ifrs17sim is a project for simulating IFRS17 financial statements on sample insurance contracts.
Files that are unique to this project are
Other files in this project are similar to those in
The composition structure is almost the same as the structure of
nestedlife, except that
in this model is a child Space of
A live version of the Jupyter notebook below is available online, thanks to Binder.
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- IFRS17 CSM Waterfall Chart Notebook
- IFRS17 Simulation (Baseline)
- IFRS17 Simulation (Lapse Scenario)
Assumption input and calculations for individual policies.
Commutation functions and actuarial notations
Source module for IFRS17 CSM amortization simulation
Policy attributes and policy values
Present values of cashflows