M", seq(3, (3 * ncols), 3))
        }

        rec <- matrix(0, nrows, ncols, dimnames = list(rowname, colname))
        nsims <- 1
        if (!is.nan(object@sim)) {
          if (object@sim > 0) {
            data <- data[data[, "Sim"] == object@sim, ]
            nsims <- 1
          } else {
            nsims <- length(unique(data[, "Sim"]))
          }

          data <- data[, colnames(data) %in% c("occurrenceDate", "reportDate", "settlementDate", "ultimateLoss", "Paid")]

          accidentYears <- as.numeric(substr(as.character(data$occurrenceDate), 1, 4))
          accidentMonths <- as.numeric(substr(as.character(data$occurrenceDate), 6, 7))
          accidentQuarters <- ceiling(accidentMonths / 3)

          if (object@frequency == "yearly") {
            data$rowno <- (accidentYears - startYear) + 1
          } else {
            data$rowno <- (accidentYears - startYear) * 4 + (accidentQuarters - startQuarter) + 1
          }

          if (object@type == "reportedCount") {
            reportYears <- as.numeric(substr(as.character(data$reportDate), 1, 4))
            reportMonths <- as.numeric(substr(as.character(data$reportDate), 6, 7))
            reportQuarters <- ceiling(reportMonths / 3)
            if (object@frequency == "yearly") {
              data$colno <- (reportYears - accidentYears) + 1
            } else {
              data$colno <- (reportYears - accidentYears) * 4 + (reportQuarters - accidentQuarters) + 1
            }
          } else { # if (object@type == "settledCount"){
            settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
            settleYears <- ifelse(is.na(settleYears), endYear, settleYears)
            settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
            settleMonths <- ifelse(is.na(settleMonths), endMonth, settleMonths)
            settleQuarters <- ceiling(settleMonths / 3)
            if (object@frequency == "yearly") {
              data$colno <- (settleYears - accidentYears) + 1
            } else {
              data$colno <- (settleYears - accidentYears) * 4 + (settleQuarters - accidentQuarters) + 1
            }
          }

          if (object@type == "reportedCount" | object@type == "closedCount") {
            agg <- aggregate(occurrenceDate ~ rowno + colno, data = data, length)
          } else {
            agg <- aggregate(ultimateLoss ~ rowno + colno, data = data, sum)
          }

          for (i in c(1:length(rowname))) {
            rowsum <- 0
            for (j in c(1:length(colname))) {
              tmp <- agg[agg$rowno == i & agg$colno == j, ][1, 3]
              if (!is.na(tmp)) {
                rowsum <- rowsum + tmp
              }
              rec[i, j] <- rowsum
            }
          }

          for (i in c(1:length(rowname))) {
            for (j in c(1:length(colname))) {
              rec[i, j] <- rec[i, j] / nsims
            }
          }

          if (any(is.na(object@upperkeep)) == FALSE) {
            for (i in c(1:length(rowname))) {
              if (i <= nrow(object@upperkeep)) {
                addtmp <- object@upperkeep[i, ncol(object@upperkeep) - i + 1] - rec[i, ncol(object@upperkeep) - i + 1]
              } else {
                addtmp <- 0
              }
              for (j in c(1:length(colname))) {
                rec[i, j] <- rec[i, j] + addtmp
              }
            }
          }
        } else {
          data <- data[data[, "Sim"] == lsim | data[, "Sim"] == usim, ]
          data <- data[, colnames(data) %in% c("occurrenceDate", "reportDate", "settlementDate", "ultimateLoss", "Sim")]

          accidentYears <- as.numeric(substr(as.character(data$occurrenceDate), 1, 4))
          accidentMonths <- as.numeric(substr(as.character(data$occurrenceDate), 6, 7))
          accidentQuarters <- ceiling(accidentMonths / 3)

          if (object@frequency == "yearly") {
            data$rowno <- (accidentYears - startYear) + 1
          } else {
            data$rowno <- (accidentYears - startYear) * 4 + (accidentQuarters - startQuarter) + 1
          }

          if (object@type == "reportedCount") {
            reportYears <- as.numeric(substr(as.character(data$reportDate), 1, 4))
            reportMonths <- as.numeric(substr(as.character(data$reportDate), 6, 7))
            reportQuarters <- ceiling(reportMonths / 3)
            if (object@frequency == "yearly") {
              data$colno <- (reportYears - accidentYears) + 1
            } else {
              data$colno <- (reportYears - accidentYears) * 4 + (reportQuarters - accidentQuarters) + 1
            }
          } else { # if (object@type == "settledCount"){
            settleYears <- as.numeric(substr(as.character(data$settlementDate), 1, 4))
            settleYears <- ifelse(is.na(settleYears), endYear, settleYears)
            settleMonths <- as.numeric(substr(as.character(data$settlementDate), 6, 7))
            settleMonths <- ifelse(is.na(settleMonths), endMonth, settleMonths)
            settleQuarters <- ceiling(settleMonths / 3)
            if (object@frequency == "yearly") {
              data$colno <- (settleYears - accidentYears) + 1
            } else {
              data$colno <- (settleYears - accidentYears) * 4 + (settleQuarters - accidentQuarters) + 1
            }
          }

          if (object@type == "reportedCount" | object@type == "closedCount") {
            lagg <- aggregate(occurrenceDate ~ rowno + colno, data = data[data[, "Sim"] == lsim, ], length)
            uagg <- aggregate(occurrenceDate ~ rowno + colno, data = data[data[, "Sim"] == usim, ], length)
          } else {
            lagg <- aggregate(ultimateLoss ~ rowno + colno, data = data[data[, "Sim"] == lsim, ], sum)
            uagg <- aggregate(ultimateLoss ~ rowno + colno, data = data[data[, "Sim"] == usim, ], sum)
          }

          for (i in c(1:length(rowname))) {
            rowsum <- 0
            for (j in c(1:length(colname))) {
              ltmp <- lagg[lagg$rowno == i & lagg$colno == j, ][1, 3]
              utmp <- uagg[uagg$rowno == i & uagg$colno == j, ][1, 3]
              tmp <- 0
              if (!is.na(ltmp)) {
                tmp <- lambda * ltmp
              }
              if (!is.na(utmp)) {
                tmp <- tmp + (1 - lambda) * utmp
              }
              if (!is.na(tmp)) {
                rowsum <- rowsum + tmp
              }
              rec[i, j] <- rowsum
            }
          }

          if (any(is.na(object@upperkeep)) == FALSE) {
            for (i in c(1:length(rowname))) {
              if (i <= nrow(object@upperkeep)) {
                addtmp <- object@upperkeep[i, ncol(object@upperkeep) - i + 1] - rec[i, ncol(object@upperkeep) - i + 1]
              } else {
                addtmp <- 0
              }
              for (j in c(1:length(colname))) {
                rec[i, j] <- rec[i, j] + addtmp
              }
            }
          }
        }


        if (any(is.na(object@upperkeep)) == FALSE) {
          for (i in c(1:min(nrows, nrow(object@upper)))) {
            for (j in c(1:(min(ncol(object@upper), ncols) - i + 1))) {
              rec[i, j] <- object@upper[i, j]
            }
          }
        }
        object@rectangle <- rec
        gc()
        object
      }
    },
    error = function(err) {
      message(paste0(">>>Critical Error: ", err))
      gc()
      return(-1)
    }
  )
})

setMethod("toString", signature("Triangle"), function(x) {
  return(x@rectangle)
})