.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "generated_examples\annuallife\plot_pols_if_lapse_up_tradlife_a_ex1.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_generated_examples_annuallife_plot_pols_if_lapse_up_tradlife_a_ex1.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_generated_examples_annuallife_plot_pols_if_lapse_up_tradlife_a_ex1.py:


TradLife_A_EX1: in-force run-off under the lapse-up shock
=========================================================

For one model point of each product (term, whole life and endowment),
this chart shows how the number of policies in force runs off, projected
by the :mod:`~annuallife` ``TradLife_A_EX1`` model.

The bold black line is the number of policies in force in the *outer*
projection (:func:`~annuallife.TradLife_A.Projection.pols_if_beg1`). Each
thin coloured line is the in-force of an *inner* projection under the
Solvency II lapse-up shock (``InnerProj[t0, LAPSE, UP]``), anchored at a
valuation time ``t0`` that ranges from 0 to the end of the projection.
Every inner line branches off the outer curve at its own ``t0`` (the
colour key) and then declines faster, because the lapse-up shock raises
the surrender rate.

The in-force shown is the beginning-of-period count
:func:`~annuallife.TradLife_A.Projection.pols_if_beg1`, which already
includes the new business written at ``t = 0`` and so starts at the full
policy count (rather than
:func:`~annuallife.TradLife_A.Projection.pols_if`, the end-of-period
count, which is zero at ``t = 0``).

.. seealso::
    * The :mod:`~annuallife` library

.. GENERATED FROM PYTHON SOURCE LINES 28-81



.. rst-class:: sphx-glr-horizontal


    *

      .. image-sg:: /generated_examples/annuallife/images/sphx_glr_plot_pols_if_lapse_up_tradlife_a_ex1_001.png
         :alt: Policies in force under the lapse-up shock, Term (idx 0)
         :srcset: /generated_examples/annuallife/images/sphx_glr_plot_pols_if_lapse_up_tradlife_a_ex1_001.png
         :class: sphx-glr-multi-img

    *

      .. image-sg:: /generated_examples/annuallife/images/sphx_glr_plot_pols_if_lapse_up_tradlife_a_ex1_002.png
         :alt: Policies in force under the lapse-up shock, Whole life (idx 100)
         :srcset: /generated_examples/annuallife/images/sphx_glr_plot_pols_if_lapse_up_tradlife_a_ex1_002.png
         :class: sphx-glr-multi-img

    *

      .. image-sg:: /generated_examples/annuallife/images/sphx_glr_plot_pols_if_lapse_up_tradlife_a_ex1_003.png
         :alt: Policies in force under the lapse-up shock, Endowment (idx 200)
         :srcset: /generated_examples/annuallife/images/sphx_glr_plot_pols_if_lapse_up_tradlife_a_ex1_003.png
         :class: sphx-glr-multi-img





.. code-block:: Python

    import modelx as mx
    import matplotlib.pyplot as plt
    import matplotlib.cm as cm
    from matplotlib.lines import Line2D
    import seaborn as sns
    sns.set_theme(style="darkgrid")

    model = mx.read_model("TradLife_A_EX1")
    LifeRiskID = model.Enums.LifeRiskID
    LapseShockID = model.Enums.LapseShockID

    # One model point for each product (term, whole life, endowment).
    points = [('Term', 0), ('Whole life', 100), ('Endowment', 200)]


    def draw(name, idx):

        proj = model.Projection[idx]
        last_t = proj.proj_len()

        fig, ax = plt.subplots()
        fig.suptitle('Policies in force under the lapse-up shock')

        # Inner projections under the lapse-up shock, one per valuation time
        # t0 = 0 .. last_t - 1, coloured by t0.
        cmap = plt.get_cmap('viridis')
        for t0 in range(0, last_t):
            inner = proj.InnerProj[t0, LifeRiskID.LAPSE, LapseShockID.UP]
            ts = range(t0, last_t + 1)
            ax.plot(list(ts), [inner.pols_if_beg1(t) for t in ts],
                    color=cmap(t0 / max(last_t - 1, 1)),
                    linewidth=0.8, alpha=0.7)

        # Outer projection in force, drawn on top.
        ts = range(0, last_t + 1)
        (outer_line,) = ax.plot(list(ts), [proj.pols_if_beg1(t) for t in ts],
                                color='black', linewidth=2.5, zorder=3)

        sm = cm.ScalarMappable(cmap=cmap, norm=plt.Normalize(0, max(last_t - 1, 1)))
        sm.set_array([])   # required for colorbar on older matplotlib
        fig.colorbar(sm, ax=ax, label='inner projection start $t_0$')

        ax.set_title(name + ' (idx ' + str(idx) + ')')
        ax.set_xlabel('time $t$')
        ax.set_ylabel('policies in force')
        inner_proxy = Line2D([], [], color=cmap(0.6), linewidth=0.8, alpha=0.7)
        ax.legend([outer_line, inner_proxy],
                  ['Outer projection', 'Inner: lapse-up'], loc='upper right')
        return ax


    for name, idx in points:
        draw(name, idx)


.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 2.501 seconds)


.. _sphx_glr_download_generated_examples_annuallife_plot_pols_if_lapse_up_tradlife_a_ex1.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: plot_pols_if_lapse_up_tradlife_a_ex1.ipynb <plot_pols_if_lapse_up_tradlife_a_ex1.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: plot_pols_if_lapse_up_tradlife_a_ex1.py <plot_pols_if_lapse_up_tradlife_a_ex1.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: plot_pols_if_lapse_up_tradlife_a_ex1.zip <plot_pols_if_lapse_up_tradlife_a_ex1.zip>`


.. only:: html

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

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