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The
basiclife
Library
The
BasicTerm_S
Model
proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_init
pols_lapse
pols_maturity
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
check_pv_net_cf
result_cf
result_pv
The
BasicTerm_M
Model
proj_len
max_proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_init
pols_lapse
pols_maturity
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
result_cf
result_pv
The
BasicTerm_SE
Model
proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
check_pv_net_cf
result_cf
result_pv
result_pols
The
BasicTerm_ME
Model
proj_len
max_proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
mort_rate
mort_rate_mth
mort_table_reindexed
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
result_cf
result_pv
result_pols
Generating model points
Generating model points with duration
Creating premium table
The
savings
Library
The
CashValue_SE
Model
proj_len
model_point
model_point_table_ext
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
has_surr_charge
is_wl
load_prem_rate
surr_charge_id
premium_type
av_pp_init
mort_table_last_age
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
premium_pp
maint_fee_rate
coi_rate
surr_charge_rate
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
inv_income
inv_income_pp
inv_return_mth
inv_return_table
av_pp_at
net_amt_at_risk
coi_pp
prem_to_av_pp
maint_fee_pp
av_at
prem_to_av
claims_from_av
claims_over_av
coi
maint_fee
av_change
check_av_roll_fwd
surr_charge
claims
commissions
premiums
expenses
net_cf
margin_expense
margin_mortality
check_margin
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
pv_av_change
pv_inv_income
check_pv_net_cf
result_cf
result_pv
result_pols
The
CashValue_ME
Model
proj_len
max_proj_len
model_point
model_point_table_ext
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
has_surr_charge
is_wl
load_prem_rate
surr_charge_id
premium_type
av_pp_init
mort_table_last_age
mort_rate
mort_rate_mth
mort_table_reindexed
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
premium_pp
maint_fee_rate
coi_rate
surr_charge_rate
surr_charge_table_stacked
surr_charge_max_idx
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
inv_income
inv_income_pp
inv_return_mth
inv_return_table
av_pp_at
net_amt_at_risk
coi_pp
prem_to_av_pp
maint_fee_pp
av_at
prem_to_av
claims_from_av
claims_over_av
coi
maint_fee
av_change
check_av_roll_fwd
surr_charge
claims
commissions
premiums
expenses
net_cf
margin_expense
margin_mortality
check_margin
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
pv_av_change
pv_inv_income
check_pv_net_cf
result_cf
result_pv
result_pols
1. Simple Stochastic Example
2. Extended Stochastic Example
Project
fastlife
Introduction to fastlife
Input
LifeTable
Economic
PV
Projection
Policy
Assumptions
Project
simplelife
simplelife Space Overview
Input
LifeTable
Economic
BaseProj
PV
Projection
Policy
Assumptions
Project
nestedlife
Input
Economic
BaseProj
Assumptions
LifeTable
PV
OuterProj
Policy
InnerProj
Project
ifrs17sim
IFRS17 CSM Waterfall Chart Notebook
IFRS17 Simulation (Baseline)
IFRS17 Simulation (Lapse Scenario)
BaseProj
Assumptions
Economic
LifeTable
IFRS
OuterProj
Policy
InnerProj
PV
Project
solvency2
Assumptions
BaseProj
Economic
LifeTable
Expense
Lapse
LapseMass
Mortality
Projection
Policy
PV
SCR_life
Project
smithwilson
Smith-Wilson Model Overview
SmithWilson
Development Guide
Model Structure
Naming Convention
expense_acq
¶
expense_acq
(
)
[source]
¶
Acquisition expense per policy
300
by default.
lapse_rate
expense_maint