"""Projection Assumptions
This Space associates projection assumptions to model points,
by looking up paramters in a table stored as an `ExcelRange`_ object
associated to a Reference named :attr:`Assumption`.
.. _PandasData:
https://docs.modelx.io/en/latest/reference/dataclient.html#pandasdata
.. _ExcelRange:
https://docs.modelx.io/en/latest/reference/dataclient.html#excelrange
.. rubric:: References
Attributes:
Assumption: `ExcelRange`_ object for associating
assumption identifiers to model point keys
AssumptionTables: `ExcelRange`_ object holding assumption tables
such as surrender rates and mortality factors
PolicyData: `PandasData`_ object holding model point data as a pandas
DataFrame read from the model point file
TableLastAge: Reference to :func:`fastlife.model.Input.TableLastAge`
prod: Reference to :func:`fastlife.Projection.Policy.Product`
polt: Reference to :func:`fastlife.Projection.Policy.PolicyType`
gen: Reference to :func:`fastlife.Projection.Policy.Gen`
sex: Reference to :func:`fastlife.Projection.Policy.Sex`
"""
from modelx.serialize.jsonvalues import *
_formula = None
_bases = []
_allow_none = True
_spaces = []
# ---------------------------------------------------------------------------
# Cells
[docs]
def CnsmpTax():
"""Consumption tax rate"""
return AsmpLookup("CnsmpTax")
[docs]
def CommInitPrem():
"""Initial commission per premium"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
result = _space.AsmpLookup.match("CommInitPrem", key1, key2, key2).value
if result is not None:
return result
else:
raise ValueError('CommInitPrem not found')
return PolicyData().apply(get_table_id, axis=1)
[docs]
def CommRenPrem():
"""Renewal commission per premium"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
result = _space.AsmpLookup.match("CommRenPrem", key1, key2, key2).value
if result is not None:
return result
else:
raise ValueError('CommRenPrem not found')
return PolicyData().apply(get_table_id, axis=1)
[docs]
def CommRenTerm():
"""Renewal commission term"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
result = _space.AsmpLookup.match("CommRenTerm", key1, key2, key2).value
if result is not None:
return result
else:
raise ValueError('CommRenTerm not found')
return PolicyData().apply(get_table_id, axis=1)
[docs]
def ExpsAcqAnnPrem():
"""Acquisition expense per annualized premium"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("ExpsAcqAnnPrem", key1, key2, key2).value
return PolicyData().apply(get_table_id, axis=1)
[docs]
def ExpsAcqPol():
"""Acquisition expense per policy"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("ExpsAcqPol", key1, key2, key2).value
return PolicyData().apply(get_table_id, axis=1)
[docs]
def ExpsAcqSA():
"""Acquisition expense per sum assured"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("ExpsAcqSA", key1, key2, key2).value
return PolicyData().apply(get_table_id, axis=1)
[docs]
def ExpsMaintAnnPrem():
"""Maintenance expense per annualized premium"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("ExpsMaintPrem", key1, key2, key2).value
return PolicyData().apply(get_table_id, axis=1)
[docs]
def ExpsMaintPol():
"""Maintenance expense per policy"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("ExpsMaintPol", key1, key2, key2).value
return PolicyData().apply(get_table_id, axis=1)
[docs]
def ExpsMaintSA():
"""Maintenance expense per sum assured"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("ExpsMaintSA", key1, key2, key2).value
return PolicyData().apply(get_table_id, axis=1)
[docs]
def InflRate():
"""Inflation rate"""
return AsmpLookup("InflRate")
[docs]
def LastAge():
"""Age at which mortality becomes 1"""
keys = pd.concat([MortTableID(), sex()], axis=1)
result = keys.join(TableLastAge(), on=['MortTableID', 'Sex'])['TableLastAge']
result.name = 'LastAge'
return result
[docs]
def MortFactor(y):
"""Mortality factor"""
fac = MortFactorID().apply(lambda facid: AssumptionTables.get((facid, y), np.nan))
if y == 0 or not fac.isnull().any():
return fac
else:
return fac.mask(fac.isnull(), MortFactor(y-1))
[docs]
def SurrRate(y):
"""Surrender Rate"""
fac = SurrRateID().apply(lambda surrid: AssumptionTables.get((surrid, y), np.nan))
if y == 0 or not fac.isnull().any():
return fac
else:
return fac.mask(fac.isnull(), SurrRate(y-1))
[docs]
def MortTableID():
"""Mortality Table"""
def get_table_id(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
return _space.AsmpLookup.match("BaseMort", key1, key2, key2).value
result = PolicyData().apply(get_table_id, axis=1)
result.name = 'MortTableID'
return result
[docs]
def MortFactorID():
"""Mortality factor"""
def get_factor(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
table = _space.AsmpLookup.match("MortFactor", key1, key2, key2).value
if table is None:
raise ValueError('MortFactor not found')
return table
return PolicyData().apply(lambda pol: get_factor(pol), axis=1)
def SurrRateID():
def get_factor(pol):
key1, key2, key3 = pol['Product'], pol['PolicyType'], pol['Gen']
table = _space.AsmpLookup.match("Surrender", key1, key2, key2).value
if table is None:
raise ValueError('Surrender not found')
return table
return PolicyData().apply(lambda pol: get_factor(pol), axis=1)
[docs]
def AsmpLookup(asmp, prod=None, polt=None, gen=None):
"""Look up assumptions"""
return Assumption.get((asmp, prod, polt, gen), None)
# ---------------------------------------------------------------------------
# References
Assumption = ("Pickle", 3020548391688)
AssumptionTables = ("Pickle", 3020548383112)
PolicyData = ("Pickle", 3020548337160)
TableLastAge = ("Interface", ("...", "Input", "TableLastAge"), "auto")
gen = ("Interface", ("..", "Policy", "Gen"), "auto")
polt = ("Interface", ("..", "Policy", "PolicyType"), "auto")
prod = ("Interface", ("..", "Policy", "Product"), "auto")
sex = ("Interface", ("..", "Policy", "Sex"), "auto")
MortalityTables = ("Pickle", 3020541952136)