Gallery#
savings
Examples#
Account value paths
Monte Carlo vs Black-Scholes-Merton
Monte Carlo vs Black-Scholes-Merton
Account value distribution
Account value to number of policies
Account value to number of policies
Black-Scholes-Merton on dividend paying stock
Black-Scholes-Merton on dividend paying stock
Dynamic policy decrement
economic
Examples#
Short rate paths
Short rate mean and variance
Discount factor convergence
fastlife
Examples#
fastlife: Present values of net cashflows
fastlife: Present values of net cashflows
simplelife
Examples#
Run simplelife cashflow sample now!
simplelife: present values of cashflows
simplelife: present values of cashflows
simplelife: cashflow
nestedlife
Examples#
nestedlife: Actual vs Estimated
nestedlife: Actual vs Estimated
nestedlife: Present value of cashflows
nestedlife: Present value of cashflows
ifrs17sim
Examples#
ifrs17sim: CSM waterfall chart
ifrs17sim: CSM waterfall chart
ifrs17sim: IFRS balancesheet itms
ifrs17sim: IFRS balancesheet itms
IFRS waterfall chart
solvency2
Examples#
solvency2: cashflows
solvency2: Life SCR radar chart
solvency2: Life SCR radar chart
smithwilson
Examples#
Smith-Wilson extrapolation with various alphas
Smith-Wilson extrapolation with various alphas