:orphan:

.. _examples-index:

Gallery
===================


.. _general_examples:





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:mod:`savings` Examples
-------------------------




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    <div class="sphx-glr-thumbcontainer" tooltip="Account value paths generated by the Monte Carlo simulation. The first 100 and 1000 paths out o...">

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  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex1_av_paths_thumb.png
    :alt: Account value paths

  :ref:`sphx_glr_generated_examples_savings_plot_ex1_av_paths.py`

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      <div class="sphx-glr-thumbnail-title">Account value paths</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="Time values of options and guarantees for various in-the-moneyness are calculated using Monte C...">

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  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex1_option_value_thumb.png
    :alt: Monte Carlo vs Black-Scholes-Merton

  :ref:`sphx_glr_generated_examples_savings_plot_ex1_option_value.py`

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      <div class="sphx-glr-thumbnail-title">Monte Carlo vs Black-Scholes-Merton</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="10,000 random numbers drawn from the standard normal distribution are generated for each time s...">

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  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex1_rand_thumb.png
    :alt: Account value distribution

  :ref:`sphx_glr_generated_examples_savings_plot_ex1_rand.py`

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      <div class="sphx-glr-thumbnail-title">Account value distribution</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="This graph uses the CashValue_ME_EX2 model from /libraries/savings/savings_example2, and shows ...">

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  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex2_av_to_pols_thumb.png
    :alt: Account value to number of policies

  :ref:`sphx_glr_generated_examples_savings_plot_ex2_av_to_pols.py`

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      <div class="sphx-glr-thumbnail-title">Account value to number of policies</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="As the /libraries/savings/savings_example2 shows, time values of options and guarantees on a GM...">

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  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex2_comp_option_values_thumb.png
    :alt: Black-Scholes-Merton on dividend paying stock

  :ref:`sphx_glr_generated_examples_savings_plot_ex2_comp_option_values.py`

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      <div class="sphx-glr-thumbnail-title">Black-Scholes-Merton on dividend paying stock</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="As explained in /libraries/savings/savings_example2, most variable annuity models include dynam...">

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  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex2_lapse_decrement_thumb.png
    :alt: Dynamic policy decrement

  :ref:`sphx_glr_generated_examples_savings_plot_ex2_lapse_decrement.py`

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      <div class="sphx-glr-thumbnail-title">Dynamic policy decrement</div>
    </div>


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    </div>



:mod:`economic` Examples
-------------------------




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    <div class="sphx-glr-thumbnails">


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    <div class="sphx-glr-thumbcontainer" tooltip="Short rate paths generated by the Monte Carlo simulation. The first 10 and 100 paths are plotte...">

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  .. image:: /generated_examples/economic/images/thumb/sphx_glr_plot_ex1_short_rate_paths_thumb.png
    :alt: Short rate paths

  :ref:`sphx_glr_generated_examples_economic_plot_ex1_short_rate_paths.py`

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      <div class="sphx-glr-thumbnail-title">Short rate paths</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="The means and variances of the simulated short rates.">

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  .. image:: /generated_examples/economic/images/thumb/sphx_glr_plot_ex2_short_rate_mean_variance_thumb.png
    :alt: Short rate mean and variance

  :ref:`sphx_glr_generated_examples_economic_plot_ex2_short_rate_mean_variance.py`

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      <div class="sphx-glr-thumbnail-title">Short rate mean and variance</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="The convergence of the stochastic discount factors generated by the Hull-White model.">

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  .. image:: /generated_examples/economic/images/thumb/sphx_glr_plot_ex3_disc_factor_convergence_thumb.png
    :alt: Discount factor convergence

  :ref:`sphx_glr_generated_examples_economic_plot_ex3_disc_factor_convergence.py`

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      <div class="sphx-glr-thumbnail-title">Discount factor convergence</div>
    </div>


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    </div>



:mod:`fastlife` Examples
-------------------------

*Run this fastlife sample now!* |binder fastlife_pvnetcfs|

.. include:: /binderlinks.rst
   :start-after: Begin binder fastlife_pvnetcfs
   :end-before: End binder fastlife_pvnetcfs


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    <div class="sphx-glr-thumbnails">


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    <div class="sphx-glr-thumbcontainer" tooltip="fastlife: Present values of net cashflows">

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  .. image:: /generated_examples/fastlife/images/thumb/sphx_glr_plot_pvnetcf_by_issue_age_thumb.png
    :alt: fastlife: Present values of net cashflows

  :ref:`sphx_glr_generated_examples_fastlife_plot_pvnetcf_by_issue_age.py`

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      <div class="sphx-glr-thumbnail-title">fastlife: Present values of net cashflows</div>
    </div>


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:mod:`simplelife` Examples
--------------------------

*Run simplelife cashflow sample now!* |binder simplelife_demo|

.. include:: /binderlinks.rst
   :start-after: Begin binder simplelife_demo
   :end-before: End binder simplelife_demo



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    <div class="sphx-glr-thumbnails">


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    <div class="sphx-glr-thumbcontainer" tooltip="Present values of liability cashflows of a simple whole life policy.">

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  .. image:: /generated_examples/simplelife/images/thumb/sphx_glr_plot_pvcashflows_thumb.png
    :alt: simplelife: present values of cashflows

  :ref:`sphx_glr_generated_examples_simplelife_plot_pvcashflows.py`

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      <div class="sphx-glr-thumbnail-title">simplelife: present values of cashflows</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="Draw a graph of liability cashflows of a simple whole life policy">

