Source code for annuallife.TradLife_A.PolicyAttrs
# modelx: pseudo-python
# This file is part of a modelx model.
# It can be imported as a Python module, but functions defined herein
# are model formulas and may not be executable as standard Python.
"""Policy attributes and policy values.
This Space holds policy attributes and policy-level values used by
:mod:`~annuallife.TradLife_A.Projection` and its base spaces.
Some Cells in this Space, such as :func:`product` and :func:`issue_age`,
retrieve attributes for the model points from
:func:`~annuallife.TradLife_A.InputData.policy_data`. Other Cells,
such as those used by
:func:`~annuallife.TradLife_A.BaseProj.gross_prem_rate`, derive
policy-level values from product specs looked up through
:func:`~annuallife.TradLife_A.InputData.product_spec`.
Most cells return per-policy NumPy arrays whose layout matches the rows
of :func:`~annuallife.TradLife_A.InputData.policy_data`, so callers
index into them with the integer policy index ``idx``.
Parameters and References
-------------------------
Attributes:
input_data: Alias for :mod:`~annuallife.TradLife_A.InputData`.
Per-policy attributes are read from the ``PolicyData`` range
in *input.xlsx* via
:func:`~annuallife.TradLife_A.InputData.policy_data`,
and product specs from
:func:`~annuallife.TradLife_A.InputData.product_spec`.
prem_term: Alias for :func:`policy_term`.
return_array(:obj:`bool`): When ``True`` (the default), helper
functions inherited from
:mod:`~annuallife.TradLife_A.Utilities` return NumPy arrays
instead of pandas objects.
.. rubric:: Inherited helpers
Inherited from :mod:`~annuallife.TradLife_A.Utilities`:
* :func:`~annuallife.TradLife_A.Utilities.pandas_to_array`
* :func:`~annuallife.TradLife_A.Utilities.map_to_policies`
Cells Summary
-------------
Policy Attributes
^^^^^^^^^^^^^^^^^
Model point attributes read directly from
:func:`~annuallife.TradLife_A.InputData.policy_data` for each policy.
.. autosummary::
~product
~policy_type
~sex
~issue_age
~prem_freq
~policy_term
~policy_count
~sum_assured
~gen
~channel
~duration
Product Bases
^^^^^^^^^^^^^
Per-policy interest rate and mortality table identifiers, selected by
rate basis (premium or valuation).
.. autosummary::
~int_rate
~table_id
Loadings
^^^^^^^^
Per-policy acquisition and maintenance loadings used by
:func:`~annuallife.TradLife_A.BaseProj.gross_prem_rate`, together with
the raw ``ProductSpecTable`` parameters they are built from.
.. autosummary::
~load_acq_sa
~load_acq_sa_param1
~load_acq_sa_param2
~load_maint_prem
~load_maint_prem_param1
~load_maint_prem_param2
~load_maint_prem_waiver_prem
~load_maint_sa
~load_maint_sa2
Surrender Charges
^^^^^^^^^^^^^^^^^
The per-policy initial surrender charge rate and the raw
``ProductSpecTable`` parameters it is built from.
.. autosummary::
~init_surr_charge
~surr_charge_param1
~surr_charge_param2
Misc
^^^^
Placeholder cells reserved for future use.
.. warning::
:func:`gross_prem_table`, :func:`reserve_rate` and
:func:`uern_prem_rate` are placeholders that currently return
``None`` and are to be implemented.
