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#

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

IFRS17 CSM Waterfall Chart Notebook
IFRS17 Simulation (Baseline)
IFRS17 Simulation (Lapse Scenario)

`BaseProj`	Base Space for the `OuterProj` and `InnerProj`.
`Assumptions`	Assumption input and calculations for individual policies.
`Economic`	Economic scenarios
`LifeTable`	Commutation functions and actuarial notations
`IFRS`	Source module for IFRS17 CSM amortization simulation
`OuterProj`
`Policy`	Policy attributes and policy values
`InnerProj`
`PV`	Present values of cashflows