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Section Navigation
The
annuallife
Library
The
TradLife_A
Model
The
InputData
Space
The
PolicyAttrs
Space
The
Assumptions
Space
The
CommTable
Space
The
Economic
Space
The
BaseProj
Space
The
PV
Space
The
Projection
Space
The
Utilities
Space
The
Enums
Space
The
TradLife_A_EX1
Model
The
InputData
Space (TradLife_A_EX1)
The
PolicyAttrs
Space (TradLife_A_EX1)
The
Assumptions
Space (TradLife_A_EX1)
The
Projection
Space (TradLife_A_EX1)
The
InnerProj
Space (TradLife_A_EX1)
The
Enums
Space (TradLife_A_EX1)
TradLife_A Cashflow
TradLife_A Space Overview
The
basiclife
Library
The
BasicTerm_S
Model
The
BasicTerm_M
Model
The
BasicTerm_SC
Model
The
BasicTerm_SE
Model
The
BasicTerm_ME
Model
The
BasicTermASL_ME
Model
Generating model points
Generating model points with duration
Generating model points for ASL
Creating premium table
The
savings
Library
The
CashValue_SE
Model
The
CashValue_ME
Model
1. Simple Stochastic Example
2. Extended Stochastic Example
3. Memory-Optimized Mutiprocess Example
4. Profiling and Optimizing the Model
Generating 100K model points
The
uslib
Library
Level Premium Term Life
Product Specification
Technical Notes
Implementation Notes
The
Term_US_A
Model
The
Data
Space
The
Projection
Space
Sources
Whole Life
Product Specification
Technical Notes
Implementation Notes
The
WholeLife_US_A
Model
The
Data
Space
The
Projection
Space
Sources
Universal Life (current assumption)
Product Specification
Technical Notes
Implementation Notes
The
UL_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Indexed Universal Life (IUL)
Product Specification
Technical Notes
Implementation Notes
The
IUL_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Variable Universal Life (VUL)
Product Specification
Technical Notes
Implementation Notes
The
VUL_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Guaranteed Universal Life (ULSG)
Product Specification
Technical Notes
Implementation Notes
The
ULSG_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Fixed Deferred Annuity (MYGA)
Product Specification
Technical Notes
Implementation Notes
The
MYGA_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Fixed Indexed Annuity (FIA) with Guaranteed Lifetime Withdrawal Benefit
Product Specification
Technical Notes
Implementation Notes
The
FIA_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Variable Annuity with Living and Death Benefit Guarantees
Product Specification
Technical Notes
Implementation Notes
The
VA_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Registered Index-Linked Annuity (RILA)
Product Specification
Technical Notes
Implementation Notes
The
RILA_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Single Premium Immediate Annuity (SPIA)
Product Specification
Technical Notes
Implementation Notes
The
SPIA_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Deferred Income Annuity (DIA) and Qualified Longevity Annuity Contract (QLAC)
Product Specification
Technical Notes
Implementation Notes
The
DIA_US_S
Model
The
Data
Space
The
Projection
Space
Sources
Regulatory and Actuarial References
The
uklib
Library
Term Assurance
Product Specification
Technical Notes
Implementation Notes
The
Term_UK_A
Model
The
Data
Space
The
Projection
Space
Sources
Critical Illness Cover (CI)
Product Specification
Technical Notes
Implementation Notes
The
CI_UK_S
Model
The
Data
Space
The
Projection
Space
Sources
Income Protection (IP)
Product Specification
Technical Notes
Implementation Notes
The
IP_UK_S
Model
The
Data
Space
The
Projection
Space
Sources
Whole of Life (WOL)
Product Specification
Technical Notes
Implementation Notes
The
WOL_UK_S
Model
The
Data
Space
The
Projection
Space
Sources
With-Profits (WP)
Product Specification
Technical Notes
Implementation Notes
The
WP_UK_A
Model
The
Data
Space
The
Projection
Space
Sources
Unit-Linked Investment Bond (ULB)
Product Specification
Technical Notes
Implementation Notes
The
ULB_UK_S
Model
The
Data
Space
The
Projection
Space
Sources
Pension Annuity (PA)
Product Specification
Technical Notes
Implementation Notes
The
PA_UK_S
Model
The
Data
Space
The
Projection
Space
Sources
Regulatory and Actuarial References — UK Life Insurance
The
appliedlife
Library
The
IntegratedLife
Model
The
BaseData
Space
The
Mortality
Space
The
ModelPoints
Space
The
Scenarios
Space
The
Assumptions
Space
The
ProductBase
Space
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
Libraries
Project
nestedlife
OuterProj
OuterProj
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