Source code for annuallife.TradLife_A_EX1.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 is :mod:`TradLife_A.PolicyAttrs <annuallife.TradLife_A.PolicyAttrs>` with one addition
for the Solvency II lapse stress; all other Cells are unchanged, see
:mod:`TradLife_A.PolicyAttrs <annuallife.TradLife_A.PolicyAttrs>`.
Cells Summary
-------------
New Cells
^^^^^^^^^
:func:`segment` returns the per-policy lapse-risk segment as a
``LapseScopeID`` code (currently ``RETAIL`` for every policy). It selects
the mass-lapse factor applied by
:func:`~annuallife.TradLife_A_EX1.Projection.InnerProj.pols_lapse_mass`.
.. autosummary::
~segment
"""
from modelx.serialize.jsonvalues import *
_formula = None
_bases = [
".Utilities"
]
_allow_none = None
_spaces = []
# ---------------------------------------------------------------------------
# Cells
def gross_prem_table():
"""Gross premium table"""
return None
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)
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)))
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)
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)
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)
))
def load_maint_sa():
"""Maintenance Loading per Sum Assured during Premium Payment"""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintSA')))
def load_maint_sa2():
"""Maintenance Loading per Sum Assured during Premium Payment"""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintSA2')))
def reserve_rate():
"""Valuation Reserve Rate per Sum Assured"""
return None
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)))
def uern_prem_rate():
"""Unearned Premium Rate"""
return None
def product():
"""Per-policy product type as a :mod:`TradLife_A.Enums.ProductID <annuallife.TradLife_A.Enums.ProductID>` code."""
return pandas_to_array(input_data.policy_data()['Product'].map(lambda s: getattr(ProductID, s)))
def policy_type():
"""Per-policy policy type from the ``PolType`` column of :func:`TradLife_A.InputData.policy_data <annuallife.TradLife_A.InputData.policy_data>`."""
return pandas_to_array(input_data.policy_data()['PolType'])
def gen():
"""Per-policy generation (cohort) identifier."""
return PolicyData[idx, 'Gen']
def channel():
"""Per-policy distribution channel."""
return PolicyData[idx, 'Channel']
def sex():
"""Per-policy sex as a :mod:`TradLife_A.Enums.SexID <annuallife.TradLife_A.Enums.SexID>` code."""
return pandas_to_array(input_data.policy_data()['Sex'].map(lambda s: getattr(SexID, s)))
def duration():
"""Per-policy elapsed policy duration in years."""
return PolicyData[idx, 'Duration']
def issue_age():
"""Per-policy issue age in years."""
return pandas_to_array(input_data.policy_data()['IssueAge'])
def prem_freq():
"""Per-policy premium payment frequency (number of payments per year)."""
return pandas_to_array(input_data.policy_data()['PremFreq'])
def policy_term():
"""Per-policy policy term in years."""
return pandas_to_array(input_data.policy_data()['PolicyTerm'])
def policy_count():
"""Per-policy number of policies in the model point."""
return pandas_to_array(input_data.policy_data()['PolicyCount'])
def sum_assured():
"""Per-policy sum assured."""
return pandas_to_array(input_data.policy_data()['SumAssured'])
def load_acq_sa_param1():
"""Per-policy ``LoadAcqSAParam1`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadAcqSAParam1')))
def load_acq_sa_param2():
"""Per-policy ``LoadAcqSAParam2`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadAcqSAParam2')))
def load_maint_prem_param1():
"""Per-policy ``LoadMaintPremParam1`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintPremParam1')))
def load_maint_prem_param2():
"""Per-policy ``LoadMaintPremParam2`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('LoadMaintPremParam2')))
def surr_charge_param1():
"""Per-policy ``SurrChargeParam1`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('SurrChargeParam1')))
def surr_charge_param2():
"""Per-policy ``SurrChargeParam2`` parameter from ``ProductSpecTable``."""
return pandas_to_array(
map_to_policies(input_data.product_spec('SurrChargeParam2')))
[docs]
def segment():
"""Per-policy lapse-risk segment as a ``LapseScopeID`` code.
Returns a 1-D array, one entry per policy, giving the lapse-risk
segment that selects the mass-lapse factor applied by
:func:`~annuallife.TradLife_A_EX1.Projection.InnerProj.pols_lapse_mass`.
Every policy is currently assigned ``LapseScopeID.RETAIL``.
"""
return pandas_to_array(pd.Series(LapseScopeID.RETAIL, index=input_data.policy_data().index))
# ---------------------------------------------------------------------------
# References
input_data = ("Interface", ("..", "InputData"), "auto")
prem_term = ("Interface", (".", "policy_term"), "auto")
LapseScopeID = ("Interface", ("..", "Enums", "LapseScopeID"), "auto")
