Lapse assumption changes based on previous year experience.
import modelx as mx
try:
import nestedlife.nestedlife as nestedlife
except ImportError:
import nestedlife
model = nestedlife.build()
# Policy point ID and aliases
polid = 171
outer = model.OuterProjection[polid]
inner = outer.InnerProjection
# %% Code block for overriding the default model
def SurrRateMult(t):
if t == 0:
return 1
else:
return SurrRateMult(t - 1)
def nop_Surrender(t):
"""Number of policies: Surrender"""
return nop_BoP1(t) * asmp.SurrRate(t) * SurrRateMult(t)
def nop_EoP_inner(t):
"""Number of policies: End of period"""
if t == t0:
return outer.nop_EoP(t)
else:
return nop_BoP1(t - 1) - nop_Death(t - 1) - nop_Surrender(t - 1)
model.BaseProjection.new_cells(formula=SurrRateMult)
model.BaseProjection.new_cells(formula=nop_Surrender)
inner.new_cells(name='nop_EoP', formula=nop_EoP_inner)
outer.SurrRateMult[1] = 2
outer.SurrRateMult[2] = 0.5
outer.SurrRateMult[3] = 1
inner[1].SurrRateMult[1] = 2
inner[2].SurrRateMult[2] = 0.5
inner[3].SurrRateMult[3] = 1
# %% Code block for drawing graphs
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
sns.set()
def get_nested(item):
cells = outer.cells[item]
act = [cells[t] for t in range(50)]
expect = []
for t0 in range(0, 6):
expect_t0 = [np.nan] * 50
for t in range(0, 50):
if t < t0:
expect_t0[t] = np.nan
else:
cells = outer.InnerProjection[t0].cells[item]
expect_t0[t] = cells[t]
expect.append(expect_t0)
return act, expect
def mask_act(act, t0):
masked_act = act.copy()
for t, val in enumerate(masked_act):
if t > t0:
masked_act[t] = np.nan
return masked_act
def draw_single_ncf(ncf, ax, ls):
ax.plot(ncf, marker='o', linestyle=ls)
ax.set_xlim(right=10, left=-1)
def draw_graph_column(item):
act, expect = get_nested(item)
nrows = len(expect)
fg, axs = plt.subplots(nrows=nrows, sharex=True, sharey=True)
for t0, ax in enumerate(axs):
draw_single_ncf(expect[t0], ax, ':')
draw_single_ncf(mask_act(act, t0), ax, '-')
def draw_graph_pair(*items):
ncols = len(items)
pairs = [get_nested(item) for item in items]
nrows = len(pairs[0][1])
fg, axs = plt.subplots(nrows=nrows, ncols=ncols, sharex=True)
for col in range(ncols):
axs[0][col].set_title(items[col])
for t0 in range(nrows):
ax = axs[t0][col]
act, expect = pairs[col]
draw_single_ncf(expect[t0], ax, ':')
draw_single_ncf(mask_act(act, t0), ax, '-')
# %% Draw graphs
if __name__ == '__main__':
draw_graph_pair('nop_Surrender', 'nop_EoP')
Total running time of the script: ( 0 minutes 22.215 seconds)