Skip to main content
Back to top
Ctrl
+
K
Site Navigation
About
Quick Start
Videos
Libraries
Download
Gallery
Notebooks
Discussions
GitHub
Site Navigation
About
Quick Start
Videos
Libraries
Download
Gallery
Notebooks
Discussions
GitHub
Section Navigation
The
basiclife
Library
The
BasicTerm_S
Model
proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_init
pols_lapse
pols_maturity
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
check_pv_net_cf
result_cf
result_pv
The
BasicTerm_M
Model
proj_len
max_proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_init
pols_lapse
pols_maturity
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
result_cf
result_pv
The
BasicTerm_SE
Model
proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
check_pv_net_cf
result_cf
result_pv
result_pols
The
BasicTerm_ME
Model
proj_len
max_proj_len
model_point
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
mort_rate
mort_rate_mth
mort_table_reindexed
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
net_premium_pp
loading_prem
premium_pp
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
claims
commissions
premiums
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
result_cf
result_pv
result_pols
The
BasicTermASL_ME
Model
date_
months_
months_in_step
step_to_month
max_proj_len
month_to_step
offset
age
age_at_entry
issue_date
model_point
duration_m
duration_y
sex
sum_assured
policy_term
payment_freq
payment_lag
payment_term
mort_rate
mort_table_reindexed
expense_acq
expense_maint
inflation_factor
inflation_rate
lapse_rate
proj_len
disc_factors
disc_factors_prem
disc_rate
claim_pp
loading_prem
premium_pp
is_active
is_paying
is_maturing
last_part
next_part
next_anniversary
net_premium_rate
pay_count
pols_death
pols_if
pols_if_at
pols_if_avg
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
pols_if_pay
premiums
claims
commissions
expenses
net_cf
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_pols_if_pay
pv_premiums
result_cells
result_cf
result_pols
result_pv
check_pay_count
model_point
premium_pp
net_premium_rate
premium_pp
Generating model points
Generating model points with duration
Generating model points for ASL
Creating premium table
The
savings
Library
The
CashValue_SE
Model
proj_len
model_point
model_point_table_ext
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
has_surr_charge
is_wl
load_prem_rate
surr_charge_id
premium_type
av_pp_init
mort_table_last_age
mort_rate
mort_rate_mth
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
premium_pp
maint_fee_rate
coi_rate
surr_charge_rate
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
inv_income
inv_income_pp
inv_return_mth
inv_return_table
av_pp_at
net_amt_at_risk
coi_pp
prem_to_av_pp
maint_fee_pp
av_at
prem_to_av
claims_from_av
claims_over_av
coi
maint_fee
av_change
check_av_roll_fwd
surr_charge
claims
commissions
premiums
expenses
net_cf
margin_expense
margin_mortality
check_margin
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
pv_av_change
pv_inv_income
check_pv_net_cf
result_cf
result_pv
result_pols
The
CashValue_ME
Model
proj_len
max_proj_len
model_point
model_point_table_ext
sex
sum_assured
policy_term
age
age_at_entry
duration
duration_mth
has_surr_charge
is_wl
load_prem_rate
surr_charge_id
premium_type
av_pp_init
mort_table_last_age
mort_rate
mort_rate_mth
mort_table_reindexed
disc_factors
disc_rate_mth
lapse_rate
expense_acq
expense_maint
inflation_factor
inflation_rate
claim_pp
premium_pp
maint_fee_rate
coi_rate
surr_charge_rate
surr_charge_table_stacked
surr_charge_max_idx
pols_death
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_maturity
pols_new_biz
inv_income
inv_income_pp
inv_return_mth
inv_return_table
av_pp_at
net_amt_at_risk
coi_pp
prem_to_av_pp
maint_fee_pp
av_at
prem_to_av
claims_from_av
claims_over_av
coi
maint_fee
av_change
check_av_roll_fwd
surr_charge
claims
commissions
premiums
expenses
net_cf
margin_expense
margin_mortality
check_margin
pv_claims
pv_commissions
pv_expenses
pv_net_cf
pv_pols_if
pv_premiums
pv_av_change
pv_inv_income
check_pv_net_cf
result_cf
result_pv
result_pols
1. Simple Stochastic Example
2. Extended Stochastic Example
3. Memory-Optimized Mutiprocess Example
4. Profiling and Optimizing the Model
