Gallery

savings Examples

Account value paths

Account value paths

Monte Carlo vs Black-Scholes-Merton

Monte Carlo vs Black-Scholes-Merton

Account value distribution

Account value distribution

Account value to number of policies

Account value to number of policies

Black-Scholes-Merton on dividend paying stock

Black-Scholes-Merton on dividend paying stock

Dynamic policy decrement

Dynamic policy decrement

economic Examples

Short rate paths

Short rate paths

Short rate mean and variance

Short rate mean and variance

Discount factor convergence

Discount factor convergence

annuallife Examples

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

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

TradLife_A: present values of cashflows

TradLife_A: present values of cashflows

TradLife_A_EX1: SCR shock cashflows

TradLife_A_EX1: SCR shock cashflows

TradLife_A_EX1: Life SCR radar chart

TradLife_A_EX1: Life SCR radar chart

TradLife_A: cashflow

TradLife_A: cashflow

fastlife Examples

Run this fastlife sample now!

fastlife: Present Value of Net Cashflows

fastlife: Present Value of Net Cashflows

nestedlife Examples

nestedlife: Actual vs Estimated

nestedlife: Actual vs Estimated

nestedlife: Present value of cashflows

nestedlife: Present value of cashflows

ifrs17sim Examples

• Run CSM waterfall sample now!

• Run IFRS17 Simulation (Baseline) now!

• Run IFRS17 Simulation (Lapse Scenario) now!

ifrs17sim: CSM waterfall chart

ifrs17sim: CSM waterfall chart

ifrs17sim: IFRS balancesheet itms

ifrs17sim: IFRS balancesheet itms

IFRS waterfall chart

IFRS waterfall chart

solvency2 Examples

solvency2: cashflows

solvency2: cashflows

solvency2: Life SCR radar chart

solvency2: Life SCR radar chart

smithwilson Examples

Smith-Wilson extrapolation with various alphas

Smith-Wilson extrapolation with various alphas