ggsolvencyii

base

An life insurer reports its solvency ratio following Standard Formula rules, with English names for all risks. It has a set of risks, diversification effects, and accumulations to the SCR for the current situation (‘id’=1) and three three-year ORSA scenarios (‘id’ is 2-4, 5-7, 8-10). The results are stored in a datafile of which the first lines and columns are shown here:

Variable sii_z_ex1_data is the tidyverse representation of the dataset above (the first lines for ‘id’ = 1, 2 or 3 are shown).

Variables sii_x_fillcolors… and sii_x_edgecolors are named lists with colorcodes for each risk-description

The SCR composition of the current situation (id = 1) is shown below

ggplot() +
  geom_sii_risksurface(
    data = sii_z_ex1_data[sii_z_ex1_data$id == 1, ],
    mapping = aes(x = time, 
                  y = ratio, 
                  id = id, 
                  value = value, 
                  description = description, 
                  color = description,
                  fill = description
                   ) ) +
theme_bw() +
scale_fill_manual(name = "Risks",values = sii_x_fillcolors_sf16_eng) +
scale_color_manual(name = "Risks",values = sii_x_edgecolors_sf16_eng)
#> scaling is based on a max (level= 1) value of 23

structure

Geom_sii_risksurface uses one default table for this plot sii_structure_sf16_eng. It defines each risks by indicating from which combined ‘child’-risks and diversification (suffix ‘d’) it is made up. Passing another structure table makes this geom usable for localisation or for internal models.

head(sii_structure_sf16_eng, 13)

levelmax

To prevent cluttering of the legend it is possible to group the smallest items of a level by providing a levelmax-table in such a way that the indicated maximum items in that level is not exceeded. the example is on another dataset sii_z_ex2_data, with only one SCR result.

sii_levelmax_sf16_993

ggplot() +
  geom_sii_risksurface(
    data = sii_z_ex2_data,
    mapping = aes(x = time, y = ratio, id = id, value = value, 
                  description = description, 
                  # color = description,
                  fill = description  
                  ),
    color = "black",
    levelmax = sii_levelmax_sf16_993) +
theme_bw() +
scale_fill_manual(name = "Risks",values = sii_x_fillcolors_sf16_eng) # +

# scale_color_manual(name = "Risks",values = sii_x_edgecolors_sf16_eng)

Rotation and squared

Rotationdescription rotates the plot in such a way that the indicated item (can be on either level, i.e. works also on ‘life’ or ‘operational’) is plotted on just on the righthandside of ‘12 o’clock’. rotationdegrees is then added.

The option squared makes a square plot, with the surface of all segments still in proportion. The angle between the ’radial’lines of equal sized segments differ, based on the position of the segment.

ggplot() +
  geom_sii_risksurface(
    data = sii_z_ex2_data,
    mapping = aes(x = time, y = ratio, id = id, value = value, 
                           description = description, 
                           fill = description, color = description),
                  squared = TRUE,
                  rotationdescription = 'm_equity',
                  rotationdegrees = -45) +
theme_bw() +
scale_fill_manual(name = "Risks",values = sii_x_fillcolors_sf16_eng) +
scale_color_manual(name = "Risks",values = sii_x_edgecolors_sf16_eng)

The second plot shows a comparison between a circle and square plot of the same data. Note that the radius of the SCR circle is smaller than the size of the SCR square !!

#> scaling is based on a max (level= 1) value of 30
#> scaling is based on a max (level= 1) value of 30

Scaling

all SCR-buildups from a single call to geom_sii_risksurface or geom_sii_riskoutline plot are by default scaled in such a way that the largest SCR has a plotradius of one. When combining more calls, with several datasets a manual maxscrvalue-value can be given as a parameter. To prevent distortion, depending on the scale of x and y axis, scalingx and scalingy parameters are available.

Plotdetails

The plotdetails table can be passed as a parameter to geom_sii_risksurface and geom_sii_riskoutline. It indicates whether to actual plot surfaces or outlinesegments (1 to 4) after the composition of the round (or squared) layout of segments. An example is the seperate plotting of inner and outer segments, with different transparancy in the showcase, or only plotting the outline of the SCR itself and the lowest risklevels. See the separate vignette for a detailed explanation.