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  .. image:: /generated_examples/simplelife/images/thumb/sphx_glr_plot_simplelife_thumb.png
    :alt: simplelife: cashflow

  :ref:`sphx_glr_generated_examples_simplelife_plot_simplelife.py`

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      <div class="sphx-glr-thumbnail-title">simplelife: cashflow</div>
    </div>


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    </div>



:mod:`nestedlife` Examples
--------------------------







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    <div class="sphx-glr-thumbcontainer" tooltip="Lapse assumption changes based on previous year experience.">

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  .. image:: /generated_examples/nestedlife/images/thumb/sphx_glr_plot_actest_thumb.png
    :alt: nestedlife: Actual vs Estimated

  :ref:`sphx_glr_generated_examples_nestedlife_plot_actest.py`

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      <div class="sphx-glr-thumbnail-title">nestedlife: Actual vs Estimated</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="Draw a graph of present value of cashflow">

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  .. image:: /generated_examples/nestedlife/images/thumb/sphx_glr_plot_pvnetcf_thumb.png
    :alt: nestedlife: Present value of cashflows

  :ref:`sphx_glr_generated_examples_nestedlife_plot_pvnetcf.py`

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      <div class="sphx-glr-thumbnail-title">nestedlife: Present value of cashflows</div>
    </div>


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:mod:`ifrs17sim` Examples
-------------------------


* *Run CSM waterfall sample now!*  |binder ifrs17sim_csm_waterfall|
* *Run IFRS17 Simulation (Baseline) now!*  |binder ifrs17sim_charts_baseline|
* *Run IFRS17 Simulation (Lapse Scenario) now!*  |binder ifrs17sim_charts_lapsescen|


.. include:: /binderlinks.rst
   :start-after: Begin binder_ifrs17sim
   :end-before: End binder_ifrs17sim



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    <div class="sphx-glr-thumbcontainer" tooltip="The script draws a CSM waterfall chart. The script is broken down into pieces of code, and expl...">

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  .. image:: /generated_examples/ifrs17sim/images/thumb/sphx_glr_plot_csm_waterfall_thumb.png
    :alt: ifrs17sim: CSM waterfall chart

  :ref:`sphx_glr_generated_examples_ifrs17sim_plot_csm_waterfall.py`

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      <div class="sphx-glr-thumbnail-title">ifrs17sim: CSM waterfall chart</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="Fulfilment CF, CSM, Cash balances">

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  .. image:: /generated_examples/ifrs17sim/images/thumb/sphx_glr_plot_ifrs_balance_thumb.png
    :alt: ifrs17sim: IFRS balancesheet itms

  :ref:`sphx_glr_generated_examples_ifrs17sim_plot_ifrs_balance.py`

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      <div class="sphx-glr-thumbnail-title">ifrs17sim: IFRS balancesheet itms</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="The script draws multiple waterfall charts, each of which depict sources of changes in balances...">

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  .. image:: /generated_examples/ifrs17sim/images/thumb/sphx_glr_plot_ifrs_waterfall_thumb.png
    :alt: IFRS waterfall chart

  :ref:`sphx_glr_generated_examples_ifrs17sim_plot_ifrs_waterfall.py`

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      <div class="sphx-glr-thumbnail-title">IFRS waterfall chart</div>
    </div>


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    </div>



:mod:`solvency2` Examples
--------------------------




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    <div class="sphx-glr-thumbnails">


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    <div class="sphx-glr-thumbcontainer" tooltip="Net liability cashflows by SCR shock scenarios for selected policies">

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  .. image:: /generated_examples/solvency2/images/thumb/sphx_glr_plot_scr_cashflows_thumb.png
    :alt: solvency2: cashflows

  :ref:`sphx_glr_generated_examples_solvency2_plot_scr_cashflows.py`

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      <div class="sphx-glr-thumbnail-title">solvency2: cashflows</div>
    </div>


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    <div class="sphx-glr-thumbcontainer" tooltip="This script draws radar charts for selected policies. Each spoke of the radar chart represents ...">

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  .. image:: /generated_examples/solvency2/images/thumb/sphx_glr_plot_scr_radar_thumb.png
    :alt: solvency2: Life SCR radar chart

  :ref:`sphx_glr_generated_examples_solvency2_plot_scr_radar.py`

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      <div class="sphx-glr-thumbnail-title">solvency2: Life SCR radar chart</div>
    </div>


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    </div>



:mod:`smithwilson` Examples
---------------------------



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    <div class="sphx-glr-thumbnails">


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    <div class="sphx-glr-thumbcontainer" tooltip="This notebook reads in the **smithwilson** model, and extrapolates forward rates using the Smit...">

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  .. image:: /generated_examples/smithwilson/images/thumb/sphx_glr_plot_smithwilson_thumb.png
    :alt: Smith-Wilson extrapolation with various alphas

  :ref:`sphx_glr_generated_examples_smithwilson_plot_smithwilson.py`

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      <div class="sphx-glr-thumbnail-title">Smith-Wilson extrapolation with various alphas</div>
    </div>


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.. toctree::
   :hidden:
   :includehidden:

   /generated_examples/savings/index.rst
   /generated_examples/economic/index.rst
   /generated_examples/fastlife/index.rst
   /generated_examples/simplelife/index.rst
   /generated_examples/nestedlife/index.rst
   /generated_examples/ifrs17sim/index.rst
   /generated_examples/solvency2/index.rst
   /generated_examples/smithwilson/index.rst



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 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_