Project ifrs17sim

ifrs17sim is a project for simulating IFRS17 financial statements on sample insurance contracts.

Files that are unique to this project are ifrs17sim and ifrs. Other files in this project are similar to those in nestedlife.

Model Structure

Composition Structure

The composition structure is almost the same as the structure of nestedlife, except that PV in this model is a child Space of InnerProj

blockdiag ifrs17sim OuterProj [PolicyID, ScenID=1] Economic LifeTable Input BaseProj IFRS InnerProj[t0] Policy PV Assumptions

Inheritance Structure

blockdiag IFRS BaseProj OuterProj
blockdiag BaseProj InnerProj

Jupyter Notebooks

A live version of the Jupyter notebook below is available online, thanks to Binder.

Launch this sample now!

  • CSM waterfalls launch binder

  • IFRS17 Simulation (Baseline) launch binder

  • IFRS17 Simulation (Lapse Scenario) launch binder

Space Details


Base Space for the OuterProj and InnerProj.


Assumption input and calculations for individual policies.


Economic scenarios


Commutation functions and actuarial notations



Policy attributes and policy values



Present values of cashflows