.. _sphx_glr_generated_examples_savings:


.. _savings_examples:

:mod:`savings` Examples
-------------------------




.. raw:: html

    <div class="sphx-glr-thumbnails">


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Account value paths generated by the Monte Carlo simulation. The first 100 and 1000 paths out o...">

.. only:: html

  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex1_av_paths_thumb.png
    :alt:

  :ref:`sphx_glr_generated_examples_savings_plot_ex1_av_paths.py`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Account value paths</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="Time values of options and guarantees for various in-the-moneyness are calculated using Monte C...">

.. only:: html

  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex1_option_value_thumb.png
    :alt:

  :ref:`sphx_glr_generated_examples_savings_plot_ex1_option_value.py`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Monte Carlo vs Black-Scholes-Merton</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="10,000 random numbers drawn from the standard normal distribution are generated for each time s...">

.. only:: html

  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex1_rand_thumb.png
    :alt:

  :ref:`sphx_glr_generated_examples_savings_plot_ex1_rand.py`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Account value distribution</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="This graph uses the CashValue_ME_EX2 model from /libraries/savings/savings_example2, and shows ...">

.. only:: html

  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex2_av_to_pols_thumb.png
    :alt:

  :ref:`sphx_glr_generated_examples_savings_plot_ex2_av_to_pols.py`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Account value to number of policies</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="As the /libraries/savings/savings_example2 shows, time values of options and guarantees on a GM...">

.. only:: html

  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex2_comp_option_values_thumb.png
    :alt:

  :ref:`sphx_glr_generated_examples_savings_plot_ex2_comp_option_values.py`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Black-Scholes-Merton on dividend paying stock</div>
    </div>


.. raw:: html

    <div class="sphx-glr-thumbcontainer" tooltip="As explained in /libraries/savings/savings_example2, most variable annuity models include dynam...">

.. only:: html

  .. image:: /generated_examples/savings/images/thumb/sphx_glr_plot_ex2_lapse_decrement_thumb.png
    :alt:

  :ref:`sphx_glr_generated_examples_savings_plot_ex2_lapse_decrement.py`

.. raw:: html

      <div class="sphx-glr-thumbnail-title">Dynamic policy decrement</div>
    </div>


.. raw:: html

    </div>


.. toctree::
   :hidden:

   /generated_examples/savings/plot_ex1_av_paths
   /generated_examples/savings/plot_ex1_option_value
   /generated_examples/savings/plot_ex1_rand
   /generated_examples/savings/plot_ex2_av_to_pols
   /generated_examples/savings/plot_ex2_comp_option_values
   /generated_examples/savings/plot_ex2_lapse_decrement