SAS - Loop for variable and compare dates from different entries?

Min:

For problems of this type you want to mentally break the data structure into different parts.

BY GROUP The variables whose unique combination defines the group. There are one or more rows in a group. Let's call them items.

GROUP DETAILS Variables that are observational in nature. They may be numbers such as temperature, weight or dollars, or, characters or strings that represent some state being tracked. The details (at the state you are working) themselves might be aggregates for a deeper level of detail.

GOAL Compute additional variables that further elucidate an aspect of the details over the group. For numeric the goal might be statistical such as MIN, MAX, MEAN, MEDIAN, RANGE, etc. Or it might be identificational such as which ID had highest $, or which name was longest, or any other business rule.

Your specific problem is one of determining claim activity on a given date. I think of it as a coverage type of problem because the dates in question cover a range. The BY GROUP is person and an 'Activity' date.

Here is one data-centric approach. The original data is expanded to have one row per date from applied to decided. Then simple BY group processing and the automatic first. are used to determine if an application is during one as yet undecided.

data have;
input PeopleID ApplicationID Applied_date yymmdd10. Decision_date yymmdd10. Ongoing_flag_wanted;
format Applied_date Decision_date yymmdd10.;
datalines;
1 6 2017.10.1 2017.10.1 1
1 5 2017.10.1 2017.10.4 0
1 3 2017.9.28 2017.9.29 1
1 2 2017.9.26 2017.9.26 1
1 1 2017.9.25 2017.9.30 0
2 8 2017.10.7 2017.10.7 1
2 7 2017.10.2 .         0
3 4 2017.9.30 2017.10.3 0
run;

data coverage;
  do _n_ = 1 by 1 until (last.PeopleID);
    set have;
    by PeopleID;
    if Decision_date > Max_date then Max_date = Decision_date;
  end;

  put 'NOTE: ' PeopleID= Max_date= yymmdd10.;

  do _n_ = 1 to _n_;
    set have;
    do Activity_date = Applied_date to ifn(missing(Decision_date),Max_date,Decision_date);
      if missing(Decision_date) then Decision_date = Max_date;
      output;
    end;
  end;

  keep PeopleID ApplicationID Applied_date Decision_date Activity_date;
  format Activity_date yymmdd10.;
run;

proc sort data=coverage;
  by PeopleID Activity_date ApplicationID ;
run;

data overlap;
  set coverage;
  by PeopleID Activity_date;

  Ongoing_flag = not (first.Activity_date);

  if Activity_date = Applied_date then
    output;
run;

proc sort data=overlap;
  by PeopleID descending ApplicationID ;
run;

Other approaches could involve arrays, hashes, or SQL. SQL is very different from DATA Step code and some consider it to be more clear.

proc sql;
  create table want as
  select
    PeopleID, ApplicationID, Applied_date, Decision_date
  , case
      when exists (
        select * from have as inner 
        where inner.PeopleID = outer.PeopleID
          and inner.ApplicationID < outer.ApplicationID
          and 
            case
              when inner.Decision_date is null and outer.Decision_date is null then 1
              when inner.Decision_date is null then 1
              when outer.Decision_date is null then 0
              else outer.Decision_date < inner.Decision_date
            end
      )
      then 1
      else 0
    end as Ongoing_flag
  from have as outer
  ;