Generating 100K model points
The
appliedlife
Library
The
IntegratedLife
Model
The
BaseData
Space
param_list
const_params
run_params
space_params
product_params
surr_charge_tables
stacked_surr_charge_tables
The
Mortality
Space
table_defs
select_table
ultimate_tables
select_duration_len
merged_table
unified_table
mort_file
table_last_age
The
ModelPoints
Space
model_point_table
model_point_table_ext
The
Scenarios
Space
spot_rates
forward_rates
index_vols
log_return_mth
index_params
index_count
return_mth
The
Assumptions
Space
lapse_tables
asmp_file
mort_scalar_tables
stacked_lapse_tables
stacked_mort_scalar_tables
dyn_lapse_params
The
ProductBase
Space
fixed_params
proj_len
scen_index
asmp_id
date_id
model_point
model_point_index
model_point_table_ext
age
sex
age_at_entry
av_pp_init
commission_rate
duration
duration_mth
duration_mth_init
has_gmab
has_gmdb
has_surr_charge
is_wl
maint_fee_rate
policy_term
premium_type
sum_assured
surr_charge_id
base_lapse_rate
is_lapse_dynamic
dyn_lapse_param
dyn_lapse_factor
lapse_rate_key
lapse_rate
disc_factors
disc_rate
disc_rate_mth
expense_acq
expense_maint
inflation_rate
inflation_factor
mort_last_age
base_mort_rate
mort_rate
mort_rate_key
mort_rate_mth
mort_table_id
claim_net_pp
claim_pp
coi_pp
coi_rate
premium_pp
surr_charge_key
surr_charge_rate
pols_if
pols_if_at
pols_if_init
pols_lapse
pols_death
pols_maturity
pols_new_biz
inv_income
inv_income_pp
inv_return_mth
av_at
av_change
av_pp_at
csv_pp
coi
maint_fee
maint_fee_pp
net_amt_at_risk
prem_to_av
prem_to_av_pp
claims
claims_from_av
claims_over_av
commissions
expenses
surr_charge
net_cf
margin_expense
margin_guarantee
pv_av_change
pv_claims
pv_claims_from_av
pv_claims_over_av
pv_commissions
pv_expenses
pv_inv_income
pv_maint_fee
pv_net_cf
pv_pols_if
pv_premiums
result_pv
result_cf
result_pols
result_sample
excel_sample
check_av_roll_fwd
check_margin
check_pv_net_cf
The
Run
Space
The
assets
Library
The
BasicBond
Model
Bonds
Generating sample bond data
The
ifrs17a
library
Running the Tempate and Outputting Tables
Outputting Financial Performance
Running Present Value Example Ep.2
Running Present Value Example Ep.3
Inspecting the Calculation Logic
The
economic
Library
The
BasicHullWhite
Model
HullWhite
Overview of BasicHullWhite
The
economic_curves
library
Smith & Wilson algorithm
Smith & Wilson algorithm
smith_wilson_funcs
Automatic calibration of the stationary bootstrap algorithm
stationary_bootstrap_calibrate
A block resampling method used for weakly-dependent stationary time-series data
Example of the stationary bootstrap algorithm in practice
StationaryBootstrap
Bisection method that finds the optimal parameter α for the Smith & Wilson algorithm
bisection_alpha
Sampled increments from two or more correlated Brownian motions (BM)
CorBM
Nelson-Siegel-Svennson algorithm
Nelson-Siegel-Svensson Example
nelsonsiegelsvensson
Black-Sholes model for simulating the price of a stock
Black_Scholes
Risk free curve test
EIOPA RISK FREE CURVE MONTHLY PUBLICATION RECALCULATION
Bayesian validation of the Economic Scenario Generator using Black-Sholes-Merton model
Metropolis-Hastings Algorythm Example
The
cluster
Library
Selecting model points by cluster analysis
Generating seriatim model points for cluster analysis example
Project
fastlife
Introduction to fastlife
fastlife: Present Value of Net Cashflows
Input
LifeTable
Economic
PV
Projection
Policy
Assumptions
Project
simplelife
simplelife Cashflow
simplelife Space Overview
Input
LifeTable
Economic
BaseProj
PV
Projection
Policy
Assumptions
Project
nestedlife
Input
Economic
BaseProj
Assumptions
LifeTable
PV
OuterProj
Policy
InnerProj
Project
ifrs17sim
IFRS17 CSM Waterfall Chart Notebook
IFRS17 Simulation (Baseline)
IFRS17 Simulation (Lapse Scenario)
BaseProj
Assumptions
Economic
LifeTable
IFRS
OuterProj
Policy
InnerProj
PV
Project
solvency2
Assumptions
BaseProj
Economic
LifeTable
Expense
Lapse
LapseMass
Mortality
Projection
Policy
PV
SCR_life
Project
smithwilson
Smith-Wilson Model Overview
SmithWilson
Development Guide
Model Structure
Naming Convention
Libraries
The
ProductBase
Space
mort_rate_key
mort_rate_key
#
mort_rate_key
(
t
)
[source]
#
Index keys to retrieve mortality rates for time t
On this page
mort_rate_key()
Show Source