Project ifrs17sim#
ifrs17sim is a project for simulating IFRS17 financial statements on sample insurance contracts.
Files that are unique to this project are ifrs17sim
and
ifrs
.
Other files in this project are similar to those in nestedlife
.
Model Structure#
Composition Structure#
The composition structure is almost the same as the structure of
nestedlife
, except that PV
in this model is a child Space of InnerProj
![../_images/composition1.png](../_images/composition1.png)
Inheritance Structure#
![../_images/inheritance1.png](../_images/inheritance1.png)
![../_images/inheritance2.png](../_images/inheritance2.png)
Jupyter Notebooks#
Space Details#
Assumption input and calculations for individual policies. |
|
Economic scenarios |
|
Commutation functions and actuarial notations |
|
Source module for IFRS17 CSM amortization simulation |
|
Policy attributes and policy values |
|
Present values of cashflows |