# this is to read data
rm(list=ls())
#mainDir='F:/giorgio lavoro/universita/'
mainDir='E:/Dropbox/Spedicato-Clemente/'
subDir='naic loss reserving db'
workDir=paste(mainDir,subDir,sep="")
setwd(workDir)
library(ChainLadder)

#load files
commercialAutoRawData<-read.csv(file="./Data/comauto_pos.csv",header=TRUE)
medMalRawData<-read.csv(file="./Data/medmal_pos.csv",header=TRUE)
otherLiabRawData<-read.csv(file="./Data/othliab_pos.csv",header=TRUE)
privatePassengersAutoRawData<-read.csv(file="./Data/ppauto_pos.csv",header=TRUE)
productLiabilityRawData<-read.csv(file="./Data/prodliab_pos.csv",header=TRUE)
workersCompensationRawData<-read.csv(file="./Data/wkcomp_pos.csv",header=TRUE)



#
# function to get Schedule P triangle data given ins group
ins.line.data<-function(g.code,dfLine){
 a<-dfLine
  b=subset(a,a$GRCODE==g.code)
  name=b$GRNAME
  grpcode=b$GRCODE
  ay=b$AccidentYear
  dev=b$DevelopmentLag

  cum_incloss=b[,6]
  cum_pdloss=b[,7]
  bulk_loss=b[,8]
  dir_premium=b[,9]
  ced_premium=b[,10]
  net_premium=b[,11]
  single=b[,12]
  posted_reserve97=b[,13]

  # get incremental paid losses - assume data is sorted by ay and dev
  inc_pdloss=numeric(0)
  for (i in unique(ay)){
    s=(ay==i)
    pl=c(0,cum_pdloss[s])
    ndev=length(pl)-1
    il=rep(0,ndev)
    for (j in 1:ndev){            
      il[j]=pl[j+1]-pl[j]
      }
    inc_pdloss=c(inc_pdloss,il)
    }
  data.out=data.frame(name,grpcode,ay,dev,net_premium,dir_premium,ced_premium,
     cum_pdloss,cum_incloss,bulk_loss,inc_pdloss,single,posted_reserve97)
  return(data.out)
  }
#




# Example


# upper triangle
com.insample=subset(comauto,ay+dev<=1998)
# lower triangle
com.outsample=subset(comauto,ay+dev>1998)

createChainLadderTriangle<-function(groupCode, dfLine,what="cum_pdloss")
{
	require(ChainLadder)
	temp<-ins.line.data(g.code=groupCode,dfLine=dfLine)
	temp<-subset(temp, (ay+dev<=1998) )
	data4Triangle<-temp[,c("ay","dev",what)]
	myTriangle<-as.triangle(data4Triangle,origin="ay",dev="dev",value=what)
	invisible(myTriangle)
}

#COMMERCIAL AUTO
grp.code=unique(commercialAutoRawData$GRCODE)
commercialAutoTriangles<-list()
for(i in 1:length(grp.code))
{
	groupID<-grp.code[i]
	myTriangle<-createChainLadderTriangle(groupCode=groupID,dfLine=commercialAutoRawData)
	command<-paste('commercialAutoTriangles$','triangle',groupID,'=myTriangle',sep="")
	eval(parse(text=command))
}
#MEDICAL MALPRACTICE
grp.code=unique(medMalRawData$GRCODE)
medMalTriangles<-list()
for(i in 1:length(grp.code))
{
	groupID<-grp.code[i]
	myTriangle<-createChainLadderTriangle(groupCode=groupID,dfLine=medMalRawData)
	command<-paste('medMalTriangles$','triangle',groupID,'=myTriangle',sep="")
	eval(parse(text=command))
}

#OTHER LIABILITY
grp.code=unique(otherLiabRawData$GRCODE)
otherLiabTriangles<-list()
for(i in 1:length(grp.code))
{
	groupID<-grp.code[i]
	myTriangle<-createChainLadderTriangle(groupCode=groupID,dfLine=otherLiabRawData)
	command<-paste('otherLiabTriangles$','triangle',groupID,'=myTriangle',sep="")
	eval(parse(text=command))
}

#PRIVATE PASSENGERS AUTO

grp.code=unique(privatePassengersAutoRawData$GRCODE)
privatePassengersAutoTriangles<-list()
for(i in 1:length(grp.code))
{
	groupID<-grp.code[i]
	myTriangle<-createChainLadderTriangle(groupCode=groupID,dfLine=privatePassengersAutoRawData)
	command<-paste('privatePassengersAutoTriangles$','triangle',groupID,'=myTriangle',sep="")
	eval(parse(text=command))
}

#PRODUCT LIABILITY 

grp.code=unique(productLiabilityRawData$GRCODE)
productLiabilityTriangles<-list()
for(i in 1:length(grp.code))
{
	groupID<-grp.code[i]
	myTriangle<-createChainLadderTriangle(groupCode=groupID,dfLine=productLiabilityRawData)
	command<-paste('productLiabilityTriangles$','triangle',groupID,'=myTriangle',sep="")
	eval(parse(text=command))
}

#WORKERS COMPENSATION

grp.code=unique(workersCompensationRawData$GRCODE)
workersCompensationTriangles<-list()
for(i in 1:length(grp.code))
{
	groupID<-grp.code[i]
	myTriangle<-createChainLadderTriangle(groupCode=groupID,dfLine=workersCompensationRawData)
	command<-paste('workersCompensationTriangles$','triangle',groupID,'=myTriangle',sep="")
	eval(parse(text=command))
}

#put the data on lists

commercialAutoList=list(triangles=commercialAutoTriangles, groups=unique(commercialAutoRawData$GRCODE))
privatePassengerAutoList=list(triangles=privatePassengersAutoTriangles, groups=unique(privatePassengersAutoRawData$GRCODE))
workersCompensationList=list(triangles=workersCompensationTriangles, groups=unique(workersCompensationRawData$GRCODE))
medicalMalpracticeList=list(triangles=medMalTriangles, groups=unique(medMalRawData$GRCODE))
otherLiabilityList=list(triangles=otherLiabTriangles, groups=unique(otherLiabRawData$GRCODE))
productLiabilityList=list(triangles=otherLiabTriangles, groups=unique(otherLiabRawData$GRCODE))


save(list=c('workersCompensationTriangles','productLiabilityTriangles','privatePassengersAutoTriangles','otherLiabTriangles','medMalTriangles',
	'commercialAutoTriangles'), file="trianglesList.RData",compress="xz")