Add derived tariff segments to portfolio data

Adds the tariff segments derived by derive_tariff_segments() as a new factor column to a portfolio data set. The stored boundaries are applied to the original continuous risk-factor column, so the result does not depend on the row order used when the GAM was fitted.

The helper does not re-estimate the GAM or derive new boundaries. It can be used after filtering or reordering the original portfolio and on new data whose risk-factor values remain within the range used to derive the segmentation.

Usage

add_tariff_segments(data, segments, name = NULL, overwrite = FALSE)

Arguments

data: A data frame to which the tariff segments should be added.
segments: Object of class "tariff_segments", produced by derive_tariff_segments(). Old "tariff_classes" objects are accepted for backward compatibility.
name: Character string. Name of the new output column. If NULL, the name is based on the risk factor name, for example "age_policyholder_segment".
overwrite: Logical. If FALSE, the function stops when name already exists in data.

Value

A data frame with the derived tariff segment column added.

Details

The risk-factor name and optional rounding increment are taken from segments. The risk-factor column in data must be numeric and contain only finite, non-missing values. Values outside the original segmentation range produce an error because their tariff treatment has not been supported by the fitted GAM. The resulting factor can be used in a GLM or retained as a candidate grouping for further actuarial review.

Author

Martin Haringa

Examples

if (FALSE) { # \dontrun{
age_segments <- risk_factor_gam(
  MTPL,
  risk_factor = "age_policyholder",
  claim_count = "nclaims",
  exposure = "exposure"
) |>
  derive_tariff_segments()

MTPL |>
  add_tariff_segments(age_segments, name = "age_policyholder_segment")
} # }