Note
Click here to download the full example code
solvency2 cashflowsΒΆ
Net liability cashflows by SCR shock scenarios for selected policies
import modelx as mx
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
sns.set()
model = mx.read_model("model")
def draw(polid, t0):
fig, ax = plt.subplots()
fig.suptitle('Net Cashflows')
title = 'Policy ID: ' + str(polid) + ', Shock at ' + str(t0)
data = {}
for risk, shock in (('base', None),
('mort', None),
('longev', None),
('lapse', 'up'),
('lapse', 'down'),
('lapse', 'mass'),
('exps', None)):
proj = model.SCR_life[t0, polid].Projection(risk, shock)
last_t = proj.last_t()
label = risk + ('(' + shock + ')' if shock else '')
data[label] = [proj.NetInsurCF[t] for t in range(t0, last_t)]
return pd.DataFrame(
data, index=range(t0, last_t)).plot(
ax=ax, kind='line', title=title)
for polid, t0 in [(41, 5), (171, 5)]:
draw(polid, t0)
Total running time of the script: ( 0 minutes 1.048 seconds)