.. autosummary::
~gross_prem_table
~reserve_rate
~uern_prem_rate
"""
from modelx.serialize.jsonvalues import *
_formula = None
_bases = [
".Utilities"
]
_allow_none = None
_spaces = []
# ---------------------------------------------------------------------------
# Cells
[docs]
def gross_prem_table():
"""Gross premium table"""
return None
[docs]
def init_surr_charge():
"""Initial Surrender Charge Rate"""
param1 = surr_charge_param1()
param2 = surr_charge_param2()
return param1 + param2 * np.minimum(policy_term() / 10, 1)
[docs]
def int_rate(basis):
"""Interest Rate"""
col = {
RateBasisID.PREM: 'IntRatePrem',
RateBasisID.VAL: 'IntRateVal'}.get(basis, None)
return pandas_to_array(
map_to_policies(input_data.product_spec(col)))
[docs]
def load_acq_sa():
"""Acquisition Loading per Sum Assured"""
param1 = load_acq_sa_param1()
param2 = load_acq_sa_param2()
return param1 + param2 * np.minimum(policy_term() / 10, 1)
[docs]
def load_maint_prem():
"""Maintenance Loading per Gross Premium"""
param1 = load_maint_prem_param1()
param2 = load_maint_prem_param2()
return np.where(np.isnan(param1), (param2 + np.minimum(10, policy_term())) / 100, param1)
[docs]
def load_maint_prem_waiver_prem():
"""Maintenance Loading per Gross Premium for Premium Waiver"""
table = input_data.prem_waiver_cost()
bins = [-np.inf] + list(table.keys())[:-1] + [np.inf]
vals = list(table.values())
return pandas_to_array(pd.cut(
input_data.policy_data()['PolicyTerm'],
bins=bins,
labels=vals,
right=False, # left-closed: [x, y)
))
[docs]
def load_maint_sa():
"""Maintenance Loading per Sum Assured during Premium Payment"""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintSA')))
[docs]
def load_maint_sa2():
"""Maintenance Loading per Sum Assured during Premium Payment"""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintSA2')))
[docs]
def reserve_rate():
"""Valuation Reserve Rate per Sum Assured"""
return None
[docs]
def table_id(basis):
"""Mortality Table ID"""
col = {
RateBasisID.PREM: 'MortTablePrem',
RateBasisID.VAL: 'MortTableVal'}.get(basis, None)
return pandas_to_array(
map_to_policies(input_data.product_spec(col)))
[docs]
def uern_prem_rate():
"""Unearned Premium Rate"""
return None
[docs]
def product():
"""Per-policy product type as a :mod:`~annuallife.TradLife_A.Enums.ProductID` code."""
return pandas_to_array(input_data.policy_data()['Product'].map(lambda s: getattr(ProductID, s)))
[docs]
def policy_type():
"""Per-policy policy type from the ``PolType`` column of :func:`~annuallife.TradLife_A.InputData.policy_data`."""
return pandas_to_array(input_data.policy_data()['PolType'])
[docs]
def gen():
"""Per-policy generation (cohort) identifier."""
return PolicyData[idx, 'Gen']
[docs]
def channel():
"""Per-policy distribution channel."""
return PolicyData[idx, 'Channel']
[docs]
def sex():
"""Per-policy sex as a :mod:`~annuallife.TradLife_A.Enums.SexID` code."""
return pandas_to_array(input_data.policy_data()['Sex'].map(lambda s: getattr(SexID, s)))
[docs]
def duration():
"""Per-policy elapsed policy duration in years."""
return PolicyData[idx, 'Duration']
[docs]
def issue_age():
"""Per-policy issue age in years."""
return pandas_to_array(input_data.policy_data()['IssueAge'])
[docs]
def prem_freq():
"""Per-policy premium payment frequency (number of payments per year)."""
return pandas_to_array(input_data.policy_data()['PremFreq'])
[docs]
def policy_term():
"""Per-policy policy term in years."""
return pandas_to_array(input_data.policy_data()['PolicyTerm'])
[docs]
def policy_count():
"""Per-policy number of policies in the model point."""
return pandas_to_array(input_data.policy_data()['PolicyCount'])
[docs]
def sum_assured():
"""Per-policy sum assured."""
return pandas_to_array(input_data.policy_data()['SumAssured'])
[docs]
def load_acq_sa_param1():
"""Per-policy ``LoadAcqSAParam1`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadAcqSAParam1')))
[docs]
def load_acq_sa_param2():
"""Per-policy ``LoadAcqSAParam2`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadAcqSAParam2')))
[docs]
def load_maint_prem_param1():
"""Per-policy ``LoadMaintPremParam1`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintPremParam1')))
[docs]
def load_maint_prem_param2():
"""Per-policy ``LoadMaintPremParam2`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintPremParam2')))
[docs]
def surr_charge_param1():
"""Per-policy ``SurrChargeParam1`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('SurrChargeParam1')))
[docs]
def surr_charge_param2():
"""Per-policy ``SurrChargeParam2`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('SurrChargeParam2')))
# ---------------------------------------------------------------------------
# References
input_data = ("Interface", ("..", "InputData"), "auto")
prem_term = ("Interface", (".", "policy_term"), "auto")
return_array